[R] Hourly Time Series

Gabor Grothendieck ggrothendieck at gmail.com
Sat Dec 16 22:36:47 CET 2006


Using zoo would allow you to retain the date/time portion.  In ts you would
have to represent them as numbers; however, as you can easily switch
from zoo to ts you probably want to use zoo in the first instance:

library(zoo)
library(chron)
Lines <- "DateID        HourID        Metrics
20060920    0                1
20060920    1                2"
z <- read.zoo(textConnection(Lines), header = TRUE, format = "%Y%m%d")
metrics <- aggregate(z[,2], chron(unclass(time(z))) + unclass(z[,1])/24, sum)
metrics
as.ts(metrics)


On 12/11/06, Harshal D Dedhia <harshal at yahoo-inc.com> wrote:
> I have hourly data for approximately 21 days in the following format
>
> DateID        HourID        Metrics
> 20060920    0                xxxxxx
> 20060920    1                xxxxxx
>
> The hour ids correspond to one hour windows starting 00:00 to 23:59.
>
> I have never dealt with TS data before. What is the best way to handle
> this data? TS objects or use the Zoo package?
>
> Thanks in advance.
>
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>
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