[R] cbind'ing multivariate ts objects

[Gabor Grothendieck]

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 50


On Sat, Jun 14, 2008 at 1:14 PM, Андрей Парамонов <cmr.pent at gmail.com> 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', 'd')]
>>
>> colnames(t1)
> [1] "a" "b"
>> colnames(t2)
> [1] "c" "d"
>> colnames(cbind(t1, t2))
> [1] "t1.a" "t1.b" "t2.c" "t2.d"
>>
>
> Although it seems to be the documented behavior, I think it would be
> more consistent if the latter returned c("a", "b", "c", "d")
> instead. Is there a nice way to achieve this? Thanks!
>
> Andrey Paramonov
>
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