[R-SIG-Finance] Time series in half hourly intervals- how do i do it?/

[Adrian Ladaniwskyj]

Hi all;

I'm working on a half hourly interval time series that looks like so:


a)
iteration         Datetime    VIC1    NSW1     SA1    QLD1
1         1 2011-01-01 00:30 5482.09 7670.81 2316.22 5465.13
2         1 2011-01-01 01:00 5178.33 7474.04 2130.30 5218.61
3         1 2011-01-01 01:30 4975.51 7163.73 2042.39 5058.19
4         1 2011-01-01 02:00 5295.36 6850.14 1940.19 4897.96
5         1 2011-01-01 02:30 5042.64 6587.94 1836.19 4749.05
6         1 2011-01-01 03:00 4799.89 6388.51 1786.32 4672.92


Because of the vast volume of data, thousands of points, I would like
parse the table into a timeseries object, while keeping the date/time
information like in table a) so when plotted, it's instantly
recognisable which timeperiod it refers to, instead of "observation
500:700" etc etc.  (i.e. I want the human readable time/date to be on
the x axis)

Plotting extracts from b), below, just doesn't produce what I am looking
for.

b)
datetime    VIC1a    NSW1a     SA1a    QLD1a
[1,]        1 5812.712 7251.341 2293.058 5410.479
[2,]        2 5495.955 7078.464 2108.997 5166.424
[3,]        3 5291.423 6833.390 2021.966 5007.608
[4,]        4 5622.505 6544.065 1920.788 4848.980
[5,]        5 5347.363 6301.389 1817.828 4701.560

>From the help files, I can't figure out how to put half hourly data into
a time series object properly- I'm hoping someone can help me out here.

Cheers!

Adrian Ladaniwskyj | Market Analyst, Spot Tactics
B.Bus, B.Ec(Hons), Dip.FS 


p +61 3 6230 5495 | f +61 3 6230 5416 | m +61 431 121 711
e adrian.ladaniwskyj at hydro.com.au
w www.hydro.com.au
Level 9, 4 Elizabeth Street, Hobart TAS 7000