SP1991
December 15, 2018, 7:23am
1
I have half-hourly time series data; 48 data points in a day. The total time period starts from 4/6/2018 (i.e day/month/year) to 2/12/2018. I want to create a time series object. I am using ts function.
However, I am unable to define the frequency. As I know, frequency=1 for yearly data, but unable to define in my half-hourly data. How to solve this problem using ts object or there is any other way to do it?
After creating a time series object (i.e. date column), I want to plot it with the corresponding data series.
How to plot my result (in R object) on Y-axis and time period on the X-axis?
R <- function(x){
return(FDWhittle(x, method="discrete", sdf.method="multitaper"))
}
plot(R[,i],type="l",col = "Black", xlab="Time",
ylab="Return",main=names(R)[,i])
When I am plotting by using the above code, the results in the object "R" is coming on the Y-axis, and some values like (100, 200, 300--------) are coming on the X-axis. I want to get the time period on my X axis, but unable to define the intra-day date column having 48 data points in a day.
I have posted the same query in stackoverflow. But, didn't get any reply. I am attaching the link of StackOverflow where I posted my queries.
date, plot, time-series
Therefore, without having any idea, I posted it here. Please help me.
Thanks.
I have half-hourly time series data; 48 data points in a day. The total time period starts from 4/6/2018 (i.e day/month/year) to 2/12/2018. I want to create a time series object. I am using ts function.
However, I am unable to define the frequency. As I know, frequency=1 for yearly data, but unable to define in my half-hourly data. How to solve this problem using ts object or there is any other way to do it?
After creating a time series object (i.e. date column), I want to plot it with the corresponding data series.
How to plot my result (in R object) on Y-axis and time period on the X-axis?
R <- function(x){
return(FDWhittle(x, method="discrete", sdf.method="multitaper"))
}
plot(R[,i],type="l",col = "Black", xlab="Time",
ylab="Return",main=names(R)[,i])
When I am plotting by using the above code, the results in the object "R" is coming on the Y-axis, and some values like (100, 200, 300--------) are coming on the X-axis. I want to get the time period on my X axis, but unable to define the intra-day date column having 48 data points in a day.
KWANGER
December 15, 2018, 6:53pm
3
What does the structure of your data set look like? Can you provide sample data?
SP1991
December 16, 2018, 7:33am
4
The data structure is 30 min. intervals. In particular, Each day will be having 42 data points. I am unable to attach my data file here, so pasted the part of my sample data. Total, I have 6 months data with total 8677 observations having 42 data points in each day. Here, I want to do rolling window of 30 so that the total resulted observation will be (8677-30)+1= 8648. I want to plot such rolling results with the result in the Y-axis and date column in the X-axis. Please suggest me.
Date
X
03-06-2018 17:00
7709.99
03-06-2018 17:30
7690.01
03-06-2018 18:00
7694.01
03-06-2018 18:30
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03-06-2018 19:00
7710
03-06-2018 19:30
7706.37
03-06-2018 20:00
7720
03-06-2018 20:30
7709.89
03-06-2018 21:00
7706.8
03-06-2018 21:30
7705
03-06-2018 22:00
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03-06-2018 22:30
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04-06-2018 00:30
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04-06-2018 01:00
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04-06-2018 01:30
7661.63
04-06-2018 02:00
7650.02
04-06-2018 02:30
7582.51
04-06-2018 03:00
7612.23
04-06-2018 03:30
7599.61
04-06-2018 04:00
7588.31
04-06-2018 04:30
7599.54
04-06-2018 05:00
7584.54
04-06-2018 05:30
7612.52
04-06-2018 06:00
7611
04-06-2018 06:30
7595.01
04-06-2018 07:00
7535.01
04-06-2018 07:30
7506.1
04-06-2018 08:00
7523
04-06-2018 08:30
7529.86
04-06-2018 09:00
7521.14
04-06-2018 09:30
7505
04-06-2018 10:00
7479.11
---
---
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10-06-2018 17:30
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10-06-2018 20:30
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11-06-2018 00:00
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11-06-2018 10:30
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11-06-2018 20:30
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11-06-2018 21:00
6851.1
system
January 5, 2019, 1:11pm
5
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