Treating NA in timeSeries package

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Treating NA in timeSeries package

upani1982
Dear All,

I am facing problem with NA treatment in my financial time series data.

# data reading

aluminum = read.csv(file="alu.csv", header=T, sep=",")

fut = aluminum [,2]
spt = aluminum [,3]


# Missing Value Treatment (Linear Interpolation)
spt = interpNA(spt, method = c("linear"))
fut = interpNA(fut, method = c("linear"))


fut=fut[,1]
spt =spt[,1]

spt = interpNA(spt, method = c("linear"))
Error in interpNA(spt, method = c("linear")) : spt is not a tis object
> fut = interpNA(fut, method = c("linear"))
Error in interpNA(fut, method = c("linear")) : fut is not a tis object

Then i want to convert my data into time series as following
# Making Time Series
fut = ts(fut, start=c(2006,4), frequency=305)
spt = ts(spt, start=c(2006,4), frequency=305)

Would you please guide me what is the problem with my code?

With best regards,
Upananda Pani
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Re: Treating NA in timeSeries package

PIKAL Petr
Hi

see in line

> -----Original Message-----
> From: R-help [mailto:[hidden email]] On Behalf Of Upananda
> Pani
> Sent: Friday, September 22, 2017 11:45 AM
> To: r-help <[hidden email]>
> Subject: [R] Treating NA in timeSeries package
>
> Dear All,
>
> I am facing problem with NA treatment in my financial time series data.

probably not only with this

>
> # data reading
>
> aluminum = read.csv(file="alu.csv", header=T, sep=",")
>
> fut = aluminum [,2]
> spt = aluminum [,3]
>
here fut and spt are already vectors

> is.vector(iris[,1])
[1] TRUE

>
> # Missing Value Treatment (Linear Interpolation) spt = interpNA(spt, method =
> c("linear")) fut = interpNA(fut, method = c("linear"))
>
>
> fut=fut[,1]
> spt =spt[,1]

so this should give you error similar to this
> iii<-(iris[,1])
> iii[,1]
Error in iii[, 1] : incorrect number of dimensions

>
> spt = interpNA(spt, method = c("linear")) Error in interpNA(spt, method =
> c("linear")) : spt is not a tis object
> > fut = interpNA(fut, method = c("linear"))
> Error in interpNA(fut, method = c("linear")) : fut is not a tis object

here you want to apply function requiring tis object (see documentation  for the function) but fut or spt are only vectors.

>
> Then i want to convert my data into time series as following # Making Time
> Series fut = ts(fut, start=c(2006,4), frequency=305) spt = ts(spt, start=c(2006,4),
> frequency=305)

here you combine start and frequency by weird way. You want to start your time series at April 2006 and you want it to have 305 items which means that it starts at April, 2006 and ends in month 103 in 2006.

> gnp <- ts(cumsum(1 + round(rnorm(100), 2)),  start = c(2006, 4), frequency = 305)
> gnp
Time Series:
Start = c(2006, 4)
End = c(2006, 103)
Frequency = 305
  [1]   1.08   1.17   1.23   1.89   3.70   4.33   4.45   4.88   6.59   6.71
 [11]

All this info I got reading documentation.

>
> Would you please guide me what is the problem with my code?

So my best advice is

?ts
?interpNA
and
reading R-intro.

Cheers
Petr


>
> With best regards,
> Upananda Pani
> ______________________________________________
> [hidden email] 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.

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and provide commented, minimal, self-contained, reproducible code.