Hi Achim, My point was that tsbox (apparently) provides tools to convert zoo --> ts which should help the OP.
On Sun, May 1, 2022 at 5:56 PM Achim Zeileis <achim.zeil...@uibk.ac.at> wrote: > > On Sun, 1 May 2022, Eric Berger wrote: > > > Hi Naresh, > > The tsbox package on CRAN - > > https://cran.r-project.org/web/packages/tsbox/index.html - has the > > following description: > > > > tsbox: Class-Agnostic Time Series > > > > Time series toolkit with identical behavior for all time series > > classes: 'ts','xts', 'data.frame', 'data.table', 'tibble', 'zoo', > > 'timeSeries', 'tsibble', 'tis' or 'irts'. Also converts reliably > > between these classes. > > > > Hopefully this will provide you the necessary tools to solve your problem. > > Not really because the code inside strucchange::efp does not use tsbox but > just ts directly. > > Best, > Achim > > > Good luck, > > Eric > > > > > > > > On Sun, May 1, 2022 at 3:37 PM Naresh Gurbuxani > > <naresh_gurbux...@hotmail.com> wrote: > >> > >> I am trying to replicate empirical fluctuation process fit (efp) described > >> in the book "Applied Econometrics with R". This fit works when data input > >> is an object of class ts, but not when data input is object of class zoo. > >> I prefer to use zoo because it provides better housekeeping with dates. > >> Is it possible to achieve the fit with zoo? > >> > >> library(AER) > >> library(strucchange) > >> > >> data(UKDriverDeaths) > >> dd <- log(UKDriverDeaths) > >> dd.z <- zoo(dd, order.by = as.yearmon(time(dd))) > >> dd.z <- merge(dd = dd.z, dd.lag1 = lag(dd.z, k = -1), > >> dd.lag12 = lag(dd.z, k = -12)) > >> > >> # Does not work > >> dd.ocus <- efp(dd ~ dd.lag1 + dd.lag12, data = na.trim(dd.z), > >> type = "OLS-CUSUM") > >> # Error message > >> # Error in eval(attr(mt, "variables")[[2]], data, env) : > >> # numeric 'envir' arg not of length one > >> > >> # Works > >> dd.ocus <- efp(dd ~ dd.lag1 + dd.lag12, data = ts(na.trim(dd.z)), > >> type = "OLS-CUSUM") > >> > >> # But time stamps are lost > >> plot(dd.ocus) > >> # Time indexed from 0 to 180 > >> > >> Thanks, > >> Naresh > >> ______________________________________________ > >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > >> 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@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
