[R] Convert data frame containing time stamps to time series

[Gabor Grothendieck]

Try varying the arguments to this to accommodate
the precise format of your data.  See the three zoo
vignettes, ?read.zoo and R News 4/1 for dates
and times.

> Lines <- "t,f,p,d,o,s,a,l,c
+ 1/21/09 5:01,16151,8.2,76,30,282,1060,53,7
+ 1/21/09 5:02,16256,8.3,76,23,282,1059,54,7
+ 1/21/09 5:03,16150,8.4,76,26,282,1059,55,7
+ 1/21/09 5:04,16150,9.0,76,25,282,1051,57,6
+ 1/21/09 5:05,15543,10.4,76,7,282,1024,58,6"
> library(zoo)
> library(chron)
> z <- read.zoo(textConnection(Lines), sep = ",", header = TRUE,
+ FUN = as.chron, format = "%m/%d/%y %H:%M")
> z
                        f    p  d  o   s    a  l c
(01/21/09 05:01:00) 16151  8.2 76 30 282 1060 53 7
(01/21/09 05:02:00) 16256  8.3 76 23 282 1059 54 7
(01/21/09 05:03:00) 16150  8.4 76 26 282 1059 55 7
(01/21/09 05:04:00) 16150  9.0 76 25 282 1051 57 6
(01/21/09 05:05:00) 15543 10.4 76  7 282 1024 58 6

On Wed, Apr 8, 2009 at 4:43 AM,  <amvds at xs4all.nl> wrote:
> I read records using scan:
>
> dat<-data.frame(scan(file="KDA.csv",what=list(t="%m/%d/%y
> %H:%M",f=0,p=0,d=0,o=0,s=0,a=0,l=0,c=0),skip=2,sep=",",nmax=np,flush=TRUE,na.strings=c("I/OTimeout","ArcOff-line")))
>
> which results in:
>
>> dat[1:5,]
>             t     f    p  d  o   s    a  l c
> 1 1/21/09 5:01 16151  8.2 76 30 282 1060 53 7
> 2 1/21/09 5:02 16256  8.3 76 23 282 1059 54 7
> 3 1/21/09 5:03 16150  8.4 76 26 282 1059 55 7
> 4 1/21/09 5:04 16150  9.0 76 25 282 1051 57 6
> 5 1/21/09 5:05 15543 10.4 76  7 282 1024 58 6
>
> I have been unable to find a way to convert this into a time series. I did
> read the manuals and came across a way to coerce a data frame to a ts
> object: as.ts()
>
> Trouble is I do not know how to keep the timestamps in column t in the
> data frame above. The t column is not strings. If I do:
>
> plot.ts(dat)
>
> I can see how the first graphics panel is indeed numbers not text. So I
> think scan converted the text correctly per the format string I put in.
>
> Much more difficult still. The datafiles I have contain invalid data,
> missing values and other none relevant information. I filter this out
> using subset which works brilliantly. However, how can I filter using
> subset and convert to a time series afterwards. Since after subsetting
> there will be 'holes' i.e. missing records. Can a ts object deal with
> missing records? If so, how? Just point me to a document. I can and will
> put in the work to figure it out myself.
>
> Thank you!
> Alex van der Spek
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>