I have time series data that is seasonal by the quarter. However, the data starts in the 2nd quarter of the first year but all other years have all four quarters.
> EquifaxData
DATE EQFXSUBPRIME013045
1 2014-04-01 42.58513
2 2014-07-01 43.15483
3 2014-10-01 43.55090
4 2015-01-01 42.59218
5 2015-04-01 41.47105
6 2015-07-01 41.53640
7 2015-10-01 41.82020
8 2016-01-01 40.98760
9 2016-04-01 40.51305
10 2016-07-01 39.91170
11 2016-10-01 40.15402
I then converted the Date column to a date as follows:
> EquifaxData$DATE <- as.Date(EquifaxData$DATE)
Now comes the issue. I want to convert this data to a time series. But I need to specify my start date as the beginning of Q2 in 2014. Not the beginning of 2014. As you can see below from what I have tried, the resulting time series shown by head has all the values shifted one quarter back because it is starting from the beginning of 2014.
> EquifaxTs <- ts(EquifaxData$EQFXSUBPRIME013045, start=2014, frequency = 4)
> head(EquifaxTs)
Qtr1 Qtr2 Qtr3 Qtr4
2014 42.58513 43.15483 43.55090 42.59218
2015 41.47105 41.53640
>
How can I define EquifaxTs
to correctly start in Q2 2014 and still remain seasonal with a frequency of 4 per year?
CodePudding user response:
I think that's it solves:
EquifaxTs <- ts(EquifaxData$EQFXSUBPRIME013045, start = c(2014, 2), frequency = 4)