[R] How to format data for time-series analysis

[Gabor Grothendieck]

Some information on the meaning of the fields would have
been helpful but asuming that the fields are row number, dd-mm-yy date,
Event, State (which may be empty) and Value, the following
produces a list, L, of 3 zoo objects:

Lines.raw <- "Time Event State Value
1  24-10-20   BMU          20
2  25-10-20 Image           2
3  26-10-20   BMU          10
4  27-10-20   BMU          11
5  28-10-20 Image           3
6  29-10-20  DPMS Begin    NA
7  30-10-20 Dream Begin    NA
8  31-10-20   BMU           3
9   1-11-20 Image           4
10  2-11-20   BMU          50
11  3-11-20   BMU          20
12  4-11-20  DPMS   End    NA
13  5-11-20 Dream   End    NA
"
# In reality next line would be Lines <- readLines("myfile.dat")
Lines <- readLines(textConnection(Lines.raw))
# 10 spaces indicates State is empty so replace spaces with a dot
Lines <- sub("          ", " . ", Lines)
DF <- read.table(textConnection(Lines))
L <- lapply(DF[-1], zoo, order.by = as.Date(DF$Time, "%d-%m-%y"))

# Alternately combine everything into a single zoo object, z,
# but since zoo objects are factor or numeric we convert the factors
# to numeric:

z <- zoo(data.matrix(DF[-1]), as.Date(DF$Time, "%d-%m-%y"))

On 10/28/07, B. Bogart <bbogart at sfu.ca> wrote:
> Hey all again,
>
> So I'm going through tutorials and getting a better sense of R structures.
>
> So I made some mockup data to see if I can figure out how to load it
> properly. (attached) if anyone has any suggestions on a better way to
> structure that data please let me know.
>
> So the file has three columns, the date/time of the event, the event
> name, the event state (if there is one) and the event value (if there is
> one). I'm using the built-in date/time class of openoffice as a starting
> point for the date/time.
>
> I'm expecting to load this file as a data.frame where each column is a
> different class. Like so:
>
>  > data <-
> read.table(file="testdata.csv",sep=",",header=TRUE,colClasses=c("zoo","factor","factor","numeric"))
>
> Unfortunately It seems there is no function for converting from
> "character" to "zoo":
>
> Error in methods::as(data[[i]], colClasses[i]) :
>         no method or default for coercing "character" to "zoo"
>
> So I tried using POSIXct as suggested.
>
> Which does load the file, but it seems the times are truncated, leaving
> only the dates:
>
>  > data
>        Time Event State Value
> 1  24-10-20   BMU          20
> 2  25-10-20 Image           2
> ...3  26-10-20   BMU          10
> 4  27-10-20   BMU          11
> 5  28-10-20 Image           3
> 6  29-10-20  DPMS Begin    NA
> 7  30-10-20 Dream Begin    NA
> 8  31-10-20   BMU           3
> 9   1-11-20 Image           4
> 10  2-11-20   BMU          50
> 11  3-11-20   BMU          20
> 12  4-11-20  DPMS   End    NA
> 13  5-11-20 Dream   End    NA
>
> Same results as using "Date" as the colClass.
>
> Any advice?
>
> Thanks,
> B. Bogart
>
>
>
>
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