search for: historically

Dear Rui, Not working. I have entirely removed the column containing % but am still bootless: > head(coredata(INFYTX)) INFY Historical Data INFY Historical Data INFY Historical Data INFY Historical Data [1,] "47.26" "44.28" "47.56" "44.28" [2,] "46.30" "44.92"

Isn't this like trying to tie up the horse after it has left the barn? Why not figure all this out _before_ converting to xts? On April 12, 2023 12:29:49 PM PDT, akshay kulkarni <akshay_e4 at hotmail.com> wrote: >Dear Rui, > Not working. I have entirely removed the column containing % but am still bootless: > >> head(coredata(INFYTX)) > INFY

?s 19:57 de 12/04/2023, akshay kulkarni escreveu: > Dear members, > I have an xts object: > >> head(INFYTX) > INFY Historical Data INFY Historical Data.1 INFY Historical Data.2 > 2003-04-16 "47.26" "44.28" "47.56" > 2003-04-17 "46.30" "44.92"

Dear members, I have an xts object: > head(INFYTX) INFY Historical Data INFY Historical Data.1 INFY Historical Data.2 2003-04-16 "47.26" "44.28" "47.56" 2003-04-17 "46.30" "44.92" "46.53" 2003-04-21 "45.82"

Samba version: 4.1.9 Using the idmap_rid backend Case: A Windows AD security group has a historical SID (sidHistory) whose RID matches the RID of a user in the "current domain" For example: (Note the different domain portions of the SID) Current SID of group G: S-1-5-21-1405700021-3363460546-1698178416-30661 Historical SID of group G:

Hi again, I was trying to download stock market data from below link : https://www.nseindia.com/products/content/equities/equities/archieve_eq.htm Input choice : Select Report: Bhavcopy Date(DD-MM-YYYY): 03-03-2010 If you put manual input as above, then we will get option for manual download of file : cm03MAR2010bhav.csv.zip However I then tried to use R to have some automatic download :

Hi Has someone got a package/script at hand to do a historical simulation to calculate the Value at Risk? If your not sure what Historical Simulation is: In simple terms, Historical Simulation (HS) is just taking sample percentiles over a moving sample. Suppose we want to use HS to predict a portfolio's Value-at-Risk at a confidence level of 99 percent and the window size is chosen to be 250

Hi everyone!! I am new in R and I want to create a simple R function for estimating historical-VaR. In y_IBM returns, there are 2300 observations. For evaluation I take the next 2000 observations, then I abandon the latest 300 observations. Firstly, I use the window which has the fix length and contains the observations from 1 to 2000 to estimate the VaR. At first I take 2000 obs. and reorder

I have done the usual estimation of GARCH models, applied to my historical dataset (commodities futures) with a maximum likelihood function and selected the best model on the basis of information criteria such as Akaike and Bayes. Can somebody explain me please the calibration scheme for a GARCH model? I was not able to find a paper, dealing with exactly this algorithm for my case. I only

Hi, Are there any utilities or tools to look at historical data of Memory, CPU Utilization or IO activity on CentOS 6.4 or 5.9 Version? For example the how much the memory was consumed for the period of last six months. Regards, Kaushal

Hello All, Does anyone know how to download historical LIBOR rates of different currencies into R? Or if anyone knows of a website that holds all this data...I only need up to january of 2000. Also, how can we make the row names the index of a plot (the names of the x values)? [[alternative HTML version deleted]]

Dear expeRts, I would like to download a time series of historical data from the ticker with symbol "ROG.VX". Interestingly, I obtain constant values (138.3 for each day in the chosen period) although the yahoo.finance website tells me that the time series is not at all constant. What's wrong? Cheers, Marius require(tseries) hq <- get.hist.quote(instrument="ROG.VX",

Hi, everybody. For a long time I''ve been interested in putting together a blog-like Web site where I write "posts" on historical events and then the posts are automatically ordered on the main page by the date of the events that they describe. I first had the idea because I thought it would be really easy to just back-date the posts to historical dates and have them

Dear R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With regards Maithili

I''m posting this question to both mailing lists as I''m not sure whether it''s a Mechanize problem or a Nokogiri problem. Using Nokogiri and Mechanize to load and parse a web page encoded with Shift-JIS. I have an HTML construct like: <head> <meta http-equiv="content-type" content="text/html; charset=Shift_JIS"> </head> <body>

Hi there, I just set up a system of fallback streams for our free radio station here but I have this weird problem: it always show zero listeners. Our setup is this: We have a listening mount point for people - that fall back to a live streaming from a cellular phone - that fall back to a live streaming from a base station (a pc), that fall back to a 24/7 archive streaming. No matter what the

Dear R-user, I would like to apply spatial statistics on some historical data, in particular from 1850 to 1900 by registration district of England and Wales. I have searched in the R-archive, but unsuccessfully. Do you know whether R contains those shape files? Or where would be possible to download and use in R? Thanks in advance, Carlo Giovanni Camarda +++++ This mail has been sent through the

hi all, I'm working on scrapping some website data to build a database. Under most cases, I can use package XML to get the dataset. However, some of the website doesn't give a explicit address of the downloaded tables. To be more specific, for example, I'm interested in the website http://ets.aeso.ca/ The data we are scraping is the "Pool Weekly Summary" under the

On 2018/11/8 ??9:38, Tiwei Bie wrote: >>> + >>> + if (vq->vq.num_free < descs_used) { >>> + pr_debug("Can't add buf len %i - avail = %i\n", >>> + descs_used, vq->vq.num_free); >>> + /* FIXME: for historical reasons, we force a notify here if >>> + * there are outgoing parts to the buffer. Presumably the

On 2018/11/8 ??9:38, Tiwei Bie wrote: >>> + >>> + if (vq->vq.num_free < descs_used) { >>> + pr_debug("Can't add buf len %i - avail = %i\n", >>> + descs_used, vq->vq.num_free); >>> + /* FIXME: for historical reasons, we force a notify here if >>> + * there are outgoing parts to the buffer. Presumably the