Hi Gabor,
Thanks for your quick reply. Yes, your solution works. But not quite in the way
that I wanted.
For example,
> length(z1)
[1] 174
> length(index(z1reg))
[1] 708
Instead of 52 weeks, the indexing continues all the way from 53 to the next
1000 level, leading to lots of NA's.
What I am looking for is an indexing that brings about regularity, and can
still be converted to dates for plotting purposes.
Something on the lines of the following :
> d1<-as.Date("2010-02-23")
> yearWeek<-format(d1,"%Y-%W")
> yearWeek
[1] "2010-08"
> yearWeekDate<-as.Date(yearWeek,format("%Y-%W"))
> yearWeekDate
[1] "2010-03-01"
> yearWeekDate<-as.Date(yearWeek,format="%Y-%W")
> yearWeekDate
[1] "2010-03-01"
My time series is regular in that the difference between any two points is 2
weeks with some breaks in between (with odd breaks, the regularity gets
disturbed). In the above method, any date gets converted to the date
corresponding to Monday in that week. This should partly give some regularity
to the time series. But the same method fails to work when I try it on my data
frame :
pathW<-"W:\\Miljö\\Data_diagram\\Stoftnedfall äldre\\stofthistoriaFeb2010.txt"
stoft<-read.table(pathW,header=TRUE,sep="\t",dec=",",colClasses=c("Date","numeric"))
stoft$week<-format(stoft$datum,format("%Y%-%W"))
stoft$weekNdat<-as.Date(stoft$week,format="%Y-%W")
head(stoft)
> head(stoft)
datum stoftm week weekNdat
1 2003-01-08 1.8037575 200301 <NA>
2 2003-01-21 0.7933268 200303 <NA>
3 2003-02-06 1.2891561 200305 <NA>
4 2003-02-18 0.7957754 200307 <NA>
5 2003-03-03 0.8447462 200309 <NA>
6 2003-03-17 1.7393376 200311 <NA>
What is my mistake here? And, will it be possible to proceed in the lines that
I have indicated?
One method that I can follow is to get just week number from the date and then
(manually)
add the final week of a year to the weeks of the following year, and so on.
I am hoping for a more elegant solution, preferably where the index can can be
converted back to dates for plotting.
Thanking you,
Ravi
----- Original Message ----
From: Gabor Grothendieck <ggrothendi...@gmail.com>
To: ravi <rv...@yahoo.se>
Cc: r-help@r-project.org
Sent: Mon, 1 March, 2010 15:08:53
Subject: Re: [R] help with zoo
This will give you a regular series with NAs:
z1reg <- as.zooreg(as.ts(z1))
On Mon, Mar 1, 2010 at 8:03 AM, ravi <rv...@yahoo.se> wrote:
> Hi,
> I am interested in decomposing a time series and getting the trend, seasonal
> and irregular variations, as one can get with the "stl" command. My time
> series is fairly regular, but it has some breaks. From the zoo manual, I
> gather that it should be possible to convert it to a regular time series and
> then fill the NA entries by interpolation. I am not able to proceed beyond a
> certain point and would like some help. Here's my code :
>
> dput(stoft)
> structure(list(datum = structure(c(12060, 12073, 12089, 12101,
> 12114, 12128, 12143, 12157, 12170, 12184, 12198, 12213, 12226,
> 12284, 12297, 12310, 12324, 12338, 12352, 12368, 12381, 12394,
> 12409, 12425, 12436, 12451, 12464, 12478, 12489, 12507, 12535,
> 12549, 12562, 12579, 12591, 12639, 12653, 12668, 12681, 12696,
> 12710, 12724, 12737, 12751, 12765, 12779, 12793, 12807, 12821,
> 12835, 12849, 12863, 12878, 12892, 12906, 12920, 12934, 12948,
> 12962, 12976, 12998, 13011, 13025, 13038, 13046, 13063, 13074,
> 13088, 13102, 13119, 13130, 13144, 13158, 13172, 13187, 13200,
> 13213, 13227, 13241, 13256, 13270, 13283, 13297, 13311, 13325,
> 13339, 13360, 13376, 13390, 13404, 13418, 13433, 13445, 13459,
