The 'its' class may be useful to you for printing/plotting/aligning data, but as Jason says, you will need to rely on other packages such as stats (formerly ts) for analysis, using the appropriate na.action.
Two comments in addition: Since your data is (from what you say) regular but incomplete, you may well not need any of the irregular time-series functionality. In the frequency domain, I should point out that Nyquist frequency is a reciprocal function of the sample interval (e.g. daily), not the sample length. Increasing the sample length will in fact reduce the sampling interval in the frequency domain, leaving Nyquist unchanged. - Giles > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] Behalf Of Jason Turner > Sent: 20 May 2004 16:45 > To: McClatchie, Sam (PIRSA-SARDI) > Cc: '[EMAIL PROTECTED]' > Subject: Re: [R] irregular time series > > > On Thu, May 20, 2004 at 02:23:46PM +0930, McClatchie, Sam > (PIRSA-SARDI) wrote: > [long time series, broken in two with a gap] > > I realise that I could just break each series into two segments and > > cross-correlate with the shorter series, but I'd rather > deal with the whole > > series to increase the nyquist frequency. I think the its > function in the > > irregular time series package will create a class its > object with the right > > time stamps, but can this then be used in the same was as a > class ts object > > for the correlation and spectral anayses? > > its does some nice things for storing, plotting, and manipulating > irregular time series, but isn't long on the analysis. > > A few options: > > 1) Analyze the two sub-series separately. > 2) There is some merit to de-mean or de-trending both series, > zero-padding the shorter so its length matches the longer, and > performing spectral analysis that way. Frequencies near zero > should be treated with suspicion, however. > 3) Jim Lindsey has some continuous ARMA and Kalman filter routines > on his site (Google for "Lindsey" and "rmutil", which is the > name of one of those packages). > 4) I'm working on an R version of the Lomb periodogram, which > was built for irregular series, but I've no guarantees when I'll > roll it up - rather busy most days. I do remember seeing an S > version on someone's web page, but that was a while ago, and it > was the "direct" or slow method. > > Hope that helps > > Jason > > > > -- > Indigo Industrial Controls Ltd. > http://www.indigoindustrial.co.nz > 64-21-343-545 > [EMAIL PROTECTED] > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ********************************************************************** This is a commercial communication from Commerzbank AG.\ \ T...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
