R help - Mar 2014 - Time Series Data Analysis

Hi All

I am totally new to R so this question may sound basic to many of you. I am
trying to use R for time series analysis of some financial instruments.
Currently i have hourly data of a stock which has OPEN/HIGH/LOW/CLOSE in a
CSV file. I used read.table to import the data in R in to a dataframe but i
am following below issues:

1. Date is coming in character format and i am not sure whats the best
package of function to format the date in "DD/MM/YY HH:MM" format
2. When i plot the data using PLOT() data points are so overlapping on the
chart that its hard to identify the data points. I am not able to specify
XLIM parameter as my dates are in character. I tried using the C() function
to provide the first hour and last hour of the data but it won't accept it.
Is there any better package for plotting time series data.
3. Any package which can help me plot the candle stick chart for this OHLC
data and help me do some statistical analysis on the data.

Thanks in Advance.

Regards
Kapil

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Hi,

I am trying to predict the time to certain type of failure given the 
following data on Certain Factory Equipments. The data I have are 
readings collected every day for sensor installed on those equipments 
.On Same day, an equipment can have different Repaires performed,and on 
some days no repairs. When a repair is performed it means some part of 
that equipment failed. Our goal is to find the time to failure of that 
part so we can perform preventative maintenance.I converted the data so I
 have only one type of failure in my data , Part1 failed or not failed 
is my binary output. I intend to do sperate analysis for diffferent part
 failures.
I was thinking of using the randomForestSRC package to fit a model.I 
have not done any survival Timeseries Modeling.
my challenge is how to define the Input Time series in the 
surv(time,output)
What other things should be kept in mind when doing survival analysis on
 such data??


Can i just sort the data by time and use that as input or I need to define my
Starttime
(time when the equipment was brandnew and stop time as time when the equipment
had certain part failure??)


Should the analysis be done separately on each Equipment ID ??
Any ideas appreciated.

Sample data 



shi

 		 	   		  
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Hi
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Kapil Shukla
> Sent: Saturday, March 01, 2014 6:23 PM
> To: r-help at r-project.org
> Subject: [R] Time Series Data Analysis
>
> Hi All
>
> I am totally new to R so this question may sound basic to many of you.
> I am trying to use R for time series analysis of some financial
> instruments.
Well, the best package for beginners is R-intro.pdf which is located probably in
doc directory.
> Currently i have hourly data of a stock which has OPEN/HIGH/LOW/CLOSE
> in a CSV file. I used read.table to import the data in R in to a
> dataframe but i am following below issues:
>
> 1. Date is coming in character format and i am not sure whats the best
> package of function to format the date in "DD/MM/YY HH:MM" format
2.
to convert character to date/time use
?strptime

Then you can set xlim parameters.
> When i plot the data using PLOT() data points are so overlapping on the
> chart that its hard to identify the data points. I am not able to
> specify XLIM parameter as my dates are in character. I tried using the
> C() function to provide the first hour and last hour of the data but it
> won't accept it.
Why you wanted to set contrasts attribute to your factor? Or you used
concatenation function c?

> Is there any better package for plotting time series data.
> 3. Any package which can help me plot the candle stick chart for this
> OHLC data and help me do some statistical analysis on the data.
Second hit from google was package candlesticks. Did you used it? What
statistical analysis do you have on mind, there is 2000+ packages in R which are
mainly amed to do statistical analysis. Without further details you probably do
not get reasonable answer

Regards
Petr

PS. Do not post in HTML.
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

>
> Thanks in Advance.
>
> Regards
> Kapil
>
>       [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
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