Question

I’ve observed that for many operators on overlapping time series, the result is given only for the overlapping portion, which is nice:

> (ts1 <- ts(1:5, start=1, freq=3))
Time Series:
Start = c(1, 1) 
End = c(2, 2) 
Frequency = 3 
[1] 1 2 3 4 5
> (ts2 <- ts((7:3)^2, start=2, freq=3))
Time Series:
Start = c(2, 1) 
End = c(3, 2) 
Frequency = 3 
[1] 49 36 25 16  9
> ts1 + ts2
Time Series:
Start = c(2, 1) 
End = c(2, 2) 
Frequency = 3 
[1] 53 41

However, this doesn’t seem to be the case with cbind(). While the output is aligned properly, NAs are created for the non-overlapping data:

> (mts <- cbind(ts1, ts2))
Time Series:
Start = c(1, 1) 
End = c(3, 2) 
Frequency = 3 
         ts1 ts2
1.000000   1  NA
1.333333   2  NA
1.666667   3  NA
2.000000   4  49
2.333333   5  36
2.666667  NA  25
3.000000  NA  16
3.333333  NA   9

Is there a way to perform that cbind() without creating the rows with NA in them? Or if not, what’s a good way to take the result and strip off the rows with the NAs? It’s not a simple matter of subscripting, because then it loses its timeseries nature:

> mts[complete.cases(mts),]
     ts1 ts2
[1,]   4  49
[2,]   5  36

Maybe something with window(), but calculating the start & end times for the window seems a little yucky. Any advice is welcome.

Answer 1

Why not just na.omit the result?

> na.omit(cbind(ts1,ts2))
Time Series:
Start = c(2, 1) 
End = c(2, 2) 
Frequency = 3 
         ts1 ts2
2.000000   4  49
2.333333   5  36

If you want to avoid na.omit, stats:::cbind.ts calls stats:::.cbind.ts, which has a union argument. You could set that to FALSE and call stats:::.cbind.ts directly (after creating appropriate arguments):

> stats:::.cbind.ts(list(ts1,ts2),list('ts1','ts2'),union=FALSE)
Time Series:
Start = c(2, 1) 
End = c(2, 2) 
Frequency = 3 
         ts1 ts2
2.000000   4  49
2.333333   5  36

But the na.omit solution seems a tad easier. 😉