R help - Nov 2005 - Inputing data from multiple files as time series objects

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...

I would like to input these data in R as time-series objects with
their corresponding names automatically, so that I can manipulate them
(exempli gratia plot acf, pacf, differntiate them, make adf tests,
etc)
For example: I could do that by hand using:
AOL <- ts(read.table(AOL.txt, header = TRUE))))
IBM <- ts(read.table(IBM.txt, header = TRUE))))
but is there another way to achieve the same actions as above with a
more versatile way? (for example loops?)
Or would you suggest inputing these data with another way or as other objects?

Thank you very much in advance,...

Tsardounis Costas

On 11/11/05 9:07 AM, "Constantine Tsardounis" <costas.magnuse at
gmail.com>
wrote:
> 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...
> 
> I would like to input these data in R as time-series objects with
> their corresponding names automatically, so that I can manipulate them
> (exempli gratia plot acf, pacf, differntiate them, make adf tests,
> etc)
> For example: I could do that by hand using:
> AOL <- ts(read.table(AOL.txt, header = TRUE))))
> IBM <- ts(read.table(IBM.txt, header = TRUE))))
> but is there another way to achieve the same actions as above with a
> more versatile way? (for example loops?)
> Or would you suggest inputing these data with another way or as other
objects?
myts <- list()
mydir <- 'path/to/files'
# put all files in the same directory
myfiles <- dir('path/to/files',pattern='.txt')
for (i in myfiles) {
  myts[[sub('.txt','',i)]] <-
    ts(read.table(paste(mydir,myfiles,sep='/'),header=T))
}

This will give you back a list of ts objects based on all txt files in a
directory.  I haven't tested the code, but I hope you get the idea.

Sean

Assuming all the data are in a subdirectory called "Data" and all the
files
have the '.txt' extension, you could do something like.

files <- list.files('Data')
for (file in files){
	temp <- ts(read.table(file, header = T))
	vname <- sub('.txt','',file)
	assign(vname,temp,envir=.Globalenv)
	}


On Friday 11 November 2005 08:07 am, Constantine Tsardounis
wrote:
> 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...
>
> I would like to input these data in R as time-series objects with
> their corresponding names automatically, so that I can manipulate them
> (exempli gratia plot acf, pacf, differntiate them, make adf tests,
> etc)
> For example: I could do that by hand using:
> AOL <- ts(read.table(AOL.txt, header = TRUE))))
> IBM <- ts(read.table(IBM.txt, header = TRUE))))
> but is there another way to achieve the same actions as above with a
> more versatile way? (for example loops?)
> Or would you suggest inputing these data with another way or as other
> objects?
>
> Thank you very much in advance,...
>
> Tsardounis Costas
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
-- 
======================================Michaell Taylor, PhD.
Principal
Boxwood Means, Inc.
203.653.4100

Hi Constantine,

I have not tested it but try ...

y<-c("IBM","MS","DELL","SIEMENS","SUN")

read.data.myfunction<-function(x){
                  for(i in 1:length(x))
                  {
                  paste(x[i],sep="") <-
ts(read.table(paste(x[i],".txt",sep=""), header = TRUE))
                  }
                  }

read.data.myfunction(y)


Manuel




                      Constantine
                      Tsardounis                   To:       r-help at
stat.math.ethz.ch
                      <costas.magnuse at gmail        cc:
                      .com>                        Subject:  [R] Inputing
data from multiple files as time series objects
                      Sent by:
                      r-help-bounces at stat.m
                      ath.ethz.ch


                      11.11.2005 15:07






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...

I would like to input these data in R as time-series objects with
their corresponding names automatically, so that I can manipulate them
(exempli gratia plot acf, pacf, differntiate them, make adf tests,
etc)
For example: I could do that by hand using:
AOL <- ts(read.table(AOL.txt, header = TRUE))))
IBM <- ts(read.table(IBM.txt, header = TRUE))))
but is there another way to achieve the same actions as above with a
more versatile way? (for example loops?)
Or would you suggest inputing these data with another way or as other
objects?

Thank you very much in advance,...

Tsardounis Costas

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html