similar to: Time series indexes

I noticed that when one tries to extend a time series (ts) object by a single period using window() actually two observations (NAs) are added. See below for an example. Does anyone know the reason for this behavior and how to avoid it? Thanks. FS > x<-ts(c(1,2,3)) > x1<- window(x, start(x), end(x) + 1, extend = TRUE) > x1 Time Series: Start = 1 End = 5 Frequency = 1 [1] 1 2

One thing that has given me trouble is the fact that the time series implementation in the class ts relies on the concept of a "start" to the time series. For example, if I have ts1 <- ts(c(1,2,3)) dts1 <- diff(ts1) then dts1 will be a vector c(1,1) but with the attribute start = 2. Similarly, when one takes lags the "start" is moved around and the underlying vector

Can someone shed some light on this obscure portion of the help for lm? "Considerable care is needed when using 'lm' with time series. Unless 'na.action = NULL', the time series attributes are stripped from the variables before the regression is done. (This is necessary as omitting 'NA's would invalidate the time series attributes, and if

I declared the environment of the function myfun to be NULL as follows: environment(myfun) <- NULL Later on I called that myfun and got an error message because the function index() in the zoo package was called inside myfun and was not visible: Error in myfun(args) : couldn't find function "index" I tried to use zoo::index() instead of index(), but that did not work. In fact,

This is probably a dumb question, but I cannot figure it out. Why does this happen? dt <- as.Date("1954-02-01") > as.character(dt) [1] "1954-02-01" > sapply(c(dt), as.character) [1] "-5813" Thanks. FS

I am trying to find a way to assign values to elements of a vector that will be defined by a user. So I don't have the name of the vector and cannot hard code the assignment in advance. In the example below I have to get() the vector using its name. When I try to assign to an element I get an error: > a <- c(1,2,3) > get('a')[1] <- 0 Error: Target of assignment expands to

I discovered a bug in a program I am writing which was due to the program using a global variable within a function. For example, myfunc <- function(x) { y} That is, I made a mistake when defining the function and wrote "y" when I should have written "x". However, there was a variable y in the global environment and the function "worked" but gave the wrong

I wanted to create a list with the names of variables and their values. So I wrote the following function. add.to.list.names.vars.1 <- function(lnv, vnv) { i <- 1 while (i < length(vnv)) { z <- as.character(eval(substitute(quote(vnv[i+1])))[[2]][[i + 2]]) lnv[[vnv[i]]] <- list(Name = z, Value = vnv[i+1]) i <- i + 2 } lnv } It works, but it is very

I thought system.time() would return three numbers, the first two adding up to the third one. However, this does not hold in my system running Windows Vista Home Premium, with an Intel Core 2 Duo processor. For example, using the code in the help for system.time() (with one zero added), I got: > system.time(for(i in 1:100) mad(runif(10000))) user system elapsed 0.27 0.00 0.25 Is

hello, I got a problem with plotting large time series, since I want to store the results in a .PDF file (I want to store several pages of plots). The PDF files get too large to be handled (> 10MB, one was even 200MB big). So I wonder, if there would be a possibilty to either - reduce the file size of the PDF - change the way the plot is generated to reduce the plot size? I use:

Hi! I had a database with some variables in sequence. Let me say: TX01, TX02, TX03 and TX04. But I need to run some regressions changing the variables... so: variable <- paste("TX0", 1:4, sep="") for(i in 1:4){ test[i] <- lm(variable[i] ~ INCOME, data=database) } But doesn't work... lm tries to find a variable inside database named variable[i] ... Suggestions?

I was reading in the Reference Manual about Extract.data.frame. There is a list of examples of expressions using [ and [[, with the outcomes. I was puzzled by the fact that, if sw is a data frame, then sw[, 1:3] is also a data frame, but sw[, 1] is just a vector. Since R has no scalars, it must be the case that 1 and 1:1 are the same: > 1 == 1:1 [1] TRUE Then why isn't sw[,1] =

It seems that my Rprofile.site file is not executed when I start R. To test this I included the following code in that file: .First <- function(){ cat("\nWelcome at", date(), "\n") flush.console() } When I start R the message above is not displayed. I am running R 2.6.1 (rgui.exe) under Vista Home Premium. The Rprofile.site is in the etc folder and the R_PROFILE

Is there a way to have an R program send an email? Something like this: address <- 'abc at d.com' text <- 'This is the email body' send.email(address, text) Thanks. FS

Hello to everyone,... I am a new R ambitious user. I would like to be the first at my department using R, but I have encountered a difficulty during the last days that I cannot overcome reading help() and searching over the net. Problem: I have multiple files with financial data like the following (header included): E.g.: filename: AOL.txt aol.txt 4 3 5 3... filename: IBM.txt ibm.txt 6 2 5 2...

Sorry to keep posting but I want to do this right and I'm hoping for some pointers I now have two time series objects which I need to subtract. Unfortunatly the two series dont have the same sample rates. When I try to subtract them avgSub<-avg1-avg2 The time series object is clever enough to object. So I guess I need to write a function for subtraction of the time series objects which

Dear all, I'm indirectly faced with the fact that setting the 'tsp' attribute of an object modifies its class definition: > class( structure(1:2, tsp=c(1,2,1), class=c("myts","ts")) ) [1] "ts" "myts" In general, this is of really little (ok, I admit: totally no) interest for me because 'myts' class is added just after assigning the

I have defined a daily timeseries for the 365 days of 2003 issuing: myts = ts(dati[,2:10],frequency=365,) > myts Time Series: Start = c(1, 1) End = c(1, 365) Frequency = 365 and mytime = as.POSIXct(strptime(as.character(dati[,1]),format="%Y-%m-%d")) contains the dates from "2003-01-01" to "2003-12-31" How can I combine mytime and myts in order to list

I am having a problem with optim() using the "L-BFGS-B" method. When I set the lower limit for the third parameter equal to zero I get an error message: > low.lim.3 <- 0 > phi_opt <- optim(phi_, model_lik, NULL, method = "L-BFGS-B", lower=c(0.2, -100, low.lim.3, 0), upper= c(10, 100, 10, 10), control = list(maxit = 1000, parscale = c(0.2, u1, 0.002, 0.002), trace =

Hi, Has anyone used R to send out an email via an SMTP server? I run R from a script and would like to be able to send out an email from there also. I could shell out to an email program, but was hoping maybe someone had a package for R or a smooth way to do it. Thanks, Josh [[alternative HTML version deleted]]