I have a time series data set like below:
age time income
16 to 24 2004 q1 400
16 to 24 2004 q2 500
… …
65 and over 2014 q3 800
it has different 60 quarters of income data for each age group.as income data is seasonal. i am trying to apply decomposition function to filter out trends.what i have did so far is below. but R consistently throw errors (error message:undefined columns selected) at me. any idea how to go about it?
fun =function(x){
ts = ts(x,frequency=4,start=c(2004,1))
ts.d =decompose(ts,type='additive')
as.vector(ts.d$trend)
}
trend.dt = ddply(my.dat,.(age),transform,trend=fun(income))
expected result is (NA is because, after decomposition, the first and last ob will not have value,but the rest should have)
age time income trend
16 to 24 2004 q1 400 NA
16 to 24 2004 q2 500 489
… …
65 and over 2014 q3 800 760
65 and over 2014 q3 810 NA