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我有一个时间序列数据框A Time Series: 6 × 12 ,可以使用以下语法生成

library(hts)
ts(rnorm(67),  start=c(2015, 4), frequency=12)

当我跑

aggregate(ts(rnorm(67),  start=c(2015, 4), frequency=12), nfrequency=4)

它生成“时间序列:6 × 4”

但是,我想做的是创建层次结构:

例如:

Level 0: 2015
Level 1: Q1, Q2, Q3, Q4
Level 2: January, February, ....December 

在哪里Q1= sum(January, February, March, April), Q2 = sum (next four months)等。

当我跑步时

hts(ts(rnorm(67),  start=c(2015, 4), frequency=12)) 

我明白了

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)

所以我的目标是根据季度和月份获取年度数据的层次值,即

Level 0: Total for that year
Level 1: Q1, Q2, Q3, Q4
Level 2: January, February, ....December
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