<lmiceli <at> tendencias.com.br> writes:> > > Hi > > I have a daily time series dataset, witch is very irregular spaced.Take a look at package zoo, which has detailed vignette. HTH, Antonio.
lmiceli at tendencias.com.br
2007-Nov-29 18:47 UTC
[R] Working with time series class object
Hi I have a daily time series dataset, witch is very irregular spaced. The data is stored in a text file with the fields; day;month;year;stock1 price; stock2 price;...;stockN price The problem is that a script like described below, will result in a not very useful time count in the object. For example, ts.plot does not produce a good time format in the horizontal axis. So, what is a correct way to work with irregular time series? Is there another class that work with irregular time series? script: Object <-ts(data =dataset, start = 1, end = dim(dataset)[1],deltat = 1, ts.eps = getOption("ts.eps"), class ="mts") Where dataset is a numerical matrix with the data.