This will give you a regular series with NAs:
z1reg <- as.zooreg(as.ts(z1))
On Mon, Mar 1, 2010 at 8:03 AM, ravi <rv...@yahoo.se> wrote:
> Hi,
> I am interested in decomposing a time series and getting the trend, seasonal
> and irregular variations, as one can get with the "stl" command. My time
> series is fairly regular, but it has some breaks. From the zoo manual, I
> gather that it should be possible to convert it to a regular time series and
> then fill the NA entries by interpolation. I am not able to proceed beyond a
> certain point and would like some help. Here's my code :
>
> dput(stoft)
> structure(list(datum = structure(c(12060, 12073, 12089, 12101,
> 12114, 12128, 12143, 12157, 12170, 12184, 12198, 12213, 12226,
> 12284, 12297, 12310, 12324, 12338, 12352, 12368, 12381, 12394,
> 12409, 12425, 12436, 12451, 12464, 12478, 12489, 12507, 12535,
> 12549, 12562, 12579, 12591, 12639, 12653, 12668, 12681, 12696,
> 12710, 12724, 12737, 12751, 12765, 12779, 12793, 12807, 12821,
> 12835, 12849, 12863, 12878, 12892, 12906, 12920, 12934, 12948,
> 12962, 12976, 12998, 13011, 13025, 13038, 13046, 13063, 13074,
> 13088, 13102, 13119, 13130, 13144, 13158, 13172, 13187, 13200,
> 13213, 13227, 13241, 13256, 13270, 13283, 13297, 13311, 13325,
> 13339, 13360, 13376, 13390, 13404, 13418, 13433, 13445, 13459,
> 13472, 13486, 13502, 13515, 13530, 13544, 13558, 13572, 13584,
> 13599, 13614, 13627, 13641, 13657, 13669, 13683, 13697, 13712,
> 13731, 13740, 13754, 13769, 13782, 13797, 13810, 13825, 13838,
> 13852, 13881, 13894, 13908, 13923, 13936, 13950, 13965, 13978,
> 13992, 14006, 14020, 14034, 14048, 14062, 14090, 14104, 14118,
> 14132, 14146, 14160, 14175, 14189, 14202, 14217, 14231, 14257,
> 14271, 14286, 14300, 14315, 14327, 14348, 14362, 14376, 14393,
> 14406, 14419, 14433, 14475, 14489, 14503, 14517, 14532, 14545,
> 14559, 14573, 14586, 14599, 14622, 14636, 14651, 14664), class = "Date"),
> stoftm = c(1.803757545, 0.793326848, 1.289156128, 0.795775388,
> 0.844746181, 1.739337633, 2.737467333, 4.174410319, 2.115538261,
> 0.818511827, 1.94396559, 0.585690685, 0.455428376, 1.537438049,
> 0.954930465, 1.469123793, 2.455535482, 1.677949246, 0.491107096,
> 1.432395698, 0.910856751, 1.542579982, 1.470592916, 1.210374365,
> 0.899370874, 0.241915718, 0.062437761, 1.091349103, 6.120236163,
> 2.419157178, 3.60145204, 2.332758708, 2.0531005, 1.685171409,
> 1.018592496, 0.429718709, 0.798049032, 0.896361397, 1.388321984,
> 7.219274317, 1.364186379, 1.364186379, 1.469123793, 0.279658208,
> 1.074296773, 1.418753834, 1.113176085, 1.309618924, 0.682093189,
> 0.90036301, 1.309618924, 1.125453762, 5.793244822, 3.069419352,
> 1.023139784, 1.125453762, 1.227767741, 0.545674552, 1.200484013,
> 1.534709676, 1.969328791, 0.53476106, 2.216802866, 1.542579982,
> 0.596831541, 1.887391978, 4.514216744, 4.092559136, 3.60145204,
> 2.387326163, 2.083484651, 0.777586236, 0.072301878, 0.736660645,
> 0.165521281, 0, 0.587649517, 0.272837276, 2.346400572, 2.54648124,
> 2.018995841, 1.851095979, 0, 1.637023655, 2.387326163, 0.682093189,
> 0.113682198, 1.957607454, 0, 1.568814336, 3.192196126, 1.591550775,
> 0, 0, 0.843277057, 1.091349103, 1.193663081, 0.661105707,
> 1.282335196, 0.341046595, 0.954930465, 0.368330322, 0.350141171,
> 3.75605983, 1.718874837, 1.432395698, 1.568814336, 0.895247311,
> 1.145916558, 0.532032688, 0.341046595, 0.541127264, 0.402075985,
> 1.220188928, 1.023139784, 0.26738053, 0.899838323, 0.604789295,
> 0.954930465, 1.298705433, 0, 0.682093189, 3.001210033, 0,
> 1.637023655, 0.659538641, 2.05677331, 1.637023655, 1.018592496,
> 1.285483318, 3.683303223, 0.954930465, 2.455535482, 1.780263224,
> 1.159558422, 0.852616487, 0.170523297, 1.432395698, 0.668451326,
> 0.518390824, 0.682093189, 0, 0.254648124, 0.255784946, 0,
> 0, 0, 0.443360573, 0.627525734, 1.336902651, 0.184165161,
> 0.725747154, 1.233451851, 3.001210033, 1.364186379, 0.600242007,
> 1.606530077, 0.440737138, 0, 0, 0.318310155, 0, 0.375151254,
> 0.682093189, 0.241915718, 0.514193327, 0.518390824, 0, 0.4260459,
> 0, 0.368330322, 0.354688458, 0, 0)), .Names = c("datum",
> "stoftm"), class = "data.frame", row.names = c(NA, -174L))
>
> stoft$week<-format(stoft$datum,format("%Y%W"))
> library(zoo)
> z1<-zoo(stoft$stoftm,stoft$week)
> is.regular(z1)
> z2<-as.ts(z1)
>
> I should like to have some help in going further. I can experiment even more,
> but it would be nice if I received some help before I resume my trials.
> Should I transform the index to a better form? What is the frequency that I
> should choose (especially if the index has "%Y%W" form)?
> What is the best way to go forward to the decomposition of the time series?
> Thanking you,
> Ravi
>
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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