Displaying 1 result from an estimated 1 matches for "inersect".
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intersect
2005 Apr 12
1
Regression and time series
...values are
time series."
I found that ts.intersect does not shorten a set of time series just
because the series has NAs. It only shortens a set of time series to
the length of the shortest time series (with NAs counting for the
length calculation). That being the case, the utility of ts.inersect
seems limited to me, unless I am missing something (which I probably
am).
In particular, I am currently having to pad the beginning of a time
series when I call diff. For example,
> a <- ts(c(1, 2, 4))
> b <- ts(c(NA, diff(a)))
> ab <- ts.intersect(a, b)
> Time Series:
Sta...