Using a date field in a ts?

Question

I wonder how I can make use of an already existing date field when creating a ts in R. Sometimes you simply have a date before you have a ts object, e.g.

x <- as.Date("2008-01-01") + c(30,60,90,120,150)
# add some data to it    
df = data.frame(datefield=x,test=1:length(x))

Now, is there a way to use the datefield of the df to as an index when creating a ts object? Because:

   ts(df$test,start=c(2008,1,2),frequency=12)

(obviuously) completely ignores the date information I already have. Making use of ts methods like acf is the reason why I´d like to make it a ts object. I typcically use monthly an quarterly time series...

Answer 1

I don't know exactly what you're trying to do, but acf also works on simple vectors, given off course it represents a regular time series (i.e. even spaced). Otherwise the result is just bollocks.

>acf(df$test)

Regarding the ts object :

The "dates" you see are just from the print.ts function, so they're not inherent to the ts object. The ts object has no date information in it. You can set the option calender=FALSE to get the standard print out of the ts object.

> ts(df$test,start=2008,frequency=12)
     Jan Feb Mar Apr May
2008   1   2   3   4   5
> print(ts(df$test,start=2008,frequency=12),calendar=F)
Time Series:
Start = c(2008, 1) 
End = c(2008, 5) 
Frequency = 12 
[1] 1 2 3 4 5

Now, the vector you construct looks like :

> x
[1] "2008-01-31" "2008-03-01" "2008-03-31" "2008-04-30" "2008-05-30"

which is or isn't regular, depending on how you see it. If you extract the months, then you have 1 observation for january, 2 for march, 1 for april...: not regular. You have an observation every 30 days : regular. If you have an observation every 30 days, you shouldn't bother about the dates as 365 is not dividable through 30. Hence, one year you'll have 12 observations, another one you'll have 13 observations. So you can't set the frequency in ts in a consequent correct way.

So I'd refrain from using a ts all together, as James already indicated in the comments.

Answer 2

If you want:

• Use the date information you already have
• Easily set the frequency to a desired value
• End up with a ts object

You can start with an xts object, add a frequency attribute, and then convert to ts:

library("xts")
my_xts <- xts(df$test, df$datefield)
attr(my_xts, 'frequency') <- 12  # Set the frequency
my_ts <- as.ts(my_xts)

The resulting ts object will have the specified period and will have the correct dates assigned to each data point.