0
$\begingroup$

I'm newbie in R and time series analysis. I'm trying to build an Arima model. My dataset has this structure:

DATA         Ora    VALORE
<chr>       <dbl>    <dbl>
      
2018-09-01    1      3646742    
2018-09-01    2      3273110    
2018-09-01    3      3069245    
2018-09-01    4      2969621    

I've converted this dataset in a hourly time series and split it in a training set and a test set with this code:

y <- ts(data$VALORE,start=c(2018,09, 00:00), frequency=24*365)

y_train <- window(y, c(2018, 09), c(2020, 06))

y_test <- window(y,c(2020, 07), c(2020, 08))

Problems:

  1. test set contains two observations (instead 1488 = all July and all August 2020);

  2. training set contains 17518 observations (instead 16032).

Can I solve these problems?

$\endgroup$
0
$\begingroup$

The Solution that I have found:

y <- ts(data$VALORE,
               frequency = 24,   
               start = 1)        

train <- ts(y[1:12264], frequency=24) #70%
val <- ts(y[12265:17520], frequency=24) #30%
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.