[R] Help regading time series data reading

[Gavin Simpson]

On Tue, 2007-09-11 at 19:56 +0300, Tolga Uzuner wrote:
> Dear R-Users,
> 
> Have a question about reading in some data and manipulating dates. I  
> have a data set in excel which looks like this:
> 
> Date                 PEG        ETN        HSP        PTC
> 13/10/2004        41.92        64.75        29.86        9.27
> 14/10/2004        41.93        61.79        29.98        9.14
> 15/10/2004        41.69        62.7        30.09        9.04
> 18/10/2004        41.37        62.14        30.39        8.96
> 19/10/2004        41.01        61.98        29.61        9.02
> 20/10/2004        41.01        61.98        30.25        9
> 
> I have used read.table by saving the sheety above in tab format to  
> read this in but am
> having some difficulties:
> - the dates above do not seem to be getting read in in date format:  
> how can I force this ?

For the first question (I'm not sure how to do the second):

We use read.table() to read in the data from file (here I saved your
data as tab delimited file 'temp.csv'. Argument as.is = TRUE is used to
stop R converting character strings (i.e. the Date column here) to
factors; this saves us a step later converting them back.

> dat <- read.table("temp.csv", sep = "\t", as.is = TRUE, header = TRUE)

Data read in OK:

> dat
        Date   PEG   ETN   HSP  PTC
1 13/10/2004 41.92 64.75 29.86 9.27
2 14/10/2004 41.93 61.79 29.98 9.14
3 15/10/2004 41.69 62.70 30.09 9.04
4 18/10/2004 41.37 62.14 30.39 8.96
5 19/10/2004 41.01 61.98 29.61 9.02
6 20/10/2004 41.01 61.98 30.25 9.00

Use as.Date() to convert the character strings to a vector of class
'Date'. The format argument tells R how the dates are formatted in the
character strings you just read in. The %d, %m bits etc are place
holders describing the date parts, but the "/" characters are literal -
if your dates were formatted "20-10-2004", you would use format = "%d-%
m-%Y". See ?strftime for how to specify 'format' if you have dates
formatted in other ways (say with month name instead of number).

> dat$Date <- as.Date(dat$Date, format = "%d/%m/%Y")

Note that now dat$Date is now an object of class 'Date':

> str(dat)
'data.frame':   6 obs. of  5 variables:
 $ Date:Class 'Date'  num [1:6] 12704 12705 12706 12709 12710 ...
 $ PEG : num  41.9 41.9 41.7 41.4 41.0 ...
 $ ETN : num  64.8 61.8 62.7 62.1 62.0 ...
 $ HSP : num  29.9 30.0 30.1 30.4 29.6 ...
 $ PTC : num  9.27 9.14 9.04 8.96 9.02 9

Which R will treat appropriately in plots for example:

> plot(PEG ~ Date, data = dat, type = "l")

HTH

G

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