Michael Weylandt wrote
> 
> Can you provide a reproducible example? 
> 
Of course, Michael.

Consider the following time series:


11/2/2011 14:30 123.53
11/2/2011 15:00 123.78
11/2/2011 15:30 124.24
11/2/2011 16:00 124.2
11/2/2011 16:30 124.07
11/2/2011 17:00 123.91
11/2/2011 17:30 123.44
11/2/2011 18:00 123.0616
11/2/2011 18:30 123.06
11/2/2011 19:00 123.13
11/2/2011 19:30 123.745
11/2/2011 20:00 123.96
11/2/2011 20:30 123.99
11/2/2011 21:00 123.99
11/3/2011 14:30 124.3
11/3/2011 15:00 124.38
11/3/2011 15:30 124.67
11/3/2011 16:00 125.19
11/3/2011 16:30 124.9
11/3/2011 17:00 125.27
11/3/2011 17:30 125.5
11/3/2011 18:00 125.58
11/3/2011 18:30 125.91
11/3/2011 19:00 125.8
11/3/2011 19:30 125.83
11/3/2011 20:00 126.215
11/3/2011 20:30 126.25
11/3/2011 21:00 126.25
11/4/2011 14:30 124.901
11/4/2011 15:00 124.43
11/4/2011 15:30 124.4654
11/4/2011 16:00 124.46
11/4/2011 16:30 124.68
11/4/2011 17:00 124.86
11/4/2011 17:30 124.73
11/4/2011 18:00 125.22
11/4/2011 18:30 125.48
11/4/2011 19:00 125.5601
11/4/2011 19:30 125.4091
11/4/2011 20:00 125.15
11/4/2011 20:30 125.43
11/4/2011 21:00 125.481
11/7/2011 15:30 125.91
11/7/2011 16:00 125.29
11/7/2011 16:30 124.79
11/7/2011 17:00 124.77
11/7/2011 17:30 124.7
11/7/2011 18:00 124.37
11/7/2011 18:30 124.56
11/7/2011 19:00 124.86
11/7/2011 19:30 125.3
11/7/2011 20:00 125.59
11/7/2011 20:30 125.95
11/7/2011 21:00 125.73
11/7/2011 21:30 126.27
11/7/2011 22:00 126.26
11/8/2011 15:30 127.33
11/8/2011 16:00 126.37
11/8/2011 16:30 126.46
11/8/2011 17:00 126
11/8/2011 17:30 126.06
11/8/2011 18:00 126.2662
11/8/2011 18:30 126.23
11/8/2011 19:00 126.4499
11/8/2011 19:30 127.12
11/8/2011 20:00 127.48
11/8/2011 20:30 127.49
11/8/2011 21:00 127.69
11/8/2011 21:30 127.88
11/8/2011 22:00 127.88
11/9/2011 15:30 124.51
11/9/2011 16:00 124.42
11/9/2011 16:30 124.92
11/9/2011 17:00 125.18
11/9/2011 17:30 125.23
11/9/2011 18:00 124.81
11/9/2011 18:30 125.07
11/9/2011 19:00 124.61
11/9/2011 19:30 123.8869
11/9/2011 20:00 123.24
11/9/2011 20:30 123.3329
11/9/2011 21:00 123.6
11/9/2011 21:30 123.19
11/9/2011 22:00 123.161

The rownames are datas plus hour, the data column is the time series' value.

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