绘制平滑时间序列

Question

我正在尝试在此处遵循本教程：https://rc2e.com/timeseriesanalysis（页面底部）并在同一图上绘制平滑时间序列和原始时间序列。我在下面模拟了一些数据，对其进行了平滑处理，然后尝试将其绘制出来。

library(dplyr)
library(KernSmooth)
library(ggplot2)

a = rnorm(2000,10,10)
    y = ts(a, frequency = 12)

gridsize <- length(y)
bw <- dpill(t, y, gridsize = gridsize)

lp <- locpoly(x = t, y = y, bandwidth = bw, gridsize = gridsize)
smooth <- lp$y

ggplot() +
  geom_line(aes(x = t, y = y)) +
  geom_line(aes(x = t, y = smooth), linetype = 2)

但是，似乎有一些问题。出现第一个错误：'x' must be atomic for 'sort.list', method "shell" and "quick"

谁能告诉我我做错了什么？

谢谢

Answer 1

您可以直接在 ggplot 中将平滑曲线拟合到时间序列。这是在geom_smooth 中使用gam 的示例：

library(ggplot2)

set.seed(1)
a <- cumsum(rnorm(2000, 0.1, 10))
t <- seq(as.Date("1854-06-01"), by = "1 month", length.out = 2000)

ggplot(data.frame(t, a), aes(t, a)) + 
  geom_point(size = 0.1, color = "orange2", alpha = 0.5) +
  geom_smooth(method = 'gam', formula = y ~ s(x, k = 30, bs = "cs"),
              fill = "orange", color = "orange4", linetype = 2) +
  theme_bw()