Marshall Feldman
2010-Mar-19 13:36 UTC
[R] How to handle missing value as first item in yearmon (zoo package)
Hi, Some time series have missing values in the time index. For example historical data on business cycles will typically date them from peak to trough, but some information may be missing. In most cases, this does not cause trouble, but if the first date is missing (e.g., we know the date of the first trough but not the earlier peak), we want the first element in a list of dates to be NA. Using yearmon, this causes trouble. Consider this: > x <- as.yearmon("March 2010","%B %Y") > y <- c(x,NA) > z <- c(NA,x) > y <- yearmon(y) > z <- yearmon(z) > y [1] "Mar 2010" NA > z Error in charToDate(x) : character string is not in a standard unambiguous format Can someone explain how to make an object of type yearmon with a missing value in its first element? Thanks. Marsh Feldman
Gabor Grothendieck
2010-Mar-19 14:30 UTC
[R] How to handle missing value as first item in yearmon (zoo package)
There is a bug in as.Date.yearmon and as.Date.yearqtr which is triggered by certain NAs. Its now fixed in the development version of zoo on R-forge. Note that in your code it only affecting printing of the yearmon variable. The yearmon variable itself is correct. Try this: source("http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/*checkout*/pkg/zoo/R/yearmon.R?rev=686&root=zoo") x <- as.yearmon("March 2010","%B %Y") z <- yearmon(c(NA, x)) z On Fri, Mar 19, 2010 at 9:36 AM, Marshall Feldman <marsh at uri.edu> wrote:> Hi, > > Some time series have missing values in the time index. For example > historical data on business cycles will typically date them from peak to > trough, but some information may be missing. In most cases, this does not > cause trouble, > but if the first date is missing (e.g., we know the date of the first trough > but not the earlier peak), we want the first element in a list of dates to > be NA. Using yearmon, this causes trouble. Consider this: > >> x <- as.yearmon("March 2010","%B %Y") >> y <- c(x,NA) >> z <- c(NA,x) >> y <- yearmon(y) >> z <- yearmon(z) >> y > ? ? ? ?[1] "Mar 2010" NA >> z > ? ?Error in charToDate(x) : > ? ? ?character string is not in a standard unambiguous format > > Can someone explain how to make an object of type yearmon with a missing > value in its first element? > > Thanks. > > ? ?Marsh Feldman > > ______________________________________________ > 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. >