[R] Convert data frame containing time stamps to time series

[stephen sefick]

have you tried using zoo and then using the function as.ts()

On Wed, Apr 8, 2009 at 11:56 AM,  <amvds at xs4all.nl> wrote:
> Converting dates is getting stranger still. I am coercing a data frame
> into a ts as follows:
>
>
> tst1<-as.POSIXct("1/21/09 5:01",format="%m/%d/%y %H:%M")
> tst2<-as.POSIXct("1/28/09 3:40",format="%m/%d/%y %H:%M")
> tsdat<-as.ts(dat,start=tst1,end=tst2,frequency=1)
>
> This generates a ts object. But strangely enough the first column of that
> matrix starts at the numeric value of 841 counts up to 1139 and then
> starts at 1 again, only to count up from there. The restart at 1 occurs at
> the first day "1/21/09" at 10:00:00.
>
> What is so special about that time? This phenomenon happens several times
> in the long file. But the restart count is always a different number.
> This creates a ramp with some bumps.
>
> Can anybody explain this?
> Thanks in advance,
> Alex van der Spek
>
>
>> I read records using scan:
>>
>> dat<-data.frame(scan(file="KDA.csv",what=list(t="%m/%d/%y
>> %H:%M",f=0,p=0,d=0,o=0,s=0,a=0,l=0,c=0),skip=2,sep=",",nmax=np,flush=TRUE,na.strings=c("I/OTimeout","ArcOff-line")))
>>
>> which results in:
>>
>>> dat[1:5,]
>>              t     f    p  d  o   s    a  l c
>> 1 1/21/09 5:01 16151  8.2 76 30 282 1060 53 7
>> 2 1/21/09 5:02 16256  8.3 76 23 282 1059 54 7
>> 3 1/21/09 5:03 16150  8.4 76 26 282 1059 55 7
>> 4 1/21/09 5:04 16150  9.0 76 25 282 1051 57 6
>> 5 1/21/09 5:05 15543 10.4 76  7 282 1024 58 6
>>
>> I have been unable to find a way to convert this into a time series. I did
>> read the manuals and came across a way to coerce a data frame to a ts
>> object: as.ts()
>>
>> Trouble is I do not know how to keep the timestamps in column t in the
>> data frame above. The t column is not strings. If I do:
>>
>> plot.ts(dat)
>>
>> I can see how the first graphics panel is indeed numbers not text. So I
>> think scan converted the text correctly per the format string I put in.
>>
>> Much more difficult still. The datafiles I have contain invalid data,
>> missing values and other none relevant information. I filter this out
>> using subset which works brilliantly. However, how can I filter using
>> subset and convert to a time series afterwards. Since after subsetting
>> there will be 'holes' i.e. missing records. Can a ts object deal with
>> missing records? If so, how? Just point me to a document. I can and will
>> put in the work to figure it out myself.
>>
>> Thank you!
>> Alex van der Spek
>>
>> ______________________________________________
>> R-help at 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 at 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.
>



-- 
Stephen Sefick

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

								-K. Mullis