Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
w="per", na.action=na.exclude) stl(dataz, s.window="per", na.action=F) stl(datat, s.window="per", na.action=F) On Wed, Jan 19, 2011 at 2:21 PM, Adam Oliner wrote: > The objective is to get the stl calls to work without making up values for > the NAs: > &

Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
Gabor, On Wed, Jan 19, 2011 at 3:36 PM, Gabor Grothendieck wrote: > stl does not support series with NAs > Thank you. This is what I needed to know. Cheers, -- - Adam J. Oliner [[alternative HTML version deleted]] __ R-help@r-project.org

Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
a ts object with a frequency greater than one and at least two periods (which I gave it) and it claims to handle NA values. On Wed, Jan 19, 2011 at 1:59 PM, Gabor Grothendieck wrote: > On Wed, Jan 19, 2011 at 4:27 PM, Adam Oliner wrote: > > My series was regularly spaced, it simply c

Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
t you mean: > z = zoo(x, order.by=t) > t = as.ts(z) > frequency(t) [1] 1 > length(t) [1] 92064 > tt = ts(t, frequency=24) > frequency(tt) [1] 24 > length(tt) [1] 92064 On Wed, Jan 19, 2011 at 1:20 PM, Gabor Grothendieck wrote: > On Wed, Jan 19, 2011 at 4:17 PM, Adam Ol

Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
ct of freq=1, and thus throw an error. > > Which leaves me with a perfectly valid input to stl that is being converted, by stl, into an invalid input before giving me an error. Is there some way to make this work? Is this a bug? On Wed, Jan 19, 2011 at 12:31 PM, Gabor Grothendieck <

Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
Gabor Grothendieck < ggrothendi...@gmail.com> wrote: > On Wed, Jan 19, 2011 at 1:10 PM, Adam Oliner wrote: > > I don't seem to have that method: > > > >> zts = as.ts.zoo(z) > > Error: could not find function "as.ts.zoo" > > > > I'

Re: [R] Semi-Regular Time Series with Missing Values

2011-01-19 Thread Adam Oliner
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 wrote: > On Tue, Jan 18, 2011 at 6:33 PM, Adam Oliner wrote: > > Hi,

[R] Semi-Regular Time Series with Missing Values

2011-01-18 Thread Adam Oliner
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') >