Hello, Thank you very much.
How can I create an empty time series with the same dates as existing time series? If x is a ts object, then it would be easy: y<-ts(NA, start=start(x), end=end(x),frequency=frequency(x)) What can I do if x is a zoo or xts object? I come up with a cumbersome way of doing this: xts<-as.ts(x) y1<-ts(NA, start=start(y), end=end(y),frequency=frequency(y)) y<-as.xts(y1) Is there any easier way to do it? Thanks miao 2012/4/11 R. Michael Weylandt <michael.weyla...@gmail.com> > Two ways around this: > > I = Easy) Just use zoo/xts objects. ts objects a real pain in the > proverbial donkey because of things like this. > > Something like: > > library(xts) > PI1.yq <- as.xts(PI1) # Specialty class for quarterly data (or regular > zoo works) > lag(PI1.yq) > > II = Hard) lag on a ts actually changes the time indices while keeping > all the data, [so the fourth data point is the same value -- just a > different time point] what you may want to do is cbind() the objects > to see how they line up now. > > cbind(PI1, lag(PI1,4)) > > Hope this helps, > Michael > > On Tue, Apr 10, 2012 at 11:21 PM, jpm miao <miao...@gmail.com> wrote: > > Hello, > > > > I am writing codes for time series computation but encountering some > > problems > > > > Given the quarterly data from 1983Q1 to 1984Q2 > > > > PI1<-ts(c(2.747365190,2.791594762, -0.009953715, -0.015059485, > > -1.190061246, -0.553031799, 0.686874720, 0.953911035), > > start=c(1983,1), frequency=4) > > > >> PI1 > > Qtr1 Qtr2 Qtr3 Qtr4 > > 1983 2.747365190 2.791594762 -0.009953715 -0.015059485 > > 1984 -1.190061246 -0.553031799 0.686874720 0.953911035 > > > > > > If I would like to create a time series vector containing the data in > 4 > > quarters ahead > > > >> PI4<-lag(PI1,4)> PI4 Qtr1 Qtr2 Qtr3 > Qtr4 > > 1982 2.747365190 2.791594762 -0.009953715 -0.015059485 > > 1983 -1.190061246 -0.553031799 0.686874720 0.953911035 > > > > > > Confusingly, PI1[1] and PI4[1] are exactly the same! I usually would > > like to calculate the difference between the vector of interest and the > > corresponding values 4 quarters ahead, but it is zero! > > > >> PI1[1][1] 2.747365> PI4[1][1] 2.747365 > > > > > > One remedy that comes into my mind is to use window,but a warning message > > emerges > > > >> PI4w<-window(PI4, start=start(PI1), end=end(PI1))Warning message:In > window.default(x, ...) : 'end' value not changed> PI4w Qtr1 > Qtr2 Qtr3 Qtr4 > > 1983 -1.1900612 -0.5530318 0.6868747 0.9539110 > > > > > > Similar problems happen with the usage of the function "diff", which > > calculate the difference. I wonder if it is better to work with the dates > > (1983Q1, 1983Q2,.....) directly? > > > > If I want to write a loop, say, to conduct some computation from > 1983Q1 > > to 2011Q4, the only way I know is to convert the dates to the ordinal > > indices, 1, 2, 3...... Can we work with the dates? Is there any built-in > > equality that provides the computation like > > 1983Q1 +1 equals 1983Q2? > > In EViews, it is easy to do that. We can let %s run from 1983Q1 to > > 2011Q4, and he knows that 1983Q1+1 is exactly 1983Q2. > > > > Thanks very much for your reply! > > > > miao > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@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. > [[alternative HTML version deleted]] ______________________________________________ R-help@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.
