[R] ts vs. POSIX

Heywood, Giles Giles.Heywood at CommerzbankIB.com
Wed Oct 29 09:12:05 CET 2003


Well, I'm not sure I understand the question exactly, 
but you might want to have a look at the package 'its', 
as Achim said.

A practical example might look like:

You have a .csv file as follows (I have chosen the date
format at random).

,x,y
Monday 08-Sep-2003,1,11
Monday 15-Sep-2003,2,22
Monday 22-Sep-2003,3,33
Monday 29-Sep-2003,4,44

Then the following reads the data into an 'its' object

require(its)
its.format("%A %d-%b-%Y")
xy <- its(readcsvIts("c:/temp/weekly.csv"))

>From there on it depends what you want to do - 'its' 
class inherits from matrix, which may be a useful 
property.

- Giles

> -----Original Message-----
> From: Jason Turner [mailto:jasont at indigoindustrial.co.nz]
> Sent: 28 October 2003 23:55
> To: Erin Hodgess
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] ts vs. POSIX
> 
> 
> Erin Hodgess wrote:
> > What if I have a time series which is collected every 
> Monday, please?
> > 
> > What is the proper way to use the start option within the ts command
> > in order to indicate that this is Monday data, please?
> > 
> 
> ts objects don't directly support dates.  There is some provision for 
> monthly data, but this isn't the same as uniform, 
> across-the-board date 
> support.  What they do have is a start time, a deltat, and frequency 
> (observations per period).  The main reason to use ts objects *isn't* 
> the date/time handling, but for the nice functions (acf, 
> spectrum, etc) 
> you can use for regularly spaces time samples.
> 
> For weekly data, I'd use one of the following approaches 
> (assuming the 
> series starts in the first Monday of 2003):
> 
> 1)
> # dates in a year,week format
>  > foo <- ts(1:100,start=c(2003,1),frequency=52)
> 
> or
> 
> 2)
> # dates as numeric representation of POSIXct objects
> foo <- 
> ts(1:100,start=as.numeric(as.POSIXct("2003-1-6")),deltat=60*60*24*7)
>  > start(foo)
> [1] 1041764400
>  > end(foo)
> [1] 1101639600
>  > last <- end(foo)
>  > class(last) <- "POSIXct"
>  > last
> [1] "2004-11-29 New Zealand Daylight Time"
> 
> (2) depends on as.numeric(POSIXct.object) giving a sensible, 
> single-digit answer.  This is not guaranteed.  It works today, but 
> nobody promised this approach would work tomorrow.
> 
> Hope that helps.
> 
> Cheers
> 
> Jason
> -- 
> Indigo Industrial Controls Ltd.
> http://www.indigoindustrial.co.nz
> 64-21-343-545
> jasont at indigoindustrial.co.nz
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 


********************************************************************** 
This is a commercial communication from Commerzbank AG.\ \ T...{{dropped}}




More information about the R-help mailing list