Decomposing Time-Series Data: "no or less than 2 periods"

Question

I have a string a time-series data which I am trying to decompose. Each data-point corresponds to the start date of a given month and looks something like:

A <- c(5,6,7,8,9,8,5,6,10,11)

I convert the data to a time-series using the following:

A1 <- as.ts(A, frequency=12)

Then I try to decompose using:

decompose(A1)

I get the following error:

time series has no or less than 2 periods`

I have also used the zoo package to create a similar time-series, but get the same result.

Any thoughts?

Answer 1

As can be seen from the source code of decompose() function your data has to have a frequency above 1 and the number of non-missing data points should be at least 2 times the frequency value:

> decompose
function (x, type = c("additive", "multiplicative"), filter = NULL) {
  type <- match.arg(type)
  l <- length(x)
  f <- frequency(x)
  if (f <= 1 || length(na.omit(x)) < 2 * f)
     stop("time series has no or less than 2 periods")
  ...

In your case the error is thrown because the time series (the way it was constructed) has a frequency of 1:

A  <- c(5,6,7,8,9,8,5,6,10,11)
A1 <- as.ts(A, frequency=12)
> frequency(A1)
# 1

You can construct a time series object with the correct frequency calling ts instead of as.ts:

A1 <- ts(A, frequency=12)
> frequency(A1)
# 12

However in this case the same error will get triggered because you have 10 observations, when the required number is at least 24.

In order to make it work - have at least 24 observations:

A1 <- ts(runif(24, 1, 100), frequency=12)
decompose(A1)
# works.

Answer 2

Try that:

A <- c(5,6,7,8,9,8,5,6,10,11)

B<-decompose(ts(A1,frequency = 2))