tstools (version 0.4.3)

regularize: Turn an Irregular Time Series to a Regular, ts-Based Series

Description

Adds missing values to turn an irregular time series into a regular one. This function is currently experimental. Only works or target frequencies 1,2,4,12.

Usage

regularize(x)

Arguments

x

an irregular time series object of class zoo or xts.

Examples

ts1 <- rnorm(5)
dv <- c(
  seq(as.Date("2010-01-01"), length = 3, by = "3 years"),
  seq(as.Date("2018-01-01"), length = 2, by = "2 years")
)
library(zoo)
xx <- zoo(ts1, dv)
regularize(xx)

dv2 <- c(seq(as.Date("2010-01-01"), length = 20, by = "1 months"))
dv2 <- dv2[c(1:10, 14:20)]
xx2 <- zoo(rnorm(length(dv2)), dv2)
regularize(xx2)