Question

I am using The timeBasedSeq function from xts package to use as index in a time series/zoo object but it repeats some of the days it creates! Which than causes problems with zoo because the “index entries in ‘order.by’ are not unique”.

For example:

timeBasedSeq(“19860601/19861231”)

will create

…”1986-10-23″ “1986-10-24” “1986-10-25” “1986-10-26” “1986-10-26” “1986-10-27” “1986-10-28” “1986-10-29″”…

So for some reason it repeats the 26th, how can I avoid that?

Answer 1

The bug is in xts. That function uses seq.POSIXct, and the same behavior can be produced by:

seq(as.POSIXct("1986-10-01"), as.POSIXct("1986-11-01"), by="day")

And even more surprising to me by seq.POSIXlt

seq(as.POSIXlt("1986-10-01"), as.POSIXlt("1986-11-01"), by="day")

But that behavior is well documented in seq.POSIXt and there is a provision for using by="DSTday" which the xts authors should probably have used for the situation when days are the implicit interval. The temporary workaround is:

timeBasedSeq("19860601/19861231")[ !duplicated(timeBasedSeq("19860601/19861231") ]

or more compactly:

unique(timeBasedSeq("19860601/19861231"))