search for: aggfxdata

...e, a zoo object with 1400 rows and 4 columns gets created. ( the rows represent minutes so each file is one day worth of data). Inside the loop, I keep rbinding the newly created zoo object to the current zoo object so that it gets bigger and bigger over time. Eventually, the new zoo object, fullaggfxdata, containing all the days of data is created. I was just wondering if there is a more efficient way of doing this. I do know the number of times the loop will be done at the beginning so maybe creating the a matrix or data frame at the beginning and putting the daily ones in something like that wo...

does anyone know how to put a column name on a zoo object. I think achim and gabor are off line or they have gotten totally tired of me an decided to ignore me ( which is totalyy understandable ). logbidask<-log((aggfxdata[,"bid"] + aggfxdata[,"ask"])/2.0) logbidask doesn't have a name and I can't figure out how to get one on it ? aggfxdata is a zoo object. -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}

...of the acf plot is labelled with such huge numbers when the labels should be 1 through 10 since may lag.max = 10 ? i looked at the cdoe of acf but it was pretty much beyond me. i think it has something to do with the way the lag.max variable in the acf function is getting calculated. if i do aggfxdata<-as.ts(aggfxdata) before the call to acf, the same thing happens so the problem is not caused by the fact that aggfxdata is a zoo object. it's not such a big deal because i know the lags are actually 1 thoruh 10 but if someone knows how to get them outputted on the horizontal axis of the ac...

i have the following code below and at the end there are some plotting statements. it actualy looks quite nice when you run it but there is just one strange thing happening that don't know how to fix. the three things being plotted are aggfxdata[,logbidask] which has its own set of times ( it's a zoo object ). rollmeanlogbidask which has a subset of the times that aggfxdata has. basically it starts later than aggfxdata[,logbidask] and when the plot is done, it works in the sense that rollmeanlogbidask gets plotted later. then, i plot...

....60000000 2004-02-10 00:03:54.00000,,105.60000000 # LINES OF CODE fxdata<-read.zoo(file=fxfile,FUN=as.POSIXct,sep=",",col.names=c("date"," bid","ask")) fxdata<-fxdata[( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"] > 0.0 ),] aggfxdata<-as.zoo(aggregatebyminutes(zooobj=fxdata,aggtimeframe=aggtimef rame)) #======================================================================= ==================== Even with the double comma being there, the fxdata<-read.zoo line and the fxdata<-fxdata line still work but then on the agg...