Combine two incomplete zoo object (with NAs) in one zoo series
Pierre,
?ifelse says:
"Value:
A vector of the same length and attributes (including class) as
?test? and data values from the values of ?yes? or
?no?."
...so it won't return a zoo object.
Try this instead:
Z <- z[,2] Z[is.na(Z)] <- z[is.na(Z),1] Z
1992-01-10 1992-01-17 1992-01-24 1992-01-31 1992-02-07
11 12 13 14 15
1992-02-14 1992-02-21 1992-02-28 1992-03-06 1992-03-13
16 17 8 9 10
HTH,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com
On Thu, Apr 1, 2010 at 8:12 AM, Pierre Lapointe <pierrelap at gmail.com> wrote:
Hello I have two times series for the same asset. Unfortunately, the series
with the most history has been discontinued. I want to combine the old
series with the new one in a new zoo object. I tried combining them using
ifelse, but the result is a vector, not a zoo object. In other words, I lost
the dates in the process.
How do I get the result in a zoo object?
Here's my attempt:
#build series for reproducible example
z <- zoo(matrix(1:20,ncol=2),
? ? as.Date(c("1992-01-10", "1992-01-17", "1992-01-24", "1992-01-31",
? ? ? "1992-02-07", "1992-02-14", "1992-02-21", "1992-02-28", "1992-03-06",
? ? ? "1992-03-13")))
z[1:5,1] <-NA
z[8:10,2] <-NA
#initial series with imcompletes
z
#my function
bc.combine <-function(imcomplete.1,fill.with.2){
res <-ifelse(!is.na(imcomplete.1),imcomplete.1,fill.with.2)
return(res)
}
#two zoo objects as inputs but the result is a vector
bc.combine(z[,2,drop=F],z[,1,drop=F])
? ? ?[,1]
?[1,] ? 11
?[2,] ? 12
?[3,] ? 13
?[4,] ? 14
?[5,] ? 15
?[6,] ? 16
?[7,] ? 17
?[8,] ? ?8
?[9,] ? ?9
[10,] ? 10
? ? ? ?[[alternative HTML version deleted]]
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