建立一個 ts 物件

時間序列資料可以儲存為 ts 物件。ts 物件包含有關 ARIMA 函式使用的季節性頻率的資訊。它還允許使用 window 命令按日期呼叫系列中的元素。

#Create a dummy dataset of 100 observations
x <- rnorm(100)

#Convert this vector to a ts object with 100 annual observations
x <- ts(x, start = c(1900), freq = 1)

#Convert this vector to a ts object with 100 monthly observations starting in July
x <- ts(x, start = c(1900, 7), freq = 12)

    #Alternatively, the starting observation can be a number:
    x <- ts(x, start = 1900.5, freq = 12)

#Convert this vector to a ts object with 100 daily observations and weekly frequency starting in the first week of 1900
x <- ts(x, start = c(1900, 1), freq = 7)

#The default plot for a ts object is a line plot    
plot(x)

#The window function can call elements or sets of elements by date
    
    #Call the first 4 weeks of 1900
    window(x, start = c(1900, 1), end = (1900, 4))

    #Call only the 10th week in 1900
    window(x, start = c(1900, 10), end = (1900, 10))

    #Call all weeks including and after the 10th week of 1900
    window(x, start = c(1900, 10)) 

可以使用多個系列建立 ts 物件：

#Create a dummy matrix of 3 series with 100 observations each
x <- cbind(rnorm(100), rnorm(100), rnorm(100))

#Create a multi-series ts with annual observation starting in 1900
x <- ts(x, start = 1900, freq = 1)

#R will draw a plot for each series in the object
plot(x)