[R] Time Series information in formulae

Claus Dethlefsen aas.claus.dethlefsen at nja.dk
Tue Apr 11 09:25:59 CEST 2006

Dear List

The UKgas data is stored as an object of class 'ts'. I am trying to use "UKgas" 
in a formula as argument to a function. However, I do not know how to access 
the 'time series' information in the response (such as start() end() etc.).

Here is a boiled down example. 

ssm <-  function(formula, data = list(),subset=NULL) {
    cl <- match.call()
  if (missing(data)) 
    data <- environment(formula)
  mf <- match.call(expand.dots = FALSE)
  mf$drop.unused.levels <- TRUE
  mf[[1]] <- as.name("model.frame")
  mf <- eval(mf, .GlobalEnv)
  mt <- attr(mf, "terms")
  y <- model.response(mf, "numeric")

R> class(UKgas)
[1] "ts"
R> ssm(UKgas~1)
[1] "numeric"
R> ssm(log10(UKgas)~1)
[1] "numeric"

I want the latter two to be "ts". I have tried putting "any" in place 
of "numeric" in the call to model.response, but it does not change anything for 

How do I retrieve the response from a formula without loosing its "ts" status?

Claus Dethlefsen, MSc, PhD
Biostatistician at Center for Cardiovascular Research
Aalborg Hospital, Aarhus University Hospital, Denmark

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