[R] time series problem

[Achim Zeileis]

On Tue, 24 Apr 2007, Tomas Mikoviny wrote:

> Hi everybody,
>
> I work with data with following pattern
>
>  > comm
>
> 	"Date"		"Value"
> 1	4/10/2007	361.2
> 2	4/11/2007	370.1
> 3	4/12/2007	357.2
> 4	4/13/2007	362.3
> 5	4/16/2007	363.5
> 6	4/17/2007	368.7
> 7	4/18/2007	354.7
> 8	4/19/2007	368.8
> 9	4/20/2007	367.1
> 10	...			...
>
> and trying to convert it to time series using:
>
>  > t=strptime(comm[1,1],"%m/%d/%Y")
>  > x=ts(comm, start=as.POSIXct(t))
>
> Error in Math.difftime((end - start) * frequency + 1.01) :
> 	floornot defined for "difftime" objects
>
> Definitely I do something wrong but I can't find what is it!

At least things:
  - ts() can only work with numeric time stamps (not POSIXct)
  - you try to create a regular series (although your data is
    not: there is not an observation on each day)

I would recommend to create a "zoo" series with "Date" index:
  R> library("zoo")
  R> z <- zoo(comm[,2], as.Date(strptime(comm[,1], "%m/%d/%Y")))
  R> z
  2007-04-10 2007-04-11 2007-04-12 2007-04-13 2007-04-16 2007-04-17
       361.2      370.1      357.2      362.3      363.5      368.7
  2007-04-18 2007-04-19 2007-04-20
       354.7      368.8      367.1

hth,
Z

> Can anyone help me with this?
>
> Thanks.
>
> Tomas
>
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