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

[amvds at xs4all.nl]

Converting dates is getting stranger still. I am coercing a data frame
into a ts as follows:


tst1<-as.POSIXct("1/21/09 5:01",format="%m/%d/%y %H:%M")
tst2<-as.POSIXct("1/28/09 3:40",format="%m/%d/%y %H:%M")
tsdat<-as.ts(dat,start=tst1,end=tst2,frequency=1)

This generates a ts object. But strangely enough the first column of that
matrix starts at the numeric value of 841 counts up to 1139 and then
starts at 1 again, only to count up from there. The restart at 1 occurs at
the first day "1/21/09" at 10:00:00.

What is so special about that time? This phenomenon happens several times
in the long file. But the restart count is always a different number.
This creates a ramp with some bumps.

Can anybody explain this?
Thanks in advance,
Alex van der Spek


> 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
>
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