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Treating NA in timeSeries package

2 messages · Upananda Pani, PIKAL Petr

Upananda Pani
# 
Dear All,

I am facing problem with NA treatment in my financial time series data.

# data reading

aluminum = read.csv(file="alu.csv", header=T, sep=",")

fut = aluminum [,2]
spt = aluminum [,3]


# Missing Value Treatment (Linear Interpolation)
spt = interpNA(spt, method = c("linear"))
fut = interpNA(fut, method = c("linear"))


fut=fut[,1]
spt =spt[,1]

spt = interpNA(spt, method = c("linear"))
Error in interpNA(spt, method = c("linear")) : spt is not a tis object
Error in interpNA(fut, method = c("linear")) : fut is not a tis object

Then i want to convert my data into time series as following
# Making Time Series
fut = ts(fut, start=c(2006,4), frequency=305)
spt = ts(spt, start=c(2006,4), frequency=305)

Would you please guide me what is the problem with my code?

With best regards,
Upananda Pani
PIKAL Petr
# 
Hi

see in line
probably not only with this
here fut and spt are already vectors
[1] TRUE
so this should give you error similar to this
Error in iii[, 1] : incorrect number of dimensions
here you want to apply function requiring tis object (see documentation  for the function) but fut or spt are only vectors.
here you combine start and frequency by weird way. You want to start your time series at April 2006 and you want it to have 305 items which means that it starts at April, 2006 and ends in month 103 in 2006.
Time Series:
Start = c(2006, 4)
End = c(2006, 103)
Frequency = 305
  [1]   1.08   1.17   1.23   1.89   3.70   4.33   4.45   4.88   6.59   6.71
 [11]

All this info I got reading documentation.
So my best advice is

?ts
?interpNA
and
reading R-intro.

Cheers
Petr
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