March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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How to do it...
We will work with the steel production for Argentina. This is a monthly series collected from January 1993 to December 2018. We will analyze this time series according to its spectral density:
- First, we load the dataset and we plot it. The evident problem here is that the series has a trend. Spectral analysis cannot be carried out with a trend, because low-frequency components will dominate (think of the trend as a component transmitting information between data points, separated through time). The more linear the trend is, the more profound this effect will be. Note that this trend is nonlinear:
library(imputeTS) library(timesboot) butane = read.csv("./steel.csv") butane = ts(butane$valor,start=c(1993,1),frequency = 12) ...Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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