Hi
see in line
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Upananda
> Pani
> Sent: Friday, September 22, 2017 11:45 AM
> To: r-help <r-help at r-project.org>
> Subject: [R] Treating NA in timeSeries package
>
> Dear All,
>
> I am facing problem with NA treatment in my financial time series data.
probably not only with this
>
> # data reading
>
> aluminum = read.csv(file="alu.csv", header=T, sep=",")
>
> fut = aluminum [,2]
> spt = aluminum [,3]
>
here fut and spt are already vectors
> is.vector(iris[,1])
[1] TRUE
>
> # Missing Value Treatment (Linear Interpolation) spt = interpNA(spt, method
> c("linear")) fut = interpNA(fut, method = c("linear"))
>
>
> fut=fut[,1]
> spt =spt[,1]
so this should give you error similar to this> iii<-(iris[,1])
> iii[,1]
Error in iii[, 1] : incorrect number of dimensions
>
> spt = interpNA(spt, method = c("linear")) Error in interpNA(spt,
method > c("linear")) : spt is not a tis object
> > fut = interpNA(fut, method = c("linear"))
> Error in interpNA(fut, method = c("linear")) : fut is not a tis
object
here you want to apply function requiring tis object (see documentation for the
function) but fut or spt are only vectors.
>
> Then i want to convert my data into time series as following # Making Time
> Series fut = ts(fut, start=c(2006,4), frequency=305) spt = ts(spt,
start=c(2006,4),
> frequency=305)
here you combine start and frequency by weird way. You want to start your time
series at April 2006 and you want it to have 305 items which means that it
starts at April, 2006 and ends in month 103 in 2006.
> gnp <- ts(cumsum(1 + round(rnorm(100), 2)), start = c(2006, 4),
frequency = 305)
> gnp
Time Series:
Start = c(2006, 4)
End = c(2006, 103)
Frequency = 305
[1] 1.08 1.17 1.23 1.89 3.70 4.33 4.45 4.88 6.59 6.71
[11]
All this info I got reading documentation.
>
> Would you please guide me what is the problem with my code?
So my best advice is
?ts
?interpNA
and
reading R-intro.
Cheers
Petr
>
> With best regards,
> Upananda Pani
> ______________________________________________
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