> 13472, 13486, 13502, 13515, 13530, 13544, 13558, 13572, 13584,
> 13599, 13614, 13627, 13641, 13657, 13669, 13683, 13697, 13712,
> 13731, 13740, 13754, 13769, 13782, 13797, 13810, 13825, 13838,
> 13852, 13881, 13894, 13908, 13923, 13936, 13950, 13965, 13978,
> 13992, 14006, 14020, 14034, 14048, 14062, 14090, 14104, 14118,
> 14132, 14146, 14160, 14175, 14189, 14202, 14217, 14231, 14257,
> 14271, 14286, 14300, 14315, 14327, 14348, 14362, 14376, 14393,
> 14406, 14419, 14433, 14475, 14489, 14503, 14517, 14532, 14545,
> 14559, 14573, 14586, 14599, 14622, 14636, 14651, 14664), class = "Date"),
> stoftm = c(1.803757545, 0.793326848, 1.289156128, 0.795775388,
> 0.844746181, 1.739337633, 2.737467333, 4.174410319, 2.115538261,
> 0.818511827, 1.94396559, 0.585690685, 0.455428376, 1.537438049,
> 0.954930465, 1.469123793, 2.455535482, 1.677949246, 0.491107096,
> 1.432395698, 0.910856751, 1.542579982, 1.470592916, 1.210374365,
> 0.899370874, 0.241915718, 0.062437761, 1.091349103, 6.120236163,
> 2.419157178, 3.60145204, 2.332758708, 2.0531005, 1.685171409,
> 1.018592496, 0.429718709, 0.798049032, 0.896361397, 1.388321984,
> 7.219274317, 1.364186379, 1.364186379, 1.469123793, 0.279658208,
> 1.074296773, 1.418753834, 1.113176085, 1.309618924, 0.682093189,
> 0.90036301, 1.309618924, 1.125453762, 5.793244822, 3.069419352,
> 1.023139784, 1.125453762, 1.227767741, 0.545674552, 1.200484013,
> 1.534709676, 1.969328791, 0.53476106, 2.216802866, 1.542579982,
> 0.596831541, 1.887391978, 4.514216744, 4.092559136, 3.60145204,
> 2.387326163, 2.083484651, 0.777586236, 0.072301878, 0.736660645,
> 0.165521281, 0, 0.587649517, 0.272837276, 2.346400572, 2.54648124,
> 2.018995841, 1.851095979, 0, 1.637023655, 2.387326163, 0.682093189,
> 0.113682198, 1.957607454, 0, 1.568814336, 3.192196126, 1.591550775,
> 0, 0, 0.843277057, 1.091349103, 1.193663081, 0.661105707,
> 1.282335196, 0.341046595, 0.954930465, 0.368330322, 0.350141171,
> 3.75605983, 1.718874837, 1.432395698, 1.568814336, 0.895247311,
> 1.145916558, 0.532032688, 0.341046595, 0.541127264, 0.402075985,
> 1.220188928, 1.023139784, 0.26738053, 0.899838323, 0.604789295,
> 0.954930465, 1.298705433, 0, 0.682093189, 3.001210033, 0,
> 1.637023655, 0.659538641, 2.05677331, 1.637023655, 1.018592496,
> 1.285483318, 3.683303223, 0.954930465, 2.455535482, 1.780263224,
> 1.159558422, 0.852616487, 0.170523297, 1.432395698, 0.668451326,
> 0.518390824, 0.682093189, 0, 0.254648124, 0.255784946, 0,
> 0, 0, 0.443360573, 0.627525734, 1.336902651, 0.184165161,
> 0.725747154, 1.233451851, 3.001210033, 1.364186379, 0.600242007,
> 1.606530077, 0.440737138, 0, 0, 0.318310155, 0, 0.375151254,
> 0.682093189, 0.241915718, 0.514193327, 0.518390824, 0, 0.4260459,
> 0, 0.368330322, 0.354688458, 0, 0)), .Names = c("datum",
> "stoftm"), class = "data.frame", row.names = c(NA, -174L))
>
> stoft$week<-format(stoft$datum,format("%Y%W"))
> library(zoo)
> z1<-zoo(stoft$stoftm,stoft$week)
> is.regular(z1)
> z2<-as.ts(z1)
>
> I should like to have some help in going further. I can experiment even more,
> but it would be nice if I received some help before I resume my trials.
> Should I transform the index to a better form? What is the frequency that I
> should choose (especially if the index has "%Y%W" form)?
> What is the best way to go forward to the decomposition of the time series?
> Thanking you,
> Ravi
>
>
> ______________________________________________
> 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.
>
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