Irregular Time Series Issue

The following reads in the series as a data frame
and then na.omit's the NA's and converts to zoo.
Optionally we can merge them back together
aligning them on the times.

library(zoo)
Lines <- "Time Data Time1 Data1
1       b        1         e
7      g         4        i
NA  NA       5         k
NA  NA      NA      NA
"
DF <- read.table(textConnection(Lines), header = TRUE)
f <- function(i) { DF <- na.omit(DF[i + 0:1]); zoo(DF[,2], DF[,1]) }
ix <- seq(1, ncol(DF), 2)
ser <- lapply(ix, f)
names(ser) <- names(DF)[-ix]

# optional
do.call(merge, ser)



On Fri, Mar 7, 2008 at 5:38 PM, A Mani <a.manigs at gmail.com> wrote:

Hello,
          I have an irregular time series of the form :

Time Data Time1 Data1 ....
1       b        1         e
7      g         4        i
NA  NA       5         k
NA  NA      NA      NA ...

(the columns have varying length of NAs after a certain point)
Converting this to regular time series with Pastecs does not seem to
work, when I see the
entire data as a single series. So I remove the NAs and deal with one
series at a time in a loop.

Any suggestions ?


Thanks

A. Mani


--
A. Mani
Member, Cal. Math. Soc