ts.intersect a multivariate and univariate ts
Andy:
I have a mv ts object: R > tsp(pg) [1] 1982 2003 1 R > dim(pg) [1] 22 12 and a univariate ts: R > tsp(rw) [1] 1690 1996 1 Yet, when I try to intersect them: R > tsp(ts.intersect(rw, pg)) [1] 1982 2176 1 the process goes awry. How to I get rw and pg to be one ts that runs from 1982 to 1996 and has 13 univariate time series in it. Any help appreciated.
Providing a reproducible example would be a first step... For me the following works without any problems: R> pg <- ts(matrix(rnorm(22 * 12), ncol = 12), start = 1982) R> rw <- ts(rnorm(307), start = 1690) R> tsp(pg) [1] 1982 2003 1 R> dim(pg) [1] 22 12 R> tsp(rw) [1] 1690 1996 1 R> rwpg <- ts.intersect(rw, pg) R> tsp(rwpg) [1] 1982 1996 1 R> dim(rwpg) [1] 15 13 Best, Z