Aggregating irregular time series
Hi, I have a couple of aggregation operations that I don't know how to accomplish. Let me give an example. I have the following irregular time series time ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?x 10:00:00.021 ? ? ? ? ? ? ? ?20 10:00:00.224 ? ? ? ? ? ? ? ?20 10:00:01.002 ? ? ? ? ? ? ? ?19 10:00:02:948 ? ? ? ? ? ? ? ?20 1) For each entry time, I'd like to get sum of x for the next 2 seconds (excluding itself). Using the above example, the output should be time ? ? ? ? ? ? ? ? ? ? ? ?sumx 10:00:00.021 ? ? ? ? ? ? ? ?39 10:00:00.224 ? ? ? ? ? ? ? ?19 10:00:01.442 ? ? ? ? ? ? ? ?20 10:00:02:948 ? ? ? ? ? ? ? ? 0 2) For each i-th of x in the series, what's the first passage time to x[i]-1. I.e. the output should be time ? ? ? ? ? ? ? ? ? ? ? ? ? firstPassgeTime 10:00:00.021 ? ? ? ? ? ? ? ?0.981 10:00:00.224 ? ? ? ? ? ? ? ?0.778 10:00:01.442 ? ? ? ? ? ? ? ?NA 10:00:02:948 ? ? ? ? ? ? ? ?NA Is there any shortcut function that allows me to do the above? Thank you. adschai