[R] Help with creating a ts (time series) object with daily sampling values

Pamela Allen pallen at hatfieldgroup.com
Thu Mar 24 20:24:22 CET 2011


Hi All, 

 

I have a data set of daily measurements of river flow.  I would like to
create a "ts" object from this data.   

 

Here's a sample data set:

date <- as.Date(c(1:300), format="%Y")

year=as.numeric(format(date, format = "%Y"))

month=as.numeric(format(date, format = "%m"))

julianday=as.numeric(format(date, format = "%j"))

week=floor(julianday/7)

flow <- sin(2*pi/53*c(1:300))

data <- cbind.data.frame(date,year,month,julianday,week, flow)

 

I know how to do this with exact dates using the irts package:

install.packages("tseries")

library(tseries)

data=cbind.data.frame(data,posixlt.time=as.POSIXlt(data$date, "PDT")) ##To
create dates based on POSIXlt

data.irts=irts(data$posixlt.time, data$flow)

 

But I would like the time series object to be in the "ts" format.  I tried
using this code:

 

data.ts=ts(data$flow, start=c(data$year[1], data$julianday[1]),
frequency=365)

 

Which does work, but I worry about the influence of leap years, since my
data set is quite large.  What is the way to properly code a ts object
with daily measurements?  Thank you!

 

-Pam

 

Pam Allen

Vancouver, BC

 



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