Displaying 20 results from an estimated 30000 matches similar to: "Need help on window() function of the 'zoo' package"
2011 Sep 08
1
Seasonal and 11-day subset for zoo object
I have a zooreg object and I want to be able to generate a value for seasons
and 11-day composites paste it onto my zoo data frame, along with year,
month and days.
Right now I have the following to work from:
eg. dat.zoo.mdy <- with(month.day.year(time(dat.zoo)), cbind(dat.zoo, year,
month, day, quarter = (month - 1) %/% 3 + 1, dow =
as.numeric(format(time(dat.zoo), "%w"))))
For
2011 Apr 06
2
A zoo related question
Dear all, please consider my following workbook:
library(zoo)
lis1 <- vector('list', length = 2)
lis2 <- vector('list', length = 2)
lis1[[1]] <- zooreg(rnorm(20), start = as.Date("2010-01-01"), frequency = 1)
lis1[[2]] <- zooreg(rnorm(20), start = as.yearmon("2010-01-01"), frequency =
12)
lis2[[1]] <- matrix(1:40, 20)
lis2[[2]] <-
2005 Aug 27
2
zoo, zooreg, & ISOdatetime
I create a zooreg object that runs from Jan-1-2002 0:00 to Jun-1-2005
0:00...
regts.start = ISOdatetime(2002, 1, 1, hour=0, min=0, sec=0, tz="")
regts.end = ISOdatetime(2005, 6, 1, hour=0, min=0, sec=0, tz="")
regts.zoo <- zooreg( NA, regts.start, regts.end, deltat=3600 )
Upon inspection:
> regts.zoo[1:3]
2002-01-01 00:00:00 2002-01-01 01:00:00 2002-01-01 02:00:00
2007 Aug 02
1
Using 'diff' on zoo vs zooreg classes (possible bug?)
Hello,
Can anyone explain the following behaviour? To me it seems a bug, but maybe
it is intentional.
It seems that a diff on a zooreg class that is not _strictly_ regular only
considers those entries that are 'deltat' apart.
In the following, diff on the zooreg class only returns values where the
index was one second apart. The example replicates by dev code, but I've
also tested
2010 Nov 23
2
Plot two zoo object with different indexes
Dear R community, I have the following two zoo objects:
MONTHLY CPI
> plot(z)
> par("usr")
[1] 1977.76333 2011.15333 70.39856 227.03744
> z=zooreg(cpius$Value,as.yearmon("1979-11"),frequency=12)
> str(z)
?zooreg? series from Nov 1979 to Oct 2010
Data: num [1:372] 76.2 77 77.8 78.5 79.5 80.3 81.1 82 82 82.6 ...
Index: Class 'yearmon' num [1:372]
2009 Nov 19
2
Problem with zoo and BootPR packages
Hi,
I'm trying to plot the forecasts I generated using the Plot.Fore function of the BootPR package.
But I got an error from zoo:
My data:
Time Series:
Start = 1
End = 18
Frequency = 1
[1] 38731 38628 39117 92809 71984 31226 58613 72360 107956 92066
[11] 95208 99098 95848 120383 110717 105680 98469 101916
Script:
y1<-ts(y1);
2006 Nov 23
1
Problem with as.ts(zoo-object)
Dear all,
I have an error message, when I try to convert a zoo object (called
test) to ts (on R 2.4.0, Package zoo version 1.2-1, Windows XP)
> test
1994-05-10 1994-06-09 1994-07-09
0.0024943889 0.0024881824 0.0006955831
> str(test)
atomic [1:3] 0.002494 0.002488 0.000696
- attr(*, "index")=Class 'Date' num [1:3] 8895 8925 8955
> is.regular(test)
[1] TRUE
2006 Nov 03
1
as.zoo behavior (
hi all : the code pasted below runs but then, a dput on
rollmeandifflogbidask gives me what is below the code. the structure of
rollmeandifflogbidask is a zoo object but with a "frequency"
so it's not the same structure as the original actual diff and this
really causes things to blow up in later code. i'm sure gabor and achim
know what to do but in the case that they
are not
2010 Jul 09
2
Strange R object
I have *** attached *** an RData file containing an R object that
is acting strangely.
Try this in a fresh workspace. Do not load zoo or any other package.
We load the object, zz2, from the attached RData file. It is just
the number 1 with the class c("zooreg", "zoo").
Now create an S3 print routine that simply prints an X when given
an object of class "zoo".
If
2008 Mar 06
1
can't merge zoo ojects and convert to ts (been trying for 2 days)
I'm stuck, but am sure it can be done I just don't understand how.
I have data in an irregular timeseries. I want to be able to use stl to
visualise the data (see seasonal parts etc), so I need to change to regular
series of class ts (I think).
I am using 2 zoo objects one is regular and the other is my irregular data.
