search for: fincenter

Hello, I must be doing something wrong that's very obvious. But I just don't see it. I changed my Windows Time Zone to GMT and my Financial Center to Montreal. But I still get several warnings. >Sys.timezone() [1] "GMT Daylight Time" >myFinCenter [1] "Montreal" >Sys.timeDate() [1] "Montreal" [1] [2005-04-19 10:55:02] Warning messages: 1: Set timezone to GMT! in: Sys.timeDate() 2: Set timezone to GMT! in: timeDate(as.character(Sys.time()), zone = "GMT", FinCenter = FinCenter) 3: Set timezone to GMT! in: rule...

Hi R users: When I try to merge or bind (cbind or rbind) two series, both with a "FinCenter" different that GMT, the result is "GMT" not the original financial center? What am I doing wrong? ###################################################### require(timeSeries) getRmetricsOptions("myFinCenter") setRmetricsOptions(myFinCenter = "America/Bogota") ge...

...# In which time zone are your data recorded? zone = "Australia/Sydney" # At what local time have your data been recorded? # Say, 16:00:00 local time "Australia/Sydney" when the exchange closes? Time = "16:00:00" # At which Financial Center you like to use your Data? FinCenter = "Australia/Sydney" # Make a timeSeries Object: sydney.ts = timeSeries( data = Data, charvec = paste(Date, Time), units = c("Open", "High", "Low", "Close", "Volume"), zone = "Australia/Sydney", FinCenter = &quot...

...sample was taken (actually, for the purpose of the model, it is sufficient to use the number of weeks from the middle of the sample week to the present). What I have found so far includes: library(Rmetrics) time1 = timeDate(charvec = Sys.Date(), format = "%Y-%m-%d", zone = "", FinCenter = "") time2 = timeDate("2004-08-30", format = "%Y-%m-%d", zone = "", FinCenter = "") difftimeDate(time1,time2,units = "weeks") Does timeDate use the format strings used by the UNIX date(1) command? If so, then can I safely assume timeDa...

...* Independence Day, July 4th (moved to Monday if Sunday) > # * Labor Day, first Monday in September > # * Thanksgiving Day, fourth Thursday in November > # * Christmas, December 25th (moved to Monday if Sunday) > > holidayNERC<-function (year = > currentYear,West=F,FinCenter='America/NewYork') > { > holidays = NULL > for (y in year) { > holidays = c(holidays, as.character(USNewYearsDay(y))) > holidays = c(holidays, as.character(USIndependenceDay(y))) > holidays = c(holidays, as.character(USThanksgivingDay(y))) >...

...0127 20050128 [17] 20050201 20050202 20050203 20050204 Now, I'd like to compute statistics, e.g. acf, by business days. So, I try to convert it into timeDate class. But, when I try to change date format, this is what I am getting: > tt = timeDate('20050101',format=c('%Y%m%d'),FinCenter='GMT') > unclass(tt) list() attr(,"Data") [1] "2005-01-01" attr(,"Dim") [1] 1 attr(,"format") [1] "%Y-%m-%d" attr(,"FinCenter") [1] "GMT" Somehow, I can't change the format to 'yyyymmdd' (e.g. 19950401) Al...

...that's fine! BUT, if the output of the function a bit more complex, it does not work : In this case I'm using a timeSeries object (from Rmetrics) library(fMultivar) timerange = timeSequence(from = "2001-04-11", length.out = 3,by = "weeks", format = "%Y-%m-%d", FinCenter = "GMT") myfun2 = function(x) timeSeries(rnorm(3),timerange) In this case, myfun2(df) returns only the result of the 1st row! BUT apply(df,1,myfun2) in this case, does work But I haven't used the "$" notation to access one field Now if I try (and that is the cas that bugs...

...2:00:00 1.25 2003-10-13 02:00:00 1.27 2003-10-14 02:00:00 1.29 attr(,"positions") [1] "2003-10-09 02:00:00" "2003-10-10 02:00:00" "2003-10-13 02:00:00" [4] "2003-10-14 02:00:00" attr(,"format") [1] "%Y-%m-%d %H:%M:%S" attr(,"FinCenter") [1] "Zurich" attr(,"units") [1] "Open" attr(,"title") [1] "Time Series Object" attr(,"documentation") [1] "Created at Zurich 2004-12-13 15:13:05" How can I get teh value of the attribute positions?

Hi, I was usuing the fExtemes package, and wanted to obtain some of the values returned from the function gumbelFit(). For example, in the following code, I would like to access 'mu' and 'beta' from the object 'para'. How should I go about doing this? Is there any generic method to access the object? ----------------------------------- >library("fExtremes")

...tilities (290.76) loaded. Loading required package: fEcofin Rmetrics Package fCalendar (270.78.2) loaded. The new version of 'fCalendar' has been renamed to 'timeDate' > dt<-"1947-06-13" > myFC<-"America/NewYork" > DT<-timeDate(dt, zone=myFC, FinCenter=myFC) > DT + 3600 America/NewYork [1] [1947-06-13 01:00:00] > library(RMySQL, pos=4) # For db access > DT + 3600 Error in `+.timeDate`(DT, 3600) : no slot of name "Data" for this object of class "timeDate" In addition: Warning message: In `+.timeDate`(DT, 3600)...

I have a timeseries object, ts, and want to get the first date in the series into a string so I can concatenate it with a SQL query. Input and output are shown below. I must be missing something very basic, but I can't seem to pry the data ("2008-07-01") into a string variable. Any suggestions would be appreciated. Thank you, Andrew =====script: class(ts) (ts[1,0]) #returns

...0:00" ... .. .. ..$ : chr [1:2] "TS.1" "TS.2" ..@ positions : chr [1:262] "2004-04-19 01:00:00" "2004-04-20 01:00:00" "2004-04-21 01:00:00" "2004-04-22 01:00:00" ... ..@ format : chr "%Y-%m-%d %H:%M:%S" ..@ FinCenter : chr "London" ..@ units : chr [1:2] "TS.1" "TS.2" ..@ title : chr "Time Series Object" ..@ documentation: chr "Created at London 2005-04-22 12:54:36" Here are the first three lines: >total[1:3,] TS...

is there a straigthforward way to get the holidays for Toronto ? like the function for NYSE e.g. the timeDate class says that setting a finCenter will give the right holidays, but how? thank you very much. stephen