R help - Apr 2006 - Time Series information in formulae

Dear List

The UKgas data is stored as an object of class 'ts'. I am trying to use
"UKgas"
in a formula as argument to a function. However, I do not know how to access 
the 'time series' information in the response (such as start() end()
etc.).

Here is a boiled down example. 

ssm <-  function(formula, data = list(),subset=NULL) {
    cl <- match.call()
  if (missing(data)) 
    data <- environment(formula)
  mf <- match.call(expand.dots = FALSE)
  mf$drop.unused.levels <- TRUE
  mf[[1]] <- as.name("model.frame")
  mf <- eval(mf, .GlobalEnv)
  mt <- attr(mf, "terms")
  y <- model.response(mf, "numeric")
  print(class(y))
  }

R> class(UKgas)
[1] "ts"
R> ssm(UKgas~1)
[1] "numeric"
R> ssm(log10(UKgas)~1)
[1] "numeric"

I want the latter two to be "ts". I have tried putting "any"
in place
of "numeric" in the call to model.response, but it does not change
anything for
me.

How do I retrieve the response from a formula without loosing its "ts"
status?

Best,
Claus
----------------------------------------------------
Claus Dethlefsen, MSc, PhD
Biostatistician at Center for Cardiovascular Research
Aalborg Hospital, Aarhus University Hospital, Denmark

The problem here is that you called model.frame() with (I presume, the 
'factory-fresh' default) na.action=na.omit, and model.frame is
documented
to remove tsp attributes in that case.

Use model.frame(..., na.action = NULL), e.g.

 	model.frame(~UKgas, na.action=NULL)[[1]]

is a time series but

 	model.frame(~UKgas, na.action=na.omit)[[1]]

is not.  See ?model.frame.


On Tue, 11 Apr 2006, Claus Dethlefsen wrote:
> Dear List
>
> The UKgas data is stored as an object of class 'ts'. I am trying to
use "UKgas"
> in a formula as argument to a function. However, I do not know how to
access
> the 'time series' information in the response (such as start()
end() etc.).
>
> Here is a boiled down example.
>
> ssm <-  function(formula, data = list(),subset=NULL) {
>    cl <- match.call()
>  if (missing(data))
>    data <- environment(formula)
>  mf <- match.call(expand.dots = FALSE)
>  mf$drop.unused.levels <- TRUE
>  mf[[1]] <- as.name("model.frame")
>  mf <- eval(mf, .GlobalEnv)
>  mt <- attr(mf, "terms")
>  y <- model.response(mf, "numeric")
>  print(class(y))
>  }
>
> R> class(UKgas)
> [1] "ts"
> R> ssm(UKgas~1)
> [1] "numeric"
> R> ssm(log10(UKgas)~1)
> [1] "numeric"
>
> I want the latter two to be "ts". I have tried putting
"any" in place
> of "numeric" in the call to model.response, but it does not
change anything for
> me.
>
> How do I retrieve the response from a formula without loosing its
"ts" status?
>
> Best,
> Claus
> ----------------------------------------------------
> Claus Dethlefsen, MSc, PhD
> Biostatistician at Center for Cardiovascular Research
> Aalborg Hospital, Aarhus University Hospital, Denmark
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595