I am then merging to create the object I want but when I try to change
2007 Sep 20
1
Time series graphs, question about using zoo
Hi,
Can you tell me what is the meaning for "tail, 1" in "aggregate"?
I also want to get some similar graph, but the data is not time series data.
Suppose here is my data one, I want a graph with x-axis is just the
index(1:9).
The graph plot all the variable A, B,C,D. So there should be 4 lines for
each graph. For the A line, at each time point, the letter A should be on
2009 Jul 18
7
Question on qplot
Hi, suppose I have following codes :
library(zoo); library(ggplot2)
dat <- matrix(rnorm(500*2), 500); dat <- zooreg(dat, start =
as.Date("01/01/01", "%m/%d/%y"), frequency=1); plot(dat)
head(dat); month.no <- format(index(dat), "%m"); dat1 <-
cbind(coredata(dat), as.numeric(month.no))
x <- dat1[,1]; y <- dat1[,2]; z <- dat1[,3]
Now I draw a
2011 Sep 12
5
Hourly data with zoo
I have date data as a numeric and hourly data in 0 to 2300 hours in a dataframe.
d <- rep(20110101,24)
h <- seq(from = 0, to = 2300, by = 100)
df <- data.frame(LST_DATE = d, LST_TIME = h, data = rnorm(24, 0, 1))
S <- chron(dates. = as.character(df$LST_DATE), times. =
paste(as.character(df$LST_TIME/100), ":0:0", sep = ""),
format =
2009 Mar 12
1
zooreg and lmrob problem (bug?)
Hi all and thanks for your time in advance,
I can't figure out why summary.lmrob complains when lmrob is used on a
zooreg object. If the zooreg object is converted to vector before
calling lmrob, no problems appear.
Let me clarify this with an example:
>library(robustbase)
>library(zoo)
>dad<-c(801.4625,527.2062,545.2250,608.2313,633.8875,575.9500,797.0500,706.4188,
2010 Aug 01
1
aggregating a daily zoo object to a weekly zoo object
Dear R People:
I'm trying to convert a daily zoo object to a weekly zoo object:
xdate <- seq(as.Date("2002-01-01"),as.Date("2010-07-10"),by="day")
library(zoo)
length(xdate)
xt <- zoo(rnorm(3113),order=xdate)
xdat2 <- seq(index(xt)[1],index(xt)[3113],by="week")
xt.w <- aggregate(xt,by=xdat2,mean)
Error: length(time(x)) ==
2011 Jan 18
1
Semi-Regular Time Series with Missing Values
Hi,
I'm trying to make a ts object that has both NA values and a frequency other
than 1 (so I can use stl). I've tried all permutations I can think of, but
cannot get the desired (expected?) results.
The values live in x and the corresponding semi-regular time stamps are in
t:
> library('zoo')
> z = zoo(x, order.by=t, frequency=24)
> zzr = as.zooreg(z, start=0)
> zr
2010 Jul 31
1
Lags and Differences of zoo Objects
Hi,
I'm struggling to understand the documentation.
?lag.zoo
x - a "zoo" object.
k, lag - the number of lags (in units of observations). Note the sign of k
behaves as in lag.
differences - an integer indicating the order of the difference.
What does the above line actually mean? I've tried a few settings on sample
data but can't figure out what it is doing.
x <-
2010 Apr 18
4
confused with yearmon, xts and maybe zoo
R-listers,
I am using xts with a yearmon index, but am getting some inconsistent
results with the date index when i drop observations (for example by using
na.omit).
The issue is illustrated in the example below. If I start with a monthly
zooreg series starting in 2009, yearmon converts this to "Dec-2008". Not
such a worry for my example, but strange. Having converted to xts, i drop
2008 Mar 02
1
question on lag.zoo
Hi Guys,
I'm using zoo package now. I found lag is not doing what I assumed.
> x <- zoo(11:21)
> z <- zoo(1:10, yearqtr(seq(1959.25, 1961.5, by = 0.25)), frequency = 4)
> x
1 2 3 4 5 6 7 8 9 10 11
11 12 13 14 15 16 17 18 19 20 21
> lag(x)
1 2 3 4 5 6 7 8 9 10
12 13 14 15 16 17 18 19 20 21
> z
1959 Q2 1959 Q3 1959 Q4 1960 Q1 1960 Q2 1960 Q3 1960 Q4
2012 Dec 04
1
Periodicity of Weekly Zoo
Hi List,
I have weekly sales observations for several products drawn via ODBC.
Source data is available at
https://www.dropbox.com/s/78vxae5ic8tnutf/asr.csv.
This is retail sales data, so will contain seasonality and trend
information. I expect to see 52 or 53 observations per year, each
observation occuring on the same day of the week (Saturday). Ultimately
I'm looking to feed these series