Spencer Graves <spencer.graves <at> pdf.com> writes:
: In particular, what's the preferred way to keep track of dates with
: time series? I tried assigning a "Date" object somehow to a "ts"
: object, so far without success. Two of my attempts are as follows:
:
: > tst2 <- ts(1:11, frequency=365,
: + start=c(2005, 11))
: # This seemed to work, but the time does not seem to have class "Date"
:
: > tst3 <- ts(1:11, frequency=365,
: + start=as.Date("21/01/2005", "%d/%m/%Y"))
: Error in Math.difftime((end - start) * frequency + 1.01) :
: floor not defined for difftime objects
:
: Any suggestions would be greatly appreciated. I'd gladly rtfm
("read
: the f****** manual"), but I don't know which fm to r.
:
A 'ts' class series does not store a sequence of times but rather stores
a tsp attribute consisting of three numbers (see ?tsp). The closest
you can get to daily data with 'ts' is to use the internal
numeric representation of the Date like this:
# daily ts series 1:10 starting at Jan 22, 2000
st <- as.Date("2000-01-22")
my.ts <- ts(1:10, start = unclass(st))
# and then to get back the Date class dates
structure(as.vector(time(my.ts)), class = "Date")
This won't allow give you automatic date handling on plots etc.
since it does not actually know that the numbers represent
Date class dates. (Note that if you want monthly data then
ts has its own home represenation of dates and will automatically
assume monthly data if you use the frequency = 12 argument
to ts.)
The zoo library can represent time series using the Date class
(or nearly any other date class). Here is an example of using
zoo with daily Date class data:
my.zoo <- zoo(1:10, as.Date("2000-01-22") + 0:9)
time(my.zoo)
The other time series packages (its, fBasics, tseries) use POSIXct
underneath.
For more info about zoo:
library(zoo)
vignette("zoo")
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