I have residual results from auto.arima as well as arima. I need these residuals as ZOO object, becuause the next package requires the input as zoo object. Also I will be plotting results from the zoo object analysis. During all this, I want the graph to show months.
I have tried converting to zoo and plotting residuals from ts, xts, manual arima, auto arima but I am not getting the months. Its either some weird numbers or its days...I want like every quarter month...Like Jan, April, July, Oct.. etc...
library(timeSeries)
library(zoo)
library(tseries)
library(xts)
library(forecast)
reconstruct<-structure(list(...1 = structure(c(1579651200, 1579737600, 1579824000,
1580083200, 1580169600, 1580256000, 1580342400, 1580428800, 1580688000,
1580774400, 1580860800, 1580947200, 1581033600, 1581292800, 1581379200,
1581465600, 1581552000, 1581638400, 1581897600, 1581984000, 1582070400,
1582156800, 1582243200, 1582502400, 1582588800, 1582675200, 1582761600,
1582848000, 1583107200, 1583193600, 1583280000, 1583366400, 1583452800,
1583712000, 1583798400, 1583884800, 1583971200, 1584057600, 1584316800,
1584403200, 1584489600, 1584576000, 1584662400, 1584921600, 1585008000,
1585094400, 1585180800, 1585267200, 1585526400, 1585612800, 1585699200,
1585785600, 1585872000, 1586131200, 1586217600, 1586304000, 1586390400,
1586476800, 1586736000, 1586822400, 1586908800, 1586995200, 1587081600,
1587340800, 1587427200, 1587513600, 1587600000, 1587686400, 1587945600,
1588032000, 1588118400, 1588204800, 1588291200, 1588550400, 1588636800,
1588723200, 1588809600, 1588896000, 1589155200, 1589241600, 1589328000,
1589414400, 1589500800, 1589760000, 1589846400, 1589932800, 1590019200,
1590105600, 1590364800, 1590451200, 1590537600, 1590624000, 1590710400,
1590969600, 1591056000, 1591142400, 1591228800, 1591315200, 1591574400,
1591660800), class = c("POSIXct", "POSIXt"), tzone = "UTC"),
death = c(17, 18, 26, 82, 131, 133, 172, 214, 428, 494, 566,
636, 721, 1015, 1115, 1120, 1373, 1525, 1870, 2010, 2125,
2250, 2254, 2633, 2713, 2774, 2817, 2876, 3090, 3164, 3260,
3355, 3469, 4009, 4284, 4636, 4957, 5460, 7265, 8117, 9073,
10215, 11789, 17518, 19944, 22915, 26165, 29804, 42040, 47204,
53846, 60087, 66583, 85288, 93805, 101022, 109173, 116914,
136917, 144272, 153036, 160746, 169629, 188670, 195864, 203141,
210412, 217250, 233562, 240188, 247168, 253423, 259010, 274146,
280293, 287056, 292923, 298876, 312208, 317941, 323378, 329130,
334886, 347700, 352668, 358074, 363110, 368816, 378366, 383144,
388363, 393355, 398511, 409902, 415166, 420786, 426314, 431371,
443223, 448268)), row.names = c(NA, 100L), class = "data.frame")
dt <- seq(as.Date("2020-01-22"), as.Date("2020-06-09"), by = "days")
dt<-dt[!weekdays(dt) %in% c("Saturday","Sunday")] # This removes weekends from data.
View(dt)
deathdata<-reconstruct[,2]
deathts=as.ts(deathdata,dt)
deathxts=as.xts(deathdata,dt)
#Calculating rate of change similar to returns using both forms
rdeathxts=100*diff(log(deathxts))
rdeathts=100*diff(log(deathts))
#I did auto.arima for xts and ts objects.
arimaxts=auto.arima(rdeathxts)
summary(arimaxts)
arimats=auto.arima(rdeathts)
summary(arimats)
#I do manual arima for both xts and ts objects.
myarima2ts=arima(rdeathts, order=c(4,1,3),include.mean=FALSE)# AS Auto arima used 0 mean.
summary(myarima2ts)
myarima2xts=arima(rdeathxts, order=c(4,1,3))
summary(myarima2xts)
# I need the residuals of auto.arima as zoo object, and then I want to plot them, BUT
#I NEED THE GRAPH WITH MONTHS.I am calling the Residuals as Res.
RESdeathTS<-as.zoo(arimats$residuals)
plot(RESdeathTS)
RESdeathXTS<-as.zoo(arimaxts$residuals)
plot(RESdeathXTS)
#I tried with residuals of manual arima as well
RESdeath2TS<-as.zoo(myarima2ts$residuals)
plot(RESdeath2TS)
RESdeath2XTS<-as.zoo(myarima2xts$residuals)
plot(RESdeath2XTS)