[R] Working with time series class object

lmiceli at tendencias.com.br lmiceli at tendencias.com.br
Thu Nov 29 19:47:24 CET 2007


  I have a daily time series dataset, witch is very irregular spaced.

  The data is stored in a text file with the fields;

  day;month;year;stock1 price; stock2 price;...;stockN price

  The problem is that a script like described below, will result in a not
  very useful time count in the object.

  For example, ts.plot does not produce a good time format in the
  horizontal axis.

  So, what is a correct way to work with irregular time series? Is there
  another class that work with irregular time series?

  Object <-ts(data =dataset, start = 1, end = dim(dataset)[1],deltat = 1,
  ts.eps = getOption("ts.eps"), class ="mts")

  Where dataset is a numerical matrix with the data.

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