On Sat, 14 Jun 2008, Андрей Парамонов wrote:
I use R 2.7.0 on GNU/Linux. I have noticed a problem in cbind method
for multivariate time series (ts) objects. Consider the following
example:
t - ts(data.frame(a = 10:20, b = 20:30, c = 30:40, d = 40:50))
t1 - t[, c('a', 'b')]
t2 - t[, c('c',
2008/6/15 Prof Brian Ripley [EMAIL PROTECTED]:
Consistent with what? This is how all such combinations of matrices in R
work, and avoids duplicate names.
Hm, for data.frames and matrices it works like this:
d - data.frame('a' = 10:20, b = 20:30, c = 30:40, d = 40:50)
d1 - d[c('a', 'b')]
2008/6/15 jim holtman [EMAIL PROTECTED]:
Is this what you want:
t - ts(data.frame(a = 10:20, b = 20:30, c = 30:40, d = 40:50))
t1 - t[, c('a', 'b')]
t2 - t[, c('c', 'd')]
colnames(t1)
[1] a b
colnames(t2)
[1] c d
x - cbind(t1, t2)
colnames(x)
[1] t1.a t1.b t2.c t2.d
colnames(x) -
Try the zoo package:
library(zoo)
as.ts(cbind(as.zoo(t1), as.zoo(t2)))
Time Series:
Start = 1
End = 11
Frequency = 1
a b c d
1 10 20 30 40
2 11 21 31 41
3 12 22 32 42
4 13 23 33 43
5 14 24 34 44
6 15 25 35 45
7 16 26 36 46
8 17 27 37 47
9 18 28 38 48
10 19 29 39 49
11 20 30 40
Is this what you want:
t - ts(data.frame(a = 10:20, b = 20:30, c = 30:40, d = 40:50))
t1 - t[, c('a', 'b')]
t2 - t[, c('c', 'd')]
colnames(t1)
[1] a b
colnames(t2)
[1] c d
x - cbind(t1, t2)
colnames(x)
[1] t1.a t1.b t2.c t2.d
colnames(x) - sub(^.*\\., , colnames(x))
x
Time Series:
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