[R] An entire data frame which is a time-series?
I have : raw - read.table(monthly.text, skip=3, sep=|, col.names=c(junk, junk2, wpi, g.wpi, wpi.primary, g.wpi.primary, wpi.fuel, g.wpi.fuel, wpi.manuf, g.wpi.manuf, cpi.iw, g.cpi.iw, cpi.unme, g.cpi.unme, cpi.al, g.cpi.al, cpi.rl, g.cpi.rl)) Now I can do things like: g.wpi = ts(raw$g.wpi, frequency=12, start=c(1994,7)) and it works fine. One by one, I can make time-series objects. Is there a way to tell R that the entire data frame is a set of time-series, so that I don't have to go column by column and make a new ts() out of each? I tried: M = ts(raw, frequency=12, start=c(1994,7)) ts.plot(M[,wpi], M[,wpi.manuf]) but this gives nonsense results. Also, syntax like M$wpi is a lot nicer than M[,wpi]. Any ideas about what might work? An unrelated suggestion: I found the documentation of ts() to be quite daunting. I have been around time-series and computer programming for decades. But it took me a while to handle the basics : to read in a file, to make time-series vectors, to run ARMA models. This stuff ought to be easier to learn. I tried to write an ARMA example, and put it up on the web, which would've been a godsend to me if I had found it earlier (http://www.mayin.org/~ajayshah/KB/R/tsa.html). I believe that the R documentation framework could do well by always having a 2000 word conceptual introduction + little tutorial on each package, instead of straight jumping into man pages on each function (which is the only documentation that we have presently). -- Ajay Shah Consultant [EMAIL PROTECTED] Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] An entire data frame which is a time-series?
Ajay Shah ajayshah at mayin.org writes: : : I have : : : raw - read.table(monthly.text, skip=3, sep=|, : col.names=c(junk, junk2, : wpi, g.wpi, wpi.primary, g.wpi.primary, : wpi.fuel, g.wpi.fuel, wpi.manuf, g.wpi.manuf, : cpi.iw, g.cpi.iw, cpi.unme, g.cpi.unme, : cpi.al, g.cpi.al, cpi.rl, g.cpi.rl)) : : Now I can do things like: : : g.wpi = ts(raw$g.wpi, frequency=12, start=c(1994,7)) : : and it works fine. One by one, I can make time-series objects. : : Is there a way to tell R that the entire data frame is a set of : time-series, so that I don't have to go column by column and make a : new ts() out of each? : : I tried: : : M = ts(raw, frequency=12, start=c(1994,7)) : ts.plot(M[,wpi], M[,wpi.manuf]) : : but this gives nonsense results. Converting a data frame to a ts object seems to work for me: R my.df - data.frame(a = 1:4, b = 5:8) R my.ts - ts(my.df, start=c(2000,4), freq=12) R my.ts.a - my.ts[,a] R my.ts.a Apr May Jun Jul 2000 1 2 3 4 Suggest you provide a small reproduceable example that illustrates the problem. : Also, syntax like M$wpi is a lot : nicer than M[,wpi]. Any ideas about what might work? R $.ts - function(x, i) x[,i] R my.ts$a Apr May Jun Jul 2000 1 2 3 4 __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
