[R] Difference between two time series

Sarwarul Chy sarwar.shabuj at gmail.com
Thu Nov 17 17:56:55 CET 2011

Hello Michael,
Thanks again for your reply. Actually, I am working with wind data.

I have some sample data for actual load.

scan("/home/sam/Desktop/tt.dat") ->tt   ## This is the input for the  actual
output of the generation
t = ts(tt, start=8, end=24, frequency=1,)

I have another random sequence for Generator Dispatch 

scan("/home/sam/Desktop/ss.dat") ->ss## Input for the Generator Dispatch
s= ts(ss, start=10,end=22, frequency=1)

What I want to do now to take the Max and Min difference  of this two
sequence (t and s) over a fixed  time interval. 
 Something like, X=max(t-s, start=10, end=12) # I have an error here, I want
he difference between two over an interval
                        Y=min(t-sx, start=10, end=12)

Then predict the max and min error between time t and t+1 on the basis of
information that I have at t-1. Thanks again.

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