I don't seem to have that method:
> zts = as.ts.zoo(z)
Error: could not find function "as.ts.zoo"
I'm finding forum posts from people trying to use stl directly with zoo[reg]
functions (despite the documentation specifying ts) but discovering that stl
gives errors with NA entries. I encountered similar errors.
Can anyone on this list confirm whether stl works with NA values? If so,
could someone please point me to a working example?
On Tue, Jan 18, 2011 at 8:06 PM, Gabor Grothendieck <ggrothendi...@gmail.com
> wrote:
> On Tue, Jan 18, 2011 at 6:33 PM, Adam Oliner <oli...@gmail.com> wrote:
> > Hi,
> >
> > I'm trying to make a ts object that has both NA values and a frequency
> other
> > than 1 (so I can use stl). I've tried all permutations I can think of,
> but
> > cannot get the desired (expected?) results.
> >
> > The values live in x and the corresponding semi-regular time stamps are
> in
> > t:
> >
> >> library('zoo')
> >> z = zoo(x, order.by=t, frequency=24)
> >> zzr = as.zooreg(z, start=0)
> >> zr = zooreg(x, order.by=t, start=0, frequency=24)
> >> zrz = as.zoo(zr)
> >
> > The objects z, zr, and zzr all have frequency 24, as desired, and plot
> > correctly. Object zrz plots correctly but has frequency 1. Now I try to
> make
> > it a ts object:
> >
> >> zrt = ts(zzr)
> > ... omits the missing values.
> >> zrt = ts(zzr, frequency=24)
> > ... omits the missing values and changes the timestamps.
> >> plot(ts(zr))
> > ... omits the missing values.
> >> zrt = ts(zr, frequency=24)
> > ... omits the missing values and changes the timestamps.
> >> zrt = as.ts(zr)
> > ... inserts 23 NA values between each legitimate value.
> >> zrt = as.ts(zr, frequency=24)
> > ... inserts 23 NA values between each legitimate value.
> >> zrzt = ts(zrz)
> > ... omits the missing values.
> >> zrzt = ts(zrz, frequency=24)
> > ... omits the missing values and changes the timestamps.
> >
>
> Note that there is an as.ts.zoo method.
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
--
- Adam J. Oliner
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