﻿ Daily Time Series with Ts.. How to Specify Start and End - ITCodar

# Daily Time Series with Ts.. How to Specify Start and End

## Daily time series with ts.. how to specify start and end

Let's explore how `ts` works with different frequencies using the documentation (`?ts`)

Let's say this is your data

``dat <- data.frame(myts = sample(10, 24, replace = T),                  Date = seq(as.Date("2008-10-11"), as.Date("2008-10-11") + 23, by = 1))# myts       Date# 1     6 2008-10-11# 2     9 2008-10-12# 3     6 2008-10-13# 4     9 2008-10-14# 5     8 2008-10-15# 6     6 2008-10-16# 7     1 2008-10-17# 8     9 2008-10-18# 9     3 2008-10-19# 10    5 2008-10-20# 11    7 2008-10-21# 12    4 2008-10-22# 13    2 2008-10-23# 14    9 2008-10-24# 15    5 2008-10-25# 16    9 2008-10-26# 17    7 2008-10-27# 18    8 2008-10-28# 19    7 2008-10-29# 20    2 2008-10-30# 21    6 2008-10-31# 22    6 2008-11-01# 23    8 2008-11-02# 24    1 2008-11-03``

Let's compare outputs for different frequencies on same data and some arbitrary start point

``print(ts(dat\$myts, frequency = 7, start = c(1950, 3)), calendar = T)#      p1 p2 p3 p4 p5 p6 p7# 1950        6  9  6  9  8# 1951  6  1  9  3  5  7  4# 1952  2  9  5  9  7  8  7# 1953  2  6  6  8  1      print(ts(dat\$myts, frequency = 12, start = c(1950, 3)), calendar = T)#      Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec# 1950           6   9   6   9   8   6   1   9   3   5# 1951   7   4   2   9   5   9   7   8   7   2   6   6# 1952   8   1                                        print(ts(dat\$myts, frequency = 4, start = c(1950, 3)), calendar = T)#      Qtr1 Qtr2 Qtr3 Qtr4# 1950              6    9# 1951    6    9    8    6# 1952    1    9    3    5# 1953    7    4    2    9# 1954    5    9    7    8# 1955    7    2    6    6# 1956    8    1          print(ts(dat\$myts, frequency = 7), calendar = T)#   p1 p2 p3 p4 p5 p6 p7# 1  6  9  6  9  8  6  1# 2  9  3  5  7  4  2  9# 3  5  9  7  8  7  2  6# 4  6  8  1    ``

We can learn 3 things from the outputs

1- `ts` is familiar with 12 and 4 frequencies and identifies them as months and quarters, while it's prints the 7 frequency in a not so straightforward way.

2- The first number in the `start` parameter is the number of the period depending on the frequency, while the second number is the first incident in that period (as not all series begin at January or at Sunday).

3- When you are not specifying the start point, the `ts` function assumes that you are starting from the beginning of the first period (thus the `(1,1)` in your example)

Now, in order to make this time series more meaningful for you, you could potentially compute the week number of the year (as we usually have about 52 weeks an a year) and the day number of your first observation (e.g.: 1 = Sunday, 2 = Monday, etc.) and parse them into the `start` parameter (see `?strftime`)

``startW <- as.numeric(strftime(head(dat\$Date, 1), format = "%W"))startD <- as.numeric(strftime(head(dat\$Date, 1) + 1, format =" %w")) print(ts(dat\$myts, frequency = 7, start = c(startW, startD)), calendar = T)#   p1 p2 p3 p4 p5 p6 p7#39                    6#40  9  6  9  8  6  1  9#41  3  5  7  4  2  9  5#42  9  7  8  7  2  6  6#43  8  1   ``

Which means that our first observation (which occurred in 2008-10-11) was Saturday of the 39th week of 2008

## Creating Time-Series with days period in R

Use `ts(ts_data, frequency = 365)` for daily data with annual seasonality and `ts(ts_data, frequency = 7)` for daily data with weekly seasonality. If there is no seasonality, if your data is from daily, only `ts(ts_data)` will be enough.

Set frequency 1 for year, 4 for quarterly, 12 for monthly and 52 for weekly.

## create timeseries based on start and end date

To use the function `ts()`, you need to define the `frequency=` argument which specifies the periodicity of your data. This depends on the type of timeseries, and the frequency of observations. It is also possible to have multiple seasonalities.

For example your hourly data can have a daily, (`frequency=24`), weekly (`frequency=24×7=168`) or monthly seasonality (`frequency=24×30=720`). Note that it is enough if you only specify `frequency=` and `start=`.

``# Daily seasonalityOFS_ts <-ts(data = df\$OFS_transformed,             start = min(df\$DateHour),             frequency = 24)``

One drawback of `ts()` is that date values are represented numerically:

``> plot(OFS_ts)``

A perhaps better option is the function `xts()` from the same-named package, where the `frequency =` argument is not even mandatory:

``library(xts)OFS_xts <- xts(temp\$OFS_transformed,                 order.by = temp\$DateHour)plot(OFS_xts)``

An `xts` object extends the class `ts`, so all functions that work with `ts` objects, will also work with `xts`.

## ts() function in R with daily observations

It will probably be easier with `xts`, see

``library(xts)dates <- as.Date("2019-01-01")+(0:(length(x)-1))ts <- xts(x,dates)     plot(ts)``