Semi-Regular Time Series with Missing Values
On Wed, Jan 19, 2011 at 3:07 PM, Adam Oliner <oliner at gmail.com> wrote:
This still does not give me the desired behavior:
z = zoo(x, order.by=t, frequency=24) t = as.ts(z)
... inserts 23 NA values between every actual value. This is not correct; the original data has a frequency of 24 and doesn't need one forced upon it during coercion.
z = zoo(x, order.by=t) t = as.ts(z)
... obviously doesn't give me a ts with frequency 24. Keep in mind that I'm trying to get a ts with frequency 24 so I can feed it to stl. I haven't yet found a sequence of operations that lets me do this. Any ideas?
Its not clear what you are expecting but here is an example:
library(zoo) z <- zooreg(1001:1012, frequency = 4); z
1(1) 1(2) 1(3) 1(4) 2(1) 2(2) 2(3) 2(4) 3(1) 3(2) 3(3) 3(4) 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012
frequency(z)
[1] 4
tt <- as.ts(z); tt
Qtr1 Qtr2 Qtr3 Qtr4 1 1001 1002 1003 1004 2 1005 1006 1007 1008 3 1009 1010 1011 1012
frequency(tt)
[1] 4
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