R help - Dec 2011 - linear interpolation of time series

Dear R users,

I have two irregular time series say x and y. Each series is supposed to
cover 20 years. The data looks, for instance:
x<-c(200,178, 330, 127, 420) ## only 5 observations out of the expected 20
annual values
y<-c(0.35,-0.18,-0.54,0.78,1.7,-1.1,0.2,1.9,0.49)### only 9 observations of
the expected 20

I need to intepolate each of the series into equally spaced 20 points. Is
there a function and library in R to do this please?

Many thanks

Tsegaye

	[[alternative HTML version deleted]]

zoo:::na.approx will do nicely. Though you are going to have to supply
some sort of time metric or it won't know where interpolations should
happen.

Something like this is my usual route:

x <- zoo(1:5, Sys.Date() + 2*(1:5))

x.new <- zoo(NA, seq(min(time(x)), to =  max(time(x)), by = "day"))

x.new[time(x)] <- x

na.approx(x.new)

Michael

On Sat, Dec 24, 2011 at 5:39 PM, Alemtsehai Abate <abatealem at gmail.com>
wrote:
> Dear R users,
>
> I have two irregular time series say x and y. Each series is supposed to
> cover 20 years. The data looks, for instance:
> x<-c(200,178, 330, 127, 420) ## only 5 observations out of the expected
20
> annual values
> y<-c(0.35,-0.18,-0.54,0.78,1.7,-1.1,0.2,1.9,0.49)### only 9 observations
of
> the expected 20
>
> I need to intepolate each of the series into equally spaced 20 points. Is
> there a function and library in R to do this please?
>
> Many thanks
>
> Tsegaye
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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