CODEWITHSUNDEEP
rtime-series
alessandrob
alessandrob

Reputation: 1615

Analyzing a time series with R

I'm a newbie on R following a PDF of timeseries analysis with R, by Walter Zucchini. I have some data coming from a sensor, in particular I can have data every minutes or every 5 seconds. Then I want to use ts() command to make a time series of those values. So the syntax should be data1mints <- ts(data1min ,freq = 525600) where 525600 are the minutes in a regular year.
after that I try to plot with this command plot(stl(log(data1min), s.window = "periodic")) but R says me that

series is not periodic or has less than two periods

To be more precise, I have data from 20 March to 28 March, so i didn't have a complete year data, but I think it's a enough period to analyze what happens every minute.

What I'm wrong?

Upvotes: 4

Views: 3764

Answers (1)

G. Grothendieck
G. Grothendieck

Reputation: 270248

The error message tells you what is wrong - you have less than 2 periods.

For example,

# this works since there are 3 periods
freq <- 100
ny <- 3 # no of years, i.e. periods
n <- ny * freq
set.seed(13)
tt <- ts(rnorm(n), freq = freq)
s <- stl(tt, "periodic")

# this issues error since there are less than 2 periods. (We have changed ny to 1.)
freq <- 100
ny <- 1 ##
n <- ny * freq
set.seed(13)
tt <- ts(rnorm(n), freq = freq)
s <- stl(tt, "periodic")

Upvotes: 5

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