[R] Irregular Time Series Issue

[Gabor Grothendieck]

The following reads in the series as a data frame
and then na.omit's the NA's and converts to zoo.
Optionally we can merge them back together
aligning them on the times.

library(zoo)
Lines <- "Time Data Time1 Data1
1       b        1         e
7      g         4        i
NA  NA       5         k
NA  NA      NA      NA
"
DF <- read.table(textConnection(Lines), header = TRUE)
f <- function(i) { DF <- na.omit(DF[i + 0:1]); zoo(DF[,2], DF[,1]) }
ix <- seq(1, ncol(DF), 2)
ser <- lapply(ix, f)
names(ser) <- names(DF)[-ix]

# optional
do.call(merge, ser)


On Fri, Mar 7, 2008 at 5:38 PM, A Mani <a.manigs at gmail.com> wrote:
> Hello,
>           I have an irregular time series of the form :
>
> Time Data Time1 Data1 ....
> 1       b        1         e
> 7      g         4        i
> NA  NA       5         k
> NA  NA      NA      NA ...
>
> (the columns have varying length of NAs after a certain point)
> Converting this to regular time series with Pastecs does not seem to
> work, when I see the
> entire data as a single series. So I remove the NAs and deal with one
> series at a time in a loop.
>
> Any suggestions ?
>
>
> Thanks
>
> A. Mani
>
>
> --
> A. Mani
> Member, Cal. Math. Soc
>
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