Thanks Henrique, Don and Gabor. I did come around to solving it by using the zoo library. Very useful stuff that one for handling a bunch of long irregular time series.
Gabor, thanks for your present and previous responses. The quickref was indeed helpful. I do have another question regarding zoo however. Say I have a zoo object named X and say it has 200 time series within it. Each has a unique column name. I tried to retrieve merely one column (time series) from X, trying variously: X$columnname, or X["columnname"] or X[["columnname"]] in the hope that I would be able to get that one time series, but the only way which seemed to work is X[,"columnname"] Is that the 'correct' way to retrieve a single time series from a zoo of multiple time series? I would think that it'd be cooler if we could merely do a : X$columnname sort of thing. Please enlighten. Thanks much! Cheers, Vishal On Jan 10, 2008 10:40 PM, Gabor Grothendieck <[EMAIL PROTECTED]> wrote: > Represent this as a time series. Using > the zoo package: > > > library(zoo) > > z <- zoo(cbind(price_g = c(0.34, 0.36), price_s = c(0.56, 0.76)), > > as.Date(c("2000-01-01", "2000-01-05"))) > > diff(log(z)) > price_g price_s > 2000-01-05 0.05715841 0.3053816 > > diff(log(z), na.pad = TRUE) > price_g price_s > 2000-01-01 NA NA > 2000-01-05 0.05715841 0.3053816 > > > See the two zoo vignettes: > vignette("zoo") > vignette("zoo-quickref") > > > On Jan 10, 2008 2:16 AM, Vishal Belsare <[EMAIL PROTECTED]> wrote: > > I have a dataframe say: > > > > date price_g price_s > > 0.34 0.56 > > 0.36 0.76 > > . . > > . . > > . . > > > > and so on. say, 1000 rows. > > > > Is it possible to add two columns to this dataframe, by computing say > > diff(log(price_g) and diff(log(price_s)) ? > > > > The elements in the first row of these columns cannot be computed, but > > can I coerce this to happen and assign a missing value there? It would > > be really great if I could do that, because in this case I don't have > > to re-index my transformed series to the dates again in a new > > dataframe. > > > > Thanks in anticipation. > > > > > > Vishal Belsare > > > > > ______________________________________________ > > R-help@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. > > > ______________________________________________ R-help@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.