[R] Handling time-series-Data

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Thu Sep 11 10:40:59 CEST 2008


On Thu, 11 Sep 2008, Kunzler, Andreas wrote:

> Dear List,
>
> I ran into some problems with time-series-Data.
>
> Imagine a data-structure where observations (x) of test attendants (i) are made a four times (q) a year (y). The data is orderd the following way:
> I	y	q	x
> 1	2006	1	1
> 1	2006	3	1
> 1	2006	4	1
> 1	2007	1	1
> 1	2007	2	1
> 1	2007	3	1
> 1	2007	4	1
> 2	2006	1	1
> 3	2007	1	1
> 3	2007	2	1
>
> I am looking for a way to count the attendants that at least have 
> attendend one time a year. In this case 2 persons, because i=2 has no 
> observation in 2007.

You might want to turn your data into an actual time series with one 
series per attendend and then aggregate. I've written a few short 
transformations based on the data above and using the "zoo" package. It's 
somewhat lengthy but might give you a few useful pointers.

hth,
Z

## read data
x <- read.table(textConnection("I y q x
1       2006    1       1
1       2006    3       1
1       2006    4       1
1       2007    1       1
1       2007    2       1
1       2007    3       1
1       2007    4       1
2       2006    1       1
3       2007    1       1
3       2007    2       1"), header = TRUE)

## store year/qtr as "yearqtr" object
library("zoo")
x$yq <- as.yearqtr(x$y + (x$q-1)/4)
x <- x[,-(2:3)]

## reshape data into wide format (one series per individual)
x <- reshape(x, timevar = "I", idvar = "yq", direction = "wide")

## turn data into zoo series with zeros in quarters without observation
z <- zoo(as.matrix(x[,-1]), x[,1])
z <- merge(zoo(,seq(from = start(z), to = end(z), by = 0.25)), z)
z[is.na(z)] <- 0

## aggregate from quarterly to annual observations
zy <- aggregate(z, function(x) as.numeric(floor(x)), sum)

## aggregate over individuals
rollapply(zy, 1, function(x) sum(x > 0), by.column = FALSE)


> I thought about creating a subset with the duplicate function. But I 
> can't find a way to control (i) and (y).
>
> subset(data, !duplicated(i[y]))
>
> Thanx so much
>
> Andreas Kunzler
> ____________________________
> Bundeszahnärztekammer (BZÄK)
> Chausseestraße 13
> 10115 Berlin
>
> Tel.: 030 40005-113
> Fax:  030 40005-119
>
> E-Mail: a.kunzler at bzaek.de
>
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