WHAT IS TIME SERIES DATA
Any data which is aligned with time is time series data. For example sales data of 12 months of year is time series data.
Time Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Data 45 67 89 34 12 56 78 89 91 92 68 72
TIME SERIES DATA CREATION
R has a special data structure for storing the time series data. It is created by ts() function.
ts(data, start , end , frequency)
data : data is passed in the form of vector
start : start of time series data
end : end of time series data (optional)
frequency : Decide the time difference between two readings.
: 1 for yearly data i.e 1 observation will be allocated to entire year.
: 2 for bimonthly data i.e 2 observation will be allocated to entire year.
: 4 for quarterly data i.e 4 observations will be allocated to entire year
: 12 for monthly data i.e 12 observations will be allocated to entire year
: 52 for weekly data i.e 52 observations will be allocated to entire year
: 24 for 15 day data
: 365 for daily data
EXAMPLES
1) ts(1:10,start=2000, frequency=1) ## yearly data
Time Series:
Start = 2000
End = 2009
Frequency = 1
[1] 1 2 3 4 5 6 7 8 9 10
2) ts(1:12,start=2000, frequency=4) ## quarterly data
Qtr1 Qtr2 Qtr3 Qtr4
2000 1 2 3 4
2001 5 6 7 8
2002 9 10 11 12
3) ts(1:12,start=2000, frequency=12 ) ## monthly data
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 1 2 3 4 5 6 7 8 9 10 11 12
4) ts(1:24,start=2000, frequency=24) ## fortnight data
Time Series:
Start = c(2000, 1)
End = c(2000, 24)
Frequency = 24
[1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
5) ts(1:52,start=2000, frequency=52) ## weekly data
Time Series:
Start = c(2000, 1)
End = c(2000, 52)
Frequency = 52
[1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37
[38] 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52
Any data which is aligned with time is time series data. For example sales data of 12 months of year is time series data.
Time Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Data 45 67 89 34 12 56 78 89 91 92 68 72
TIME SERIES DATA CREATION
R has a special data structure for storing the time series data. It is created by ts() function.
ts(data, start , end , frequency)
data : data is passed in the form of vector
start : start of time series data
end : end of time series data (optional)
frequency : Decide the time difference between two readings.
: 1 for yearly data i.e 1 observation will be allocated to entire year.
: 2 for bimonthly data i.e 2 observation will be allocated to entire year.
: 4 for quarterly data i.e 4 observations will be allocated to entire year
: 12 for monthly data i.e 12 observations will be allocated to entire year
: 52 for weekly data i.e 52 observations will be allocated to entire year
: 24 for 15 day data
: 365 for daily data
EXAMPLES
1) ts(1:10,start=2000, frequency=1) ## yearly data
Time Series:
Start = 2000
End = 2009
Frequency = 1
[1] 1 2 3 4 5 6 7 8 9 10
2) ts(1:12,start=2000, frequency=4) ## quarterly data
Qtr1 Qtr2 Qtr3 Qtr4
2000 1 2 3 4
2001 5 6 7 8
2002 9 10 11 12
3) ts(1:12,start=2000, frequency=12 ) ## monthly data
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 1 2 3 4 5 6 7 8 9 10 11 12
4) ts(1:24,start=2000, frequency=24) ## fortnight data
Time Series:
Start = c(2000, 1)
End = c(2000, 24)
Frequency = 24
[1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
5) ts(1:52,start=2000, frequency=52) ## weekly data
Time Series:
Start = c(2000, 1)
End = c(2000, 52)
Frequency = 52
[1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37
[38] 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52
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