Өгөгдөл
library(highcharter)
library(stats)
library(forecast)
library(xts)
library(dplyr)
library(hms)
library(lubridate)
inflation<- read.csv("~/Desktop/inf.csv")
Өгөгдлийг хувиргах
c<-ts(inflation$Инфляци, start=c(2007,1), freq=12)
c
## Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
## 2007 5.2 6.4 7.2 6.0 5.7 5.9 6.4 10.8 12.6 14.7 16.7 17.8
## 2008 19.9 21.0 24.0 29.4 33.9 33.6 33.0 34.2 32.2 27.9 24.2 22.1
## 2009 20.7 18.2 16.3 12.5 8.0 6.3 4.9 0.6 0.0 0.9 3.5 4.2
## 2010 5.7 8.3 8.5 8.3 11.6 11.4 9.8 11.2 10.6 11.3 11.1 13.0
## 2011 13.8 11.0 8.0 5.5 4.2 6.2 10.1 9.0 10.5 10.9 10.8 10.2
## 2012 10.2 12.4 15.3 16.0 15.4 14.7 14.5 14.9 14.8 15.0 14.4 14.0
## 2013 12.6 10.9 9.3 9.9 9.2 8.3 7.8 8.8 9.1 10.2 11.4 11.9
## 2014 12.3 12.2 12.4 12.3 13.7 14.6 14.9 13.7 13.0 12.1 11.5 11.0
## 2015 9.8 9.3 9.3 9.2 8.0 7.3 6.9 6.6 4.9 3.4 2.9 1.9
## 2016 0.6 0.8 0.8 1.3 1.3 1.2 1.5 -0.1 0.0 -0.2 0.5 1.3
## 2017 2.1 2.4 3.1 3.2 3.6 3.4 3.4 5.0 5.8 6.9 6.5 6.4
## 2018 6.9 6.9 6.6 6.0 6.1 7.2 7.7 6.0 5.7 6.3 8.1
ARIMA hchart график
c %>%
forecast(level = 90) %>%
hchart()
## [,1]
## Jan 2007 5.2
## Feb 2007 6.4
## Mar 2007 7.2
## Apr 2007 6.0
## May 2007 5.7
## Jun 2007 5.9
Autocorrelation функц график
x <- acf(diff(c), plot = FALSE)
hchart(x)
Өгөгдлийг xts хэлбэрт шилжүүлэх
data <- read.csv("~/downloads/BreadBasket.csv")
p2<-data %>%
group_by(Date) %>%
summarise(Count= n()) %>%
mutate(Day=wday(Date,label=T))
p2$Date <- as.POSIXct(p2$Date, format("%Y-%m-%d"))
D <- xts(p2[, 2], order.by = p2$Date)
head(D)
## Count
## 2016-10-30 180
## 2016-10-31 205
## 2016-11-01 154
## 2016-11-02 169
## 2016-11-03 195
## 2016-11-04 192