Re: [R] Irregular Time Series Issue

From: Spencer Graves <>
Date: Fri, 07 Mar 2008 17:14:40 -0800

      Have you considered using 'corCAR1' with 'lme' in the 'nlme' package?

      Hope this helps. 
      Spencer Graves

p.s. If you are not familiar with this, I highly recommend Pinheiro, J.C., and Bates, D.M. (2000) Mixed-Effects Models in S and S-PLUS (Springer). The "~R\library\nlme\scripts" directory contains "ch01.R", "ch02.R", etc., which contain R scripts to reproduce virtually all the examples in the text. These are especially valuable for R, because the book was written before 'nlme' was ported to R, and there are a few changes for which the version in the book gives the wrong answer, while following the script gives the correct answer.

A Mani wrote:
> Hello,
> I have an irregular time series of the form :
> Time Data Time1 Data1 ....
> 1 b 1 e
> 7 g 4 i
> NA NA 5 k
> NA NA NA NA ...
> (the columns have varying length of NAs after a certain point)
> Converting this to regular time series with Pastecs does not seem to
> work, when I see the
> entire data as a single series. So I remove the NAs and deal with one
> series at a time in a loop.
> Any suggestions ?
> Thanks
> A. Mani
> mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Sat 08 Mar 2008 - 01:29:29 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sat 08 Mar 2008 - 01:30:19 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.

list of date sections of archive