[R] concatenating two successive time series

[Jędrzej Bojanowski]

Dear Helpers,

I am looking for methods and tools to compare and then to concatenate 
two successive time series. They are both in the same frequency and they 
describe one phenomena. There is no time gap between them. The problem 
is that the method of measurements has changed between both time series 
and they are no statistically the same. I would like to merge them to 
receive one homogeneous time series.

Here is an example of time series ts1 (1982-1999) and ts2 (2000-2006). 
Zeros are NA's.

> ts1 <- structure(c(100, 48, 31, 10, 16, 25, 56, 81, 51, 45, 73, 112,
103, 60, 30, 21, 10, 26, 60, 55, 40, 46, 78, 125, 55, 21, 22,
11, 13, 20, 38, 25, 17, 27, 49, 68, 40, 29, 44, 10, 21, 28, 58,
71, 50, 68, 88, 38, 71, 37, 51, 11, 30, 30, 52, 59, 40, 47, 91,
95, 62, 31, 44, 12, 27, 35, 36, 69, 32, 50, 81, 88, 72, 47, 28,
20, 9, 15, 34, 38, 10, 18, 56, 124, 79, 26, 29, 9, 16, 21, 71,
74, 52, 49, 80, 84, 52, 36, 37, 12, 21, 23, 70, 75, 69, 69, 81,
66, 53, 26, 18, 12, 12, 11, 45, 60, 40, 39, 64, 80, 72, 30, 23,
9, 18, 22, 53, 77, 45, 31, 54, 59, 26, 16, 14, 4, 4, 12, 20,
21, 7, 13, 28, 56, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 50, 36,
17, 18, 12, 28, 99, 90, 72, 69, 98, 78, 56, 31, 48, 11, 15, 31,
70, 79, 67, 80, 107, 76, 43, 15, 29, 13, 17, 30, 70, 86, 52,
35, 45, 93, 80, 49, 29, 16, 12, 23, 68, 80, 38, 52, 86, 94, 67,
30, 14, 10, 14, 21, 35, 49, 33, 20, 39, 77), .Tsp = c(1982, 
1999.91666666667,
12), class = "ts")

> ts2 <- structure(c(0, 0, 0, 220, 72, 45, 45, 56, 60, 80, 81, 99, 97,
92, 220, 141, 85, 40, 74, 115, 88, 97, 127, 107, 90, 86, 185,
193, 100, 43, 45, 73, 74, 95, 87, 107, 77, 63, 163, 123, 106,
35, 102, 122, 103, 96, 104, 140, 135, 87, 215, 173, 56, 38, 80,
90, 113, 72, 86, 95, 88, 93, 198, 128, 40, 28, 76, 133, 80, 89,
72, 108, 102, 86, 199, 204, 84, 60, 49, 103, 121, 98, 108, 165
), .Tsp = c(2000, 2006.91666666667, 12), class = "ts")

When we plot them together the difference is visible:

> ts12 <- ts(c(ts1,ts2),start=1982,frequency=12)
> plot(ts12)

but
> plot(decompose(ts12))
confirm that both describe one phenomena.

I have dozens of such pairs and I would like to find a method to 
recalculate one ts to the other to make one homogeneous ts.

Do you have any suggestions how to statistically concatenate those two 
ts or zoo (I tried this package) objects?   Thanks in advance for the 
answer and the precious time you might waste.

Regards,

Jedrzej

----------------------------------------------------
PS. Włącz radio w Twoim komputerze!
Muzyka idealna do pracy i do zabawy! - Kliknij:
http://klik.wp.pl/?adr=http%3A%2F%2Fcorto.www.wp.pl%2Fas%2Fradiokosci.html&sid=291