starting a daily time series in R

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忘掉有多难
忘掉有多难 2020-11-27 17:12

I have a daily time series about number of visitors on the web site. my series start from 01/06/2014 until today 14/10/2015 so I wish to predict n

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  •  孤独总比滥情好
    2020-11-27 17:41

    The ts specification is wrong; if you are setting this up as daily observations, then you need to specify what day of the year 2014 is June 1st and specify this in start:

    ## Create a daily Date object - helps my work on dates
    inds <- seq(as.Date("2014-06-01"), as.Date("2015-10-14"), by = "day")
    
    ## Create a time series object
    set.seed(25)
    myts <- ts(rnorm(length(inds)),     # random data
               start = c(2014, as.numeric(format(inds[1], "%j"))),
               frequency = 365)
    

    Note that I specify start as c(2014, as.numeric(format(inds[1], "%j"))). All the complicated bit is doing is working out what day of the year June 1st is:

    > as.numeric(format(inds[1], "%j"))
    [1] 152
    

    Once you have this, you're effectively there:

    ## use auto.arima to choose ARIMA terms
    fit <- auto.arima(myts)
    ## forecast for next 60 time points
    fore <- forecast(fit, h = 60)
    ## plot it
    plot(fore)
    

    That seems suitable given the random data I supplied...

    You'll need to select appropriate arguments for auto.arima() as suits your data.

    Note that the x-axis labels refer to 0.5 (half) of a year.

    Doing this via zoo

    This might be easier to do via a zoo object created using the zoo package:

    ## create the zoo object as before
    set.seed(25)
    myzoo <- zoo(rnorm(length(inds)), inds)
    

    Note you now don't need to specify any start or frequency info; just use inds computed earlier from the daily Date object.

    Proceed as before

    ## use auto.arima to choose ARIMA terms
    fit <- auto.arima(myts)
    ## forecast for next 60 time points
    fore <- forecast(fit, h = 60)
    

    The plot though will cause an issue as the x-axis is in days since the epoch (1970-01-01), so we need to suppress the auto plotting of this axis and then draw our own. This is easy as we have inds

    ## plot it
    plot(fore, xaxt = "n")    # no x-axis 
    Axis(inds, side = 1)
    

    This only produces a couple of labeled ticks; if you want more control, tell R where you want the ticks and labels:

    ## plot it
    plot(fore, xaxt = "n")    # no x-axis 
    Axis(inds, side = 1,
         at = seq(inds[1], tail(inds, 1) + 60, by = "3 months"),
         format = "%b %Y")
    

    Here we plot every 3 months.

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