[R] superpose 2 time series with different time intervals

2009-08-01 Thread Gary Lewis
I  could use some advice.

I've got 2 time series. Both cover approximately the same period of
time (ie, 1940 to 2009). But one series has annual data and the other
has monthly data. One refers to university enrollment; the other to
unemployment rates. Both are currently in the same data frame.

I'd like to use the monthly times series as a light grayscale
background for a plot of the annual time series, showing both series
as type l (line). Naturally with all the NA's in the annual series,
that plot disappears because points are not connected across missing
values.

I suppose I could make both series annual, but a lot of interesting
detail would get lost this way. Or I guess I could interpolate values
in the annual series with monthly approximations, but this means 11
out of every 12 values is an approximation. Or I suppose I could plot
each series separately and then print them with position information,
which I'm reluctant to do because panel.superpose so nicely handles
the alignment of the 2 panels.

What I'd really like to do is plot each independently but still
superposed. Effectively this seems to mean monthly data intervals but
line connections across the NA's in the series with annual intervals.

Any suggestions would be appreciated. Thanks.

Gary Lewis

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Re: [R] superpose 2 time series with different time intervals

2009-08-01 Thread Gabor Grothendieck
Try this:

# two simulated series
set.seed(123)
ts.sim - arima.sim(list(order = c(1,1,0), ar = 0.7), n = 70)
ts.sim - ts(c(ts.sim), start = 1940)
ts.sim2 - arima.sim(list(order = c(1,1,0), ar = 0.7), n = 12*70)
ts.sim2 - ts(c(ts.sim2), start = 1940, freq = 12)

# plot
plot(ts.sim2, type = l, col = grey(0.5))
lines(ts.sim)
axis(1, time(ts.sim), lab = FALSE)


On Fri, Jul 31, 2009 at 3:15 PM, Gary Lewisgary.m.le...@gmail.com wrote:
 I  could use some advice.

 I've got 2 time series. Both cover approximately the same period of
 time (ie, 1940 to 2009). But one series has annual data and the other
 has monthly data. One refers to university enrollment; the other to
 unemployment rates. Both are currently in the same data frame.

 I'd like to use the monthly times series as a light grayscale
 background for a plot of the annual time series, showing both series
 as type l (line). Naturally with all the NA's in the annual series,
 that plot disappears because points are not connected across missing
 values.

 I suppose I could make both series annual, but a lot of interesting
 detail would get lost this way. Or I guess I could interpolate values
 in the annual series with monthly approximations, but this means 11
 out of every 12 values is an approximation. Or I suppose I could plot
 each series separately and then print them with position information,
 which I'm reluctant to do because panel.superpose so nicely handles
 the alignment of the 2 panels.

 What I'd really like to do is plot each independently but still
 superposed. Effectively this seems to mean monthly data intervals but
 line connections across the NA's in the series with annual intervals.

 Any suggestions would be appreciated. Thanks.

 Gary Lewis

 __
 R-help@r-project.org mailing list
 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.


__
R-help@r-project.org mailing list
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.