I have a time series dataframe A Time Series: 6 × 12
that can be generated by using following syntax
library(hts)
ts(rnorm(67), start=c(2015, 4), frequency=12)
When I run
aggregate(ts(rnorm(67), start=c(2015, 4), frequency=12), nfrequency=4)
It generates 'A Time Series: 6 × 4'
However, what I want to do is create hierarchies:
eg:
Level 0: 2015
Level 1: Q1, Q2, Q3, Q4
Level 2: January, February, ....December
Where Q1= sum(January, February, March, April), Q2 = sum (next four months)
, etc.
when I run
hts(ts(rnorm(67), start=c(2015, 4), frequency=12))
I get
Error: Argument y must be a multivariate time series.
Traceback:
1. hts(ts(rnorm(67), start = c(2015, 4), frequency = 12))
2. stop("Argument y must be a multivariate time series.", call. = FALSE)
So my goal is to obtain hierarchical values of annual data based on quarters and months, that is
Level 0: Total for that year
Level 1: Q1, Q2, Q3, Q4
Level 2: January, February, ....December