Dear readers, S-Plus have a rts function (Regular Time Series), which is used like so: fveks<-read.csv('http://louise.hoffman.googlepages.com/veks.csv',header=TRUE,sep=',') attach(fveks) acf(ts.intersect(rts(HC.f),rts(Ta.f),rts(GR.f),rts(W.f))) Warning the csv file is 750kB. Can the same be done in R? Lots of love =) Louise
Gabor Grothendieck
2008-Apr-30 04:48 UTC
[R] Can R do rts (Regular Time Series) like S-Plus?
On Tue, Apr 29, 2008 at 11:03 PM, Louise Hoffman <louise.hoffman at gmail.com> wrote:> Dear readers, > > S-Plus have a rts function (Regular Time Series), which is used like so: > > fveks<-read.csv('http://louise.hoffman.googlepages.com/veks.csv',header=TRUE,sep=',') > attach(fveks) > acf(ts.intersect(rts(HC.f),rts(Ta.f),rts(GR.f),rts(W.f))) > > Warning the csv file is 750kB. > > Can the same be done in R? >Try this: library(zoo) fn <- 'http://louise.hoffman.googlepages.com/veks.csv' z <- read.zoo(fn, header = TRUE, sep = ",", index.column = 2, aggregate = mean)[, -1] zt <- na.contiguous(as.ts(z[, grep("[.]f", colnames(z))])) acf(zt) Read the three zoo vignettes for more info.
Prof Brian Ripley
2008-Apr-30 05:45 UTC
[R] Can R do rts (Regular Time Series) like S-Plus?
Use ts() in R. See e.g. the chapter on times series in MASS4. Just replacing rts() by ts() in your example gives what I guess you were expecting in S-PLUS. On Wed, 30 Apr 2008, Louise Hoffman wrote:> Dear readers, > > S-Plus have a rts function (Regular Time Series), which is used like so: > > fveks<-read.csv('http://louise.hoffman.googlepages.com/veks.csv',header=TRUE,sep=',')The 'c' in csv does stand for 'comma', so you don't need to specify it again.> attach(fveks) > acf(ts.intersect(rts(HC.f),rts(Ta.f),rts(GR.f),rts(W.f))) > > Warning the csv file is 750kB. > > Can the same be done in R? > > Lots of love =) > Louise > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- 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