Comments (1)
earowang
commented on July 21, 2024
hts() returns an hts object that includes not only bottom time series but also its node structure. Hence frequency() will not work properly for hts(). I suppose what you want is to get all the time series from hts(), so try the following:
nodes <- list(2, c(3, 2))
abc <- ts(5 + matrix(sort(rnorm(500)), ncol = 5, nrow = 100), frequency = 7)
frequency(abc) # 7
hts.abc <- hts(abc, nodes) # it's an hts object
all.abc <- aggts(hts.abc) # gives all the time series
frequency(all.abc) # 7
fourier(all.abc, K = 3)from hts.
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from hts.