Semi-Regular Time Series with Missing Values
On Tue, Jan 18, 2011 at 6:33 PM, Adam Oliner <oliner at gmail.com> wrote:
Hi, I'm trying to make a ts object that has both NA values and a frequency other than 1 (so I can use stl). I've tried all permutations I can think of, but cannot get the desired (expected?) results. The values live in x and the corresponding semi-regular time stamps are in t:
library('zoo')
z = zoo(x, order.by=t, frequency=24)
zzr = as.zooreg(z, start=0)
zr = zooreg(x, order.by=t, start=0, frequency=24)
zrz = as.zoo(zr)
The objects z, zr, and zzr all have frequency 24, as desired, and plot correctly. Object zrz plots correctly but has frequency 1. Now I try to make it a ts object:
zrt = ts(zzr)
... omits the missing values.
zrt = ts(zzr, frequency=24)
... omits the missing values and changes the timestamps.
plot(ts(zr))
... omits the missing values.
zrt = ts(zr, frequency=24)
... omits the missing values and changes the timestamps.
zrt = as.ts(zr)
... inserts 23 NA values between each legitimate value.
zrt = as.ts(zr, frequency=24)
... inserts 23 NA values between each legitimate value.
zrzt = ts(zrz)
... omits the missing values.
zrzt = ts(zrz, frequency=24)
... omits the missing values and changes the timestamps.
Note that there is an as.ts.zoo method.
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