All Questions
Tagged with r time-series
6,252
questions
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1
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32
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How to inversely transform time series predictions to add seasonality back in? [closed]
I have transformed some data to make it stationary before fitting an ARIMA(1,0,1) model.
I specifically want to manually transform the data to better understand the process.
I can successfully fit a ...
- 35
0
votes
0
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18
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Is it possible to perform Rolling Origins on multiple time series with the modeltime package in R?
I am currently working on a project that involves multiple time series, and I would like to know if it is possible to implement a Rolling Origins technique for these multiple series using the ...
0
votes
1
answer
20
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How can I fit a `HoltWinters` model with the `fable` package?
I have a tsibble with data every 15 minutes.
I want to simulate:
ts_data <- ts(data$value, deltat = 1/96) # There is a daily seasonality
model <- HoltWinters(ts_data)
predictions <- predict(...
- 258
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0
answers
12
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GLM for longitudinal or time-series -- how to model and interpret a binary logistic regression over time controlling for covariates using R [migrated]
I work with the risk of delays (0 = no risk, 1 = risk). I want to run a binary logistic regression considering panel data over time. I have data from 4 years (4 time-points) and some covariates (...
- 1,552
2
votes
5
answers
65
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How to access row and column names (year and month) from a (monthly) time series, when rownames and colnames fail?
In monthly time series (frequency = 12), R prints out the years and months automatically, arranging them to look like row names and column names. But they are not accessible through rownames or ...
- 80
0
votes
1
answer
32
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Delete a single value in dataframe based on particular date and time
I have a dataframe and I want to delete a single value based on the date and time, I want to delete the value for Variable 2 on the 2020-06-15 14:00:00 with an option to replace the value 780.45 with ...
- 41
0
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47
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Specifying an advanced GARCH model in R
I am trying to implement a specific kind of GARCH model in R.
The simple description of the model is the following:
I am trying to build an GARCH(1,1) model, where I_t is a dummy variable indicating ...
- 1
0
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0
answers
12
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Custom function to create sequential index variable in longitudinal data [duplicate]
This is probably very basic but I'm having a hard time finding an answer to my question in existing posts. I'm working with longitudinal data and need to create a sequential index variable that ...
- 1
1
vote
1
answer
44
views
ggplot time series geom_line showing as a bar chart
I am trying to create a time series line chart with ggplot2 using the following code:
ggplot(my_data, aes(Period_end_date, Value, group = `Policy Year`, colour = `Policy Year`)) +
geom_line() +
...
- 11
1
vote
1
answer
24
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Tips on using geom_contour_filled() - currently giving breaks related error
I am trying to create a contour plot. I have loaded a list of csv's into a combined_df. There are three columns - tau, time and gamma. Tau is the x axis, time is the y axis and gamma is what I want to ...
- 27
0
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43
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How does the pvarfeols function from the R panelvar package handle fixed effects?
I have been using the pvarfeols function (Fixed Effects Estimator for PVAR Model) from the R panelvar package. It seems like the pvargmm function is a primary feature of the panelvar package but I ...
- 391
0
votes
0
answers
11
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Model Selection and Usage of Convenience Function from the midasr package in the context of an Unrestricted Midas model
I have a quarterly (y_ts_ready) and 4 monthly (x1_ts_ready, ..., x4_ts_ready) time series. I want to use the 4 monthly time series to forecast the quarterly one. Midas regressions have appeared to me ...
2
votes
1
answer
62
views
Aggregate daily raster data by weeks in R
I have daily snow and ice extent raster files for 2022 from NOAA (https://noaadata.apps.nsidc.org/NOAA/G02156/GIS/4km/2022/). I need to get the maximum ice extent per week for the year.
My task is ...
- 25
0
votes
1
answer
39
views
Identifying start and end time and duration in minutes of highlighted area in ggplot
I have highlighted areas in a time series plot where variable 1 is greater than 28.3m and in a separate plot where variable 2 is between 335 and 390 and then stacked these plots on top of each other. ...
- 41
0
votes
1
answer
45
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How to automatically detect the sign of the slope in a time series with serrated shape in R?
I have a time series that looks like a jagged shape. I want to know the positive or negative slope of the jagged depression. Sometimes the noise in this time series can be heavy, so it is difficult to ...
- 21