similar to: Help with selecting data from irregular time series {its} objects

I have uploaded to CRAN a new package named 'its' (Irregular Time-Series). It implements irregular time-series as an S4 class, extending the matrix class, and records the time-stamp of each row in the matrix using POSIX. Print, plot, extraction, append, and related functionality are available. Feedback and suggestions are welcome. Giles Heywood

I have uploaded to CRAN a new package named 'its' (Irregular Time-Series). It implements irregular time-series as an S4 class, extending the matrix class, and records the time-stamp of each row in the matrix using POSIX. Print, plot, extraction, append, and related functionality are available. Feedback and suggestions are welcome. Giles Heywood

I am new to R and am trying to solve the following problem: I have a data file containing tick-by-tick, millisecond level prices for some stocks. I have another file or two containing orders and trades, again, with millisecond time-stamps. Both of these files are irregularly spaced and the time stamps are in an iso format (<date> <time>.<millisecond>) I would like to create a

Background: OS: Linux Mandrake 9.1 release: R 1.9.0 editor: Xemacs 21.4 frontend: ESS 5.1.23 --------------------------------- Colleagues I have two time series (upwelling index and water temperature) of evenly spaced, daily data over 18 months, but the upwelling index series has a gap of about 2 months right in the middle of it. I want to do the acf, pacf, ccf, and a cross-spectral analysis

Hello, I have a series of intraday (high-frequency) price data in the form of POSIX timestamp followed by the value. I sucesfuly loaded that into "its" package object. I would like to create from it a regularly spaced time series of prices (for example 1min, 5min, etc apart) so i could calcualte returns. There is an interpolation function locf() that for timestamp with value NA uses last

Hi, I realized that when I have irregular series to feed into lineChart, the interval of each point in the chart does not seem to take care of irregular time interval I specified in my input xts time series. But rather, lineChart seems to take each point as equal spaced time series. For example, I have the following code: library(quantmod) options(digits.sec=3) t0 <-

Dear R developpers, I am a user of Splus since many years and I have developped lots of functions to plot graph of data and model results of irregular or regular times series. In Splus regular times series are created using the rts function and irregular time series using the its functions. In both cases, times is given as a numeric vector. There is no problem in plotting a regular and an

Dear, Thanks for the previous tips about 'its' for importing the following data. 5/10/1998,7 5/11/1998,5 5/12/1998,2 5/14/1998,1 5/15/1998,1 5/19/1998,1 5/20/1998,1 1. When using the following command; test<-readcsvIts('Fires98.csv',informat=its.format("%m/%d/%Y"),header=FA LSE) the function reads in the data from the csv file as; V2 05/10/1998 7

> S-Plus has the function AggregateSeries() whose name is self > explanatory. For instance one can derive monthly series from daily > ones by specifying end-of-period, averages, sums, etc. I looked for > a similar function in the packages "its" and "tseries", but found > nothing. I also help.searched() for aggregate to no avail. Would > anybody be so kind

Hi all, Issue: I have two datasets, one is a regular time series (rain gauge) with resolution of 10 minutes. The other one is an irregular time series (link). Now I want to analyze the correlation between these two datasets with linear regression. The regular time series is a data.frame and the irregular time series is a zoo object. Problem: For the irregular time series (link) I want also a 10

Dear R users I am currently investigating time series analysis using an irregular time series. Our study is looking at vegetation change in areas of alien vegetation growth after clearing events. The irregular time series is sourced from Landsat ETM+ data, over a six year period I have 38 scenes. For certain periods I have monthly data while for others, images are up to three months apart. So far

Dear colleagues, particularly academic ones, So I'm creating a Microsoft Word template for myself so that every time I teach a new course, I don't have to enter in the dates manually for each class session. I'd like to use an R script that can generate an irregular series of dates starting from one date (semester begin) to another (semester end) using an irregular interval in

I built some reasonably successful tools in a graphical database for reconstructing the developmental turning points for feedback loop driven natural processes. I'm trying to move it to R and am having difficulty with the very basics, i.e. a) defining time series using time as a natural number rather than a place in a table. I was also hoping b) someone might have built some of the

Hello, I am having trouble constructing a time series object for my data. This is because the frequency is irregular: one year, there may be only 100 individuals, another 200. There are 100 measurements for every individual. I have the observations in a data frame with the year that they were taken from as a factor. I would like to plot the top 10 mean measurements for each year and connect them

I am the maintainer of its, but not it's original author. One of the main strengths of its is that it uses POSIXct dates. Zoo has the flexibility of using almost any date format, but I don't know if the other date formats can store hour, min, sec data. You might want to do a little exploring with each before you commit. I'll be happy to give you a hand if you decide to work with

Hi, I have a process (not in R) that records events with a time stamp. So, I have a huge series of maybe 100,000 time stamps. I'd like to break it up into hourly (Or daily) intervals and then count how many events occurred in each interval. That way I can graph it. Ideally, converting the this into a time series in R would let me do some interesting analysis. The data is just a list of

Hi I have two irregular time series, which are of different lengths and being and end at different times. For the common subset of time that they both span, they should have the same values, but the values may occur at slightly different time intervals. I am trying to "line up" the identical values and reconcile them. I have merged the two series into a zoo object which looks

Hi all, Issue: I merged two zoo objects (a regular and an irregular). After the merge I used the function 'na.approx' to have also values in the resolution of the regular time series. Problem: After approximation some rows at the beginning or at the end of the zoo objects disappear due to the 'na.approx' algorithm. Now I just want to have all the rows of the regular time series

Hi, I am trying to read the following type of data from a .csv file to form an irregular time series object. I want to use it with the VaR package. How do I read it in correctly to an irregular time series object? Anupam. date,Open,High,Low,Close,Volume,OpenInterest,Contract 1972-08-16,54.25,54.25,54.25,54.25,1,1,KC1973H 1972-08-17,54.25,54.25,54.25,54.25,0,1,KC1973H

I make quite a lot of use of irregular time-series, and had already spent a bit of time writing an 'its' class when the 'irts' class was released via the package 'tseries'. I have experimented with the 'irts' class, and have some practical issues with its use. In some applications of irregular time-series (in my case these are financial and econometric) there are