Hello, Does R have any facilities for calendar time series? I'm working with a 40 year long, daily time series and I would like to have each datum associated with a calendar date. I searched the R website and found several new packages for irregular time series but none for cts. By the way, I just installed 1.8.0 on Mac OSX and the installation was effortless! I also very much like having the option of using R on the Mac with Aqua or X11. Thanks to all who have contributed to the R project! Thanks for your help, Brian
On Tue, Nov 11, 2003 at 11:34:10AM -0500, Brian Beckage wrote:> Does R have any facilities for calendar time series? I'm working > with a 40 year long, daily time series and I would like to have each > datum associated with a calendar date. I searched the R website andDid you look at help(DateTimeClasses) as well as the corresponding R News article? R has excellent facilities to convert human-readable date formats into an internal representation which can be transformed further using appropriate cut, seq, round, ... methods, basic comparison, indexing and arithmetic. To paraphrase the MasterCard ads: "Having R for this: priceless". Dirk -- Those are my principles, and if you don't like them... well, I have others. -- Groucho Marx
Using the chron package you could create your time
series like this (assuming it starts at Jan 25, 1999):
z <- ts(rnorm(25),start=as.numeric(chron("01/25/99")))
and then get back the times like this:
chron(time(z))
To plot it:
plot(chron(time(z)),z)
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Date: Tue, 11 Nov 2003 11:34:10 -0500
From: Brian Beckage <bbeckage at uvm.edu>
To: <r-help at stat.math.ethz.ch>
Subject: [R] Calendar Time Series
Hello,
Does R have any facilities for calendar time series? I'm working
with a 40 year long, daily time series and I would like to have each
datum associated with a calendar date. I searched the R website and
found several new packages for irregular time series but none for cts.
By the way, I just installed 1.8.0 on Mac OSX and the installation
was effortless! I also very much like having the option of using R
on the Mac with Aqua or X11. Thanks to all who have contributed to
the R project!
Thanks for your help,
Brian
______________________________________________
R-help at stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
I'm not sure what a calendar time series is, but it may be helpful to consider it as an irregular time series, depending on what analysis or display you are wanting to do. As you say, there are packages (including 'its') for this purpose. - Giles> -----Original Message----- > From: Brian Beckage [mailto:bbeckage at uvm.edu] > Sent: 11 November 2003 16:34 > To: r-help at stat.math.ethz.ch > Subject: [R] Calendar Time Series > > > Hello, > > Does R have any facilities for calendar time series? I'm working > with a 40 year long, daily time series and I would like to have each > datum associated with a calendar date. I searched the R website and > found several new packages for irregular time series but none for cts. > > By the way, I just installed 1.8.0 on Mac OSX and the installation > was effortless! I also very much like having the option of using R > on the Mac with Aqua or X11. Thanks to all who have contributed to > the R project! > > Thanks for your help, > Brian > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help >********************************************************************** This is a commercial communication from Commerzbank AG.\ \ T...{{dropped}}