Hi WizaRds,
(I've cross-posted to r-sig-finance because a lot of people there use 'zoo'
objects).
I'm trying to plot 2 time series lined up with par(mfrow=c(2,1)), so that the
time index is the same for the two series. The data have monthly frequency.
An example will illustrate:
# data for these dates (monthly frequency) do not have NAs:
require(zoo)
monthly.dates<- as.Date(c(
"1991-01-31",
"1991-02-28",
"1991-03-31",
"1991-04-30",
"1991-05-30"
))
monthly.only.data<- 1:length(monthly.dates)
# data for these extra dates (daily frequency) do have NAs interspersed with
# non-NA data having monthly frequency:
daily.dates<- seq(as.Date("1991-06-01"), as.Date("1991-07-31"), by=1)
tmp<- zoo(NA, order.by=c(monthly.dates, daily.dates))
z<- cbind(tmp, tmp)
colnames(z)<- NULL
monthly.in.daily.data<- (1:2)/10
z[index(z) %in% monthly.dates, 1]<- monthly.only.data
z[index(z) %in% as.Date(c("1991-06-30","1991-07-31")), 2]<-
monthly.in.daily.data
# this creates a block of data like that listed below.
Here's my problem: I want to plot lines through all non-NA data.
This is straight forward with column 1, but not with column 2.
Why? Because the monthly-frequency data in column 2 have NAs interspersed.
plot(z, type="l")
does not plot a line through the points in column 2.
(It's not a problem with 'plot.zoo'; same thing happens if you
use 'plot' on regular data like:
plot(c(1, NA, 2, 3, NA, 4), type="l")
The following "works" in so far as it will plot the correct
picture,
tmp<- zoo(NA, seq(min(index(z)), max(index(z)), by=1))
z<- cbind(tmp, z); z<- z[,-1]
plot(na.omit(z), type="l")
plot(z[!apply(is.na(z), 1, sum)==2,], type="l")
but for various reasons too long to go into here
I want to know how to plot lines through the non-NA data in
objects like:
c(1, NA, 2, 3, NA, 4)
without having to strip out the NAs with the !apply(is.na(z), 1, sum)==2
hack.
What do I do???
Thanks guys!
Jack.
# p.s. here's that 'zoo' data:
> z
1991-01-31 1 NA
1991-02-28 2 NA
1991-03-31 3 NA
1991-04-30 4 NA
1991-05-30 5 NA
1991-06-01 NA NA
1991-06-02 NA NA
1991-06-03 NA NA
1991-06-04 NA NA
1991-06-05 NA NA
1991-06-06 NA NA
1991-06-07 NA NA
1991-06-08 NA NA
1991-06-09 NA NA
1991-06-10 NA NA
1991-06-11 NA NA
1991-06-12 NA NA
1991-06-13 NA NA
1991-06-14 NA NA
1991-06-15 NA NA
1991-06-16 NA NA
1991-06-17 NA NA
1991-06-18 NA NA
1991-06-19 NA NA
1991-06-20 NA NA
1991-06-21 NA NA
1991-06-22 NA NA
1991-06-23 NA NA
1991-06-24 NA NA
1991-06-25 NA NA
1991-06-26 NA NA
1991-06-27 NA NA
1991-06-28 NA NA
1991-06-29 NA NA
1991-06-30 NA 0.1
1991-07-01 NA NA
1991-07-02 NA NA
1991-07-03 NA NA
1991-07-04 NA NA
1991-07-05 NA NA
1991-07-06 NA NA
1991-07-07 NA NA
1991-07-08 NA NA
1991-07-09 NA NA
1991-07-10 NA NA
1991-07-11 NA NA
1991-07-12 NA NA
1991-07-13 NA NA
1991-07-14 NA NA
1991-07-15 NA NA
1991-07-16 NA NA
1991-07-17 NA NA
1991-07-18 NA NA
1991-07-19 NA NA
1991-07-20 NA NA
1991-07-21 NA NA
1991-07-22 NA NA
1991-07-23 NA NA
1991-07-24 NA NA
1991-07-25 NA NA
1991-07-26 NA NA
1991-07-27 NA NA
1991-07-28 NA NA
1991-07-29 NA NA
1991-07-30 NA NA
1991-07-31 NA 0.2
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