Dear Gabor,
Thank you very much for your help!
I'm now using your suggestion with my data.
May I ask a stupid question?
The output's index now has format "2009-10-14". How can I transform it back
into original "10/14/09" and use this in a zoo object?
Regards,
Sergey
On Wed, Oct 14, 2009 at 17:03, Gabor Grothendieck
<ggrothendi...@gmail.com>wrote:
> Try this:
>
> library(zoo)
> # temp <- ... from post asking question
>
> # create a day sequence, dt, with no missing days
> # and create a 0 width series with those times.
> # merge that with original series giving original
> # series plus a bunch of times having NA values.
> # Use na.locf to fill in those values with the last
> # non-missing so far.
>
> rng <- range(time(temp))
> dt <- seq(rng[1], rng[2], "day")
>
> temp.m <- na.locf(merge(temp, zoo(, dt)))
>
> # create a lagged time scale and subtract the
> # lagged series from original
>
> dt.lag <- as.Date(as.yearmon(dt)+1/12) + as.numeric(format(dt, "%d")) - 1
> temp - zoo(coredata(temp.m), dt.lag)
>
>
> Using your data the output from the last line is:
>
> > temp - zoo(coredata(temp.m), dt.lag)
> 2009-10-05 2009-10-06 2009-10-07 2009-10-08 2009-10-09 2009-10-13
> 2009-10-14
> -5 -6 3 2 -2 2 1
>
>
> On Wed, Oct 14, 2009 at 10:39 AM, Sergey Goriatchev <serg...@gmail.com>
> wrote:
> > Hello everyone.
> >
> > I have a specific problem that I have difficulties to solve.
> > Assume I have a zoo object:
> >
> > set.seed(12345)
> > data <- round(runif(27)*10+runif(27)*5, 0)
> > dates <- as.Date(c("09/03/09", "09/04/09", "09/07/09", "09/09/09",
> > "09/10/09", "09/11/09", "09/14/09", "09/16/09", "09/17/09",
> > "09/18/09", "09/21/09", "09/22/09", "09/23/09",
> > "09/24/09", "09/25/09", "09/28/09", "09/29/09", "09/30/09",
> > "10/01/09", "10/02/09", "10/05/09", "10/06/09", "10/07/09",
> > "10/08/09", "10/09/09", "10/13/09", "10/14/09"), "%m/%d/%y")
> > temp <- zoo(data, order.by=dates)
> >
> > What I need to do is to take differences between say October 14th and
> > September 14, then October 13th and September 13th, that is 1 month
> > difference independent of number of days inbetween. And when there is
> > no matching date in an earlier month, like here where there is no
> > September 13th, the date should be the first preceding date, that is
> > September 11th in this example. How can I do that?
> >
> > The above is just an example, my zoo object is very big and I need to
> > take differences between years, that is between October 14th, 2009 and
> > October 14th, 2008, then Oct.13, 2009 and Oct.13, 2008, and so on.
> > Also, the time index of my zoo object has format "10/14/09" (that is
> > Oct.14, 2009), and that is the format I need to operate with and do
> > not want to change. In the example I reformated just so that I can
> > create a zoo object.
> >
> > Could some friendly person please show me how to do such a calculation?
> >
> > Thank you in advance!
> >
> > Best,
> > Sergey
> >
> > ______________________________________________
> > 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<http://www.r-project.org/posting-guide.html>
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
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