One index value becomes NA when zoo time series converted to xts

Question

I have a zoo time series:

z <- structure(c(55282, 55282, 55282, 55283, 55283, 55283, 55283, 
55283, 55283, 55283, 55283, 2339.96, 2331.98, 2335.53, 2340.33, 
2340.98, 2346.26, 2349.26, 2350.1, 2353.18, 2361.2, 2358.65, 
63.3, 54.5, 58.1, 62.9, 63.7, 69.3, 73.2, 74.5, 77.8, 86.3, 84.2, 
9.8, 8.4, 9, 9.7, 9.8, 10.6, 11.2, 11.5, 12, 13.3, 13), .Dim = c(11L, 
4L), .Dimnames = list(NULL, c("station_id", "ztd", "zwd", "iwv"
)), index = structure(c(14695.875, 14695.9166666667, 14695.9583333333, 
14696, 14696.0416666667, 14696.0833333333, 14696.125, 14696.1666666667, 
14696.2083333333, 14696.25, 14696.2916666667), format = structure(c("m/d/y", 
"h:m:s"), .Names = c("dates", "times")), origin = structure(c(1, 
1, 1970), .Names = c("month", "day", "year")), class = c("chron", 
"dates", "times")), class = "zoo")

Looking at the structure it (as far as I can see) looks fine:

> str(z)
‘zoo’ series from (03/27/10 21:00:00) to (03/28/10 07:00:00)
  Data: num [1:11, 1:4] 55282 55282 55282 55283 55283 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:4] "station_id" "ztd" "zwd" "iwv"
  Index: Classes 'chron', 'dates', 'times'  atomic [1:11] 14696 14696 14696 14696 14696 ...
  ..- attr(*, "format")= Named chr [1:2] "m/d/y" "h:m:s"
  .. ..- attr(*, "names")= chr [1:2] "dates" "times"
  ..- attr(*, "origin")= Named num [1:3] 1 1 1970
  .. ..- attr(*, "names")= chr [1:3] "month" "day" "year"

and the data is all ok:

> z
                    station_id     ztd  zwd  iwv
(03/27/10 21:00:00)      55282 2339.96 63.3  9.8
(03/27/10 22:00:00)      55282 2331.98 54.5  8.4
(03/27/10 23:00:00)      55282 2335.53 58.1  9.0
(03/28/10 00:00:00)      55283 2340.33 62.9  9.7
(03/28/10 01:00:00)      55283 2340.98 63.7  9.8
(03/28/10 02:00:00)      55283 2346.26 69.3 10.6
(03/28/10 03:00:00)      55283 2349.26 73.2 11.2
(03/28/10 04:00:00)      55283 2350.10 74.5 11.5
(03/28/10 05:00:00)      55283 2353.18 77.8 12.0
(03/28/10 06:00:00)      55283 2361.20 86.3 13.3
(03/28/10 07:00:00)      55283 2358.65 84.2 13.0

However, when I convert the data to an xts time-series, one of the indices - and only one - gets changed to NA:

> x <- as.xts(z)
> x
                    station_id     ztd  zwd  iwv
(03/27/10 21:00:00)      55282 2339.96 63.3  9.8
(03/27/10 22:00:00)      55282 2331.98 54.5  8.4
(03/27/10 23:00:00)      55282 2335.53 58.1  9.0
(03/28/10 00:00:00)      55283 2340.33 62.9  9.7
(NA NA)                  55283 2340.98 63.7  9.8
(03/28/10 02:00:00)      55283 2346.26 69.3 10.6
(03/28/10 03:00:00)      55283 2349.26 73.2 11.2
(03/28/10 04:00:00)      55283 2350.10 74.5 11.5
(03/28/10 05:00:00)      55283 2353.18 77.8 12.0
(03/28/10 06:00:00)      55283 2361.20 86.3 13.3
(03/28/10 07:00:00)      55283 2358.65 84.2 13.0

It is the data for the 28th March 2010 at 01:00. I can't see why this is happening - does anyone have any ideas? I originally found this in a huge dataset (over 10 years of data) and it didn't happen for any other dates!

Yes, it's around the right time of year for that in the UK. Do you know what is the best way to check whether my data have any strange time zones associated with them? I thought it was all in UTC... — robintw

Dirk Eddelbuettel Dirk Eddelbuettel · Accepted Answer · 2012-09-04T11:45:57

These issues tend to all have the same origin: daylight savings time. It seems that the chron package leads to the entry being dropped.

But you could switch to POSIXct representation to avoid this shortcoming in chron:

R> zz <- xts(coredata(z), order.by=as.POSIXct(index(z)))
R> options("digits.secs"=0)   ## default display w/o microseconds
R> zz
                    station_id     ztd  zwd  iwv
2010-03-27 16:00:00      55282 2339.96 63.3  9.8
2010-03-27 17:00:00      55282 2331.98 54.5  8.4
2010-03-27 17:59:59      55282 2335.53 58.1  9.0
2010-03-27 19:00:00      55283 2340.33 62.9  9.7
2010-03-27 20:00:00      55283 2340.98 63.7  9.8
2010-03-27 20:59:59      55283 2346.26 69.3 10.6
2010-03-27 22:00:00      55283 2349.26 73.2 11.2
2010-03-27 23:00:00      55283 2350.10 74.5 11.5
2010-03-27 23:59:59      55283 2353.18 77.8 12.0
2010-03-28 01:00:00      55283 2361.20 86.3 13.3
2010-03-28 02:00:00      55283 2358.65 84.2 13.0
R>

Looks like there are some rounding issues, or maybe your entries are off by a second

One index value becomes NA when zoo time series converted to xts

1 Answers