Я работаю с данными о ценах на акции Google (с 01.01.2007 по 31/21/2017).
Я хочу разбить его на трендовые, сезонные и случайные.
Вот мой код:
library(zoo)
library(fpp)
setwd("C:\\Users\\Son\\Desktop\\Time series\\Data")
google <- read.table("GOOGL.csv",header=T, sep=',')
log price
googlets <- zoo(google$Adj.Close, as.Date(as.character(google$Date),format = c("%Y-%m-%d")), frequency = 4)
log price time series
google_logprice <- log(googlets)
google_logprice_num <- coredata(google_logprice)
decompose_google = decompose(google_logprice_num, "additive")
plot(as.ts(decompose_google$seasonal))
plot(as.ts(decompose_google$trend))
plot(as.ts(decompose_google$random))
plot(decompose_google)
Но когда я запускаю код, он содержит некоторые ошибки:
> decompose_google = decompose(google_logprice_num, "additive")
Error in decompose(google_logprice_num, "additive") :
time series has no or less than 2 periods
>
> plot(as.ts(decompose_google$seasonal))
Error in plot.window(xlim, ylim, log, ...) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no non-missing arguments to min; returning Inf
2: In max(x) : no non-missing arguments to max; returning -Inf
> plot(as.ts(decompose_google$trend))
Error in plot.window(xlim, ylim, log, ...) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no non-missing arguments to min; returning Inf
2: In max(x) : no non-missing arguments to max; returning -Inf
> plot(as.ts(decompose_google$random))
Error in plot.window(xlim, ylim, log, ...) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no non-missing arguments to min; returning Inf
2: In max(x) : no non-missing arguments to max; returning -Inf
> plot(decompose_google)
Error in plot.window(...) : need finite 'ylim' values
In addition: Warning messages:
1: In cbind(observed = xx, trend = x$trend, seasonal = x$seasonal, :
number of rows of result is not a multiple of vector length (arg 1)
2: In min(x) : no non-missing arguments to min; returning Inf
3: In max(x) : no non-missing arguments to max; returning -Inf
Не могли бы вы помочь мне решить его :(?