Coerce xts to ts in R

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Happy的楠姐
Happy的楠姐 2021-01-07 02:54

I have xts time-series object for 10 days of data. The data is sampled at minutes frequency. Therefore, for each day, I have 1440 observations. I need to coerce

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  •  [愿得一人]
    2021-01-07 03:50

    An xts-only solution, based on an idea I had from looking at Pascal's answer.

    library(xts)
    set.seed(42)
    timevalues = "20150101 0000/20150110 2359"
    timesequence <- timeBasedSeq(timevalues)
    min_data <- xts(rnorm(14400),timesequence)
    
    ts_data <- ts(as.numeric(min_data), frequency = 1440)
    out <- stl(ts_data, s.window = "per")
    
    ts_out <- merge(min_data, out$time.series)
    plot.zoo(ts_out)
    

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