R语言时间序列知识点总结

ts(data = NA, start = 1, end = numeric(0), frequency = 1,
  deltat = 1, ts.eps = getOption("ts.eps"), class = , names = )

> ts(1:8, start = c(2008, 2), frequency = 4)
   Qtr1 Qtr2 Qtr3 Qtr4
2008     1  2  3
2009  4  5  6  7
2010  8 

> library(nutshell)
> data("turkey.price.ts")
> turkey.price.ts
   Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2001 1.58 1.75 1.63 1.45 1.56 2.07 1.81 1.74 1.54 1.45 0.57 1.15
2002 1.50 1.66 1.34 1.67 1.81 1.60 1.70 1.87 1.47 1.59 0.74 0.82
2003 1.43 1.77 1.47 1.38 1.66 1.66 1.61 1.74 1.62 1.39 0.70 1.07
2004 1.48 1.48 1.50 1.27 1.56 1.61 1.55 1.69 1.49 1.32 0.53 1.03
2005 1.62 1.63 1.40 1.73 1.73 1.80 1.92 1.77 1.71 1.53 0.67 1.09
2006 1.71 1.90 1.68 1.46 1.86 1.85 1.88 1.86 1.62 1.45 0.67 1.18
2007 1.68 1.74 1.70 1.49 1.81 1.96 1.97 1.91 1.89 1.65 0.70 1.17
2008 1.76 1.78 1.53 1.90   

> start(turkey.price.ts)
[1] 2001  1
> end(turkey.price.ts)
[1] 2008  4
> frequency(turkey.price.ts)
[1] 12
> deltat(turkey.price.ts)
[1] 0.08333333

consumption.connection = gzfile(description = "xyz.RData", open = "r")
load(consumption.connection)
close(consumption.connection)