[R-SIG-Finance] Timezone magic with zoo, POSIXct and strptime?

[icosa atropa]

Thanks.  Nice article - summarizes well.  I had no idea how POSIXct
was so pitfall-ridden.

"Also please read the last line of every message to r-help"
"... and provide commented, minimal, self-contained, reproducible code."

I'm sorry, my bad.

On 10/13/07, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:
> The zoo function and most functions in the zoo package have
> no understanding of date time classes and only require that
> such classes have ordered elements and support certain methods
> as defined in ?zoo so zoo is irrelevant for understanding dates, times
> and timezones.
>
> If you use chron you won't have to fight with time zones in the first place.
> See R News 4/1.
>
> Also please read the last line of every message to r-help.
>
> On 10/13/07, icosa atropa <icos.atropa at gmail.com> wrote:
> > Just when I thought I was getting the hang of timezones...
> >
> > I'm trying to remove the Daylight Savings timeshift from data that I'm
> > turning into zoo objects, using a POSIXct index.  My first try, as
> > expected, gives duplicate entries at timezone boundaries:
> >
> > abq.z.full = zoo(abq[,4], order.by=as.POSIXct(strptime(paste(abq[,1],
> > abq[,2]), format='%Y%m%d %H%M%S')))
> > Warning message:
> > In zoo(abq[, 4], order.by = as.POSIXct(strptime(paste(abq[, 1],  :
> >  some methods for âzooâ are not unique
> >
> > and here are some of the duplicates:
> > abq.z.full[duplicated(index(abq.z.full)),]
> > 2002-10-27 01:00:00 2002-10-27 01:15:00 2002-10-27 01:30:00 2002-10-27 01:45:00
> >                200                 200                 200                 200
> > 2003-10-26 01:00:00 2003-10-26 01:15:00 2003-10-26 01:30:00 2003-10-26 01:45:00
> >                129                 129                 129                 129
> >
> > After a lot of experimenting, I find that breaking the data into
> > subsets by timezone and then rbinding them works correctly.  Yet I
> > never inform strptime or as.POSIXct of the timezone.  Particularly,
> > the zoo() call is identical to above, just on different subsets.
> >
> > > tmp.df= abq[abq[,3]=='MDT',];
> > abq.z.mdt = zoo(tmp.df[,4],
> > order.by=as.POSIXct(strptime(paste(tmp.df[,1], tmp.df[,2]),
> > format='%Y%m%d %H%M%S')))
> > > tmp.df= abq[abq[,3]=='MST',];
> > abq.z.mst = zoo(tmp.df[,4],
> > order.by=as.POSIXct(strptime(paste(tmp.df[,1], tmp.df[,2]),
> > format='%Y%m%d %H%M%S')))
> > > abq.z = rbind(abq.z.mst, abq.z.mdt)
> >
> > I'm mystified as to how the 2 separate zoo(order.by=as.POSIXct...)
> > operations works but one doesn't, without my ever having to tell
> > strptime or as.POSIXct the timezone.  Is there more going on beneath
> > the surface that I'm missing?
> >
> > thanks,
> > christian
> > --
> > Far better an approximate answer to the right question, which is often
> > vague, than the exact answer to the wrong question, which can always
> > be made precise -- j.w. tukey
> > _______________________________________________
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> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>


-- 
Far better an approximate answer to the right question, which is often
vague, than the exact answer to the wrong question, which can always
be made precise -- j.w. tukey