R help - Jan 2013 - How to plot multiple time series with different time base in same plot?

Hi

I have to time series with a different time base.

The first has only sporadic datapoints:
2011-02-01 15.29130
2011-02-08 17.60278
2011-02-15 17.99737
2011-02-22 25.43690

The other has a daily datapoint:
2011-02-01 342.34
2011-02-02 68.45
2011-02-03 130.47
2011-02-04 129.86
2011-02-05 81.98
2011-02-06 77.30
2011-02-07 81.38
2011-02-08 139.95
2011-02-09 124.40
...etc.

In Excel, it is fairly easy to get these two time series in one and the
same scatter plot, with two Y-axes, but how would you do this with R?

Also, I would like to obtain a data frame that contains both variables:
2011-02-01 342.34       15.29130
2011-02-02 68.45         NA
2011-02-03 130.47       NA
2011-02-04 129.86       NA
2011-02-05 81.98         NA
2011-02-06 77.30         NA
2011-02-07 81.38         NA
2011-02-08 139.95       17.60278
2011-02-09 124.40        NA
etc.

I can imagine that the data frame can be obtained using (nested) loops, but
that does not seem very efficient with a large dataset.

Any ideas?

Thanks a lot.

Matthijs Daelman

	[[alternative HTML version deleted]]

Hi Matthijs,
Look at the code in the attached file and try it out.
Best,
Mario



On Fri, Jan 4, 2013 at 5:53 PM, Matthijs Daelman <matthijs.daelman at
gmail.com
> wrote:
> Hi
>
> I have to time series with a different time base.
>
> The first has only sporadic datapoints:
> 2011-02-01 15.29130
> 2011-02-08 17.60278
> 2011-02-15 17.99737
> 2011-02-22 25.43690
>
> The other has a daily datapoint:
> 2011-02-01 342.34
> 2011-02-02 68.45
> 2011-02-03 130.47
> 2011-02-04 129.86
> 2011-02-05 81.98
> 2011-02-06 77.30
> 2011-02-07 81.38
> 2011-02-08 139.95
> 2011-02-09 124.40
> ...etc.
>
> In Excel, it is fairly easy to get these two time series in one and the
> same scatter plot, with two Y-axes, but how would you do this with R?
>
> Also, I would like to obtain a data frame that contains both variables:
> 2011-02-01 342.34       15.29130
> 2011-02-02 68.45         NA
> 2011-02-03 130.47       NA
> 2011-02-04 129.86       NA
> 2011-02-05 81.98         NA
> 2011-02-06 77.30         NA
> 2011-02-07 81.38         NA
> 2011-02-08 139.95       17.60278
> 2011-02-09 124.40        NA
> etc.
>
> I can imagine that the data frame can be obtained using (nested) loops, but
> that does not seem very efficient with a large dataset.
>
> Any ideas?
>
> Thanks a lot.
>
> Matthijs Daelman
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> 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.
>


-- 
Mario Bourgoin, Ph.D.
Department of Mathematics
Brandeis University
Waltham, MA

On Fri, Jan 4, 2013 at 5:53 PM, Matthijs Daelman
<matthijs.daelman at gmail.com> wrote:
> Hi
>
> I have to time series with a different time base.
>
> The first has only sporadic datapoints:
> 2011-02-01 15.29130
> 2011-02-08 17.60278
> 2011-02-15 17.99737
> 2011-02-22 25.43690
>
> The other has a daily datapoint:
> 2011-02-01 342.34
> 2011-02-02 68.45
> 2011-02-03 130.47
> 2011-02-04 129.86
> 2011-02-05 81.98
> 2011-02-06 77.30
> 2011-02-07 81.38
> 2011-02-08 139.95
> 2011-02-09 124.40
> ...etc.
>
> In Excel, it is fairly easy to get these two time series in one and the
> same scatter plot, with two Y-axes, but how would you do this with R?
>
> Also, I would like to obtain a data frame that contains both variables:
> 2011-02-01 342.34       15.29130
> 2011-02-02 68.45         NA
> 2011-02-03 130.47       NA
> 2011-02-04 129.86       NA
> 2011-02-05 81.98         NA
> 2011-02-06 77.30         NA
> 2011-02-07 81.38         NA
> 2011-02-08 139.95       17.60278
> 2011-02-09 124.40        NA
> etc.
>
> I can imagine that the data frame can be obtained using (nested) loops, but
> that does not seem very efficient with a large dataset.
>
Try this:


data1 <- "2011-02-01 15.29130
 2011-02-08 17.60278
 2011-02-15 17.99737
 2011-02-22 25.43690"

data2 <- "2011-02-01 342.34
 2011-02-02 68.45
 2011-02-03 130.47
 2011-02-04 129.86
 2011-02-05 81.98
 2011-02-06 77.30
 2011-02-07 81.38
 2011-02-08 139.95
 2011-02-09 124.40"

library(zoo)
# read into zoo objects
z1 <- read.zoo(text = data1)
z2 <- read.zoo(text = data2)

# set up
plot(na.aggregate(merge(z1, zoo(, time(z2)))), type = "n", ylab =
"")

# plot first series
lines(z1)

# plot 2nd series in red with red Y axis
par(new = TRUE)
plot(z2, col = "red", xaxt = "n", yaxt = "n", ylab
= "")
axis(4, col = "red")

See ?plot.zoo for more examples.



--
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

Hi,

For the second part of your question, use ?merge() or ?join() from library(plyr)
dat1<-read.table(text="
2011-02-01 15.29130
2011-02-08 17.60278
2011-02-15 17.99737
2011-02-22 25.43690
",sep="",header=FALSE,stringsAsFactors=FALSE)
dat2<-read.table(text="
2011-02-01 342.34
2011-02-02 68.45
2011-02-03 130.47
2011-02-04 129.86
2011-02-05 81.98
2011-02-06 77.30
2011-02-07 81.38
2011-02-08 139.95
2011-02-09 124.40
",sep="",header=FALSE,stringsAsFactors=FALSE)

?merge(dat2,dat1,by="V1",all=TRUE)
?# ???????? V1?? V2.x???? V2.y
#1? 2011-02-01 342.34 15.29130
#2? 2011-02-02? 68.45?????? NA
#3? 2011-02-03 130.47?????? NA
#4? 2011-02-04 129.86?????? NA
#5? 2011-02-05? 81.98?????? NA
#6? 2011-02-06? 77.30?????? NA
#7? 2011-02-07? 81.38?????? NA
#8? 2011-02-08 139.95 17.60278
#9? 2011-02-09 124.40?????? NA
#10 2011-02-15???? NA 17.99737
#11 2011-02-22???? NA 25.43690
A.K.





----- Original Message -----
From: Matthijs Daelman <matthijs.daelman at gmail.com>
To: r-help <r-help at r-project.org>
Cc: 
Sent: Friday, January 4, 2013 5:53 PM
Subject: [R] How to plot multiple time series with different time base in same
plot?

Hi

I have to time series with a different time base.

The first has only sporadic datapoints:
2011-02-01 15.29130
2011-02-08 17.60278
2011-02-15 17.99737
2011-02-22 25.43690

The other has a daily datapoint:
2011-02-01 342.34
2011-02-02 68.45
2011-02-03 130.47
2011-02-04 129.86
2011-02-05 81.98
2011-02-06 77.30
2011-02-07 81.38
2011-02-08 139.95
2011-02-09 124.40
...etc.

In Excel, it is fairly easy to get these two time series in one and the
same scatter plot, with two Y-axes, but how would you do this with R?

Also, I would like to obtain a data frame that contains both variables:
2011-02-01 342.34? ? ?  15.29130
2011-02-02 68.45? ? ? ?  NA
2011-02-03 130.47? ? ?  NA
2011-02-04 129.86? ? ?  NA
2011-02-05 81.98? ? ? ?  NA
2011-02-06 77.30? ? ? ?  NA
2011-02-07 81.38? ? ? ?  NA
2011-02-08 139.95? ? ?  17.60278
2011-02-09 124.40? ? ? ? NA
etc.

I can imagine that the data frame can be obtained using (nested) loops, but
that does not seem very efficient with a large dataset.

Any ideas?

Thanks a lot.

Matthijs Daelman

??? [[alternative HTML version deleted]]

______________________________________________
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.