CODEWITHSUNDEEP
rtime-seriesmodeling
Javide
Javide

Reputation: 2637

Fitting and plotting harmonic regression model of a time series in R

In R, using the HarmonicRegression library, I am trying to fit an harmonic regression model with a trend, but I am struggling to figure out how to call the harmonic.regression function and plot the fitted model.

library(TSA)    
library(HarmonicRegression)
data(tempdub)

har_model <- harmonic.regression(tempdub, time(tempdub), Tau = 24, normalize = TRUE, norm.pol = FALSE, norm.pol.degree = 1, trend.eliminate = FALSE, trend.degree = 1)

plot(ts(fitted(har_model), freq=1, start=c(1964,1)), type='l', ylim=range(c(fitted(har_model), tempdub))) 

points(tempdub)

The first error I encounter is:

Error in if (nrow(inputts) != length(inputtime)) stop(paste("Length of time series (inputts):",  : 
  argument is of length zero

Any idea how this can be achieved?

Upvotes: 1

Views: 3041

Answers (1)

Kidae Kim
Kidae Kim

Reputation: 499

library("TSA")    
library("HarmonicRegression")
data(tempdub)

har_model <- harmonic.regression(as.vector(tempdub), 
                             1:length(tempdub), Tau = 12, 
                             normalize = TRUE, norm.pol = FALSE, norm.pol.degree = 1, 
                             trend.eliminate = FALSE, trend.degree = 1)


plot(tempdub)
lines(ts(har_model$fit.vals, freq=12, start=c(1964,1)), lty=2, col=3)

https://cran.r-project.org/web/packages/HarmonicRegression/HarmonicRegression.pdf

Manual explains that you have to supply inputts and inputtime as a vector or matrix for harmonic.regression().

Upvotes: 1

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