[R] zooreg and window

Achim Zeileis Achim.Zeileis at uibk.ac.at
Thu Apr 14 10:26:07 CEST 2011


On Wed, 13 Apr 2011, Katrina Bennett wrote:

> Hello, I have a following time series data
>
> head(mend.dat)
>
> ID PARAM Year Month Day Value SYM
> 1 15052500     1 1965     5  15   128   A
> 2 15052500     1 1965     5  16   135   A
> 3 15052500     1 1965     5  17   157   A
> 4 15052500     1 1965     5  18   176   A
> 5 15052500     1 1965     5  19   198   A
> 6 15052500     1 1965     5  20   241   A
>
>
> I have loaded these data into as a zooreg object. The entire time
> series runs from 1965-05-15 until 2010-12-31.
>
> I have generated dates using ISOdatetime.
>
> regts.start <- ISOdatetime(year.start, mo.start, day.start, hour=0,
> min=0, sec=0, tz="GMT")
> regts.end <- ISOdatetime(year.end, mo.end, day.end, hour=0, min=0,
> sec=0, tz="GMT")

Here, you use "POSIXct" for your time index, below in the window() call 
you use "Date". The latter is more appropriate here because you appear to 
have daily data (and not intraday data).

Thus, you can do

regts.start <- as.Date(regts.start)

or create it from scratch via

regts.start <- as.Date("1965-05-15")

and analogously for regts.end.

The deltat in the zooreg() call is then simply 1.

> Then, I generate a zoo time series from the data.
>
> zts <- zooreg(mend.dat$Value, start = regts.start, end = regts.end,
> frequency = 1, deltat = 86400)
>
> I now want to subset using window.
>
> window(zts, start=as.Date("2000-01-01"), end=as.Date("2000-01-02"))
>
> This results in the following error message.
>
>
> Data:
> factor(0)
> 1496 Levels:  100 1000 10000 101 1010 10100 102 1020 103 1030 104 1040
> 105 1050 10500 106 1060 107 1070 108 1080 ... Eqp
>
> Index:
> character(0)
> Warning messages:
> 1: In which(in.index & all.indexes >= start & all.indexes <= end) :
>  Incompatible methods ("Ops.POSIXt", "Ops.Date") for ">="
> 2: In which(in.index & all.indexes >= start & all.indexes <= end) :
>  Incompatible methods ("Ops.POSIXt", "Ops.Date") for "<="
>
>
> Why is this happening?
>
> Thanks for your help.
>
> Katrina Bennett
>
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>



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