search for: ezivot

Dear All, While i am trying convert data frame object to zoo object I am getting numeric(0) error in performance analytics package. The source code i am using from this website to learn r in finance: https://faculty.washington.edu/ezivot/econ424/returnCalculations.r # create zoo objects from data.frame objects dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z = zoo(x=msft.df$Adj.Close, o...

...gt; >> Depending on how you created df maybe your code has the column names >> wrong. In any case these 4 alternatives all work. Start a fresh R >> session and then copy and paste this into it. >> >> library(zoo) >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" >> fmt <- "%m/%d/%Y" >> >> # 1 >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) >> >> # 2 >> df <- read.csv(u) >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) >> >>...

Dear All, Thanks a lot for your help. Would you please let me know if i want to read a csv file as zoo object from my local file rather than directly from the website, how to do that? library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" fmt <- "%m/%d/%Y" With sincere regards, Upananda Pani On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr <petr.pikal at precheza.cz> wrote: > Hi > > Gabor's code works as expeceted without error. > What is "u" in your case? >...

...how you created df maybe your code has the column names > >> wrong. In any case these 4 alternatives all work. Start a fresh R > >> session and then copy and paste this into it. > >> > >> library(zoo) > >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" > >> fmt <- "%m/%d/%Y" > >> > >> # 1 > >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > >> > >> # 2 > >> df <- read.csv(u) > >> sbux2.z <- read.zoo(df, FUN = as....

Hi, I found this document, but it concerns S+. If it could interest you'll see: http://faculty.washington.edu/ezivot/book/QuanCopula.pdf Cordially Vito You wrote: Dear R: Is there a function or a reference to simulate Gumbel copulas, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R version 2.0.1 windows ===== Diventare costruttori di soluzioni Became solutions' c...

...tion of my book (with Jiahui Wang) Modeling Financial Time Series with S-PLUS has recently been published by Springer-Verlag. The 2nd Edition is updated to cover S-PLUS 7 and S+FinMetrics 2.0. I have also created a website for the 2nd Edition, which can be found at http://faculty.washington.edu/ezivot/MFTS2ndEdition.htm The website contains scripts for all of the examples in the book, as well as a substantial amount of additional material and examples. [[alternative HTML version deleted]]

Hi, Would anyone know if it is possible to run a Beveridge Nelson decomposition of a univariate time series object in R? I searched in the help files but didn't come across any potential methods. Thanks very much, Shruthi -- View this message in context: http://www.nabble.com/Beveridge-Nelson-Decomposition-tp21789452p21789452.html Sent from the R help mailing list archive at Nabble.com.

Hi all, I am looking for study resources for (financial) time series? Hopefully I could find video lectures then it will reduce the learning curve. Thanks a lot! [[alternative HTML version deleted]]

Hi, I did not find any web page about using R in economics and econometrics so far. However, this does not mean that there is none (searching with google for "R" and "economics" gives many pages about economics and a name like Firstname R. Lastname on it ;-)). Does anybody in the list does know such a web page? If not, I will be happy if you, Ajay, could build and