[R] Gaps in time series.

[Prof Brian Ripley]

R does not allow 'gaps' in its class "ts".

Irregular time series are covered in several packages, including tseries, 
its and zoo.

On Sat, 2 Aug 2008, rkevinburton at charter.net wrote:

> I like the fact that in subtracting two time series objects that there 
> is some effort to align the series. So if I have a time series of that 
> begins at 1 and one that begins at 2 a subtraction operation makes sure 
> that the proper values are subtracted. But I am unclear as to the best 
> way to build a time series with "holes". say that I have data for "day" 
> 1,2,6,7 in one time series and 1,2,3,4,5,6,7 in another. How do I 
> construct the time series and indicate the missing data for 3,4,5 as in 
> the first series? Eventually I would like to find the difference between 
> the two series. If the difference is series 2 minues series one, then 
> for the indexes of 3,4,5 in the resultant difference it would just be 
> the series 2 value. The resultant series would have a length of 7.
>
> Thank you.
>
> Kevin
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595