search for: mantino84

Dear R community, I have the following two zoo objects: MONTHLY CPI > plot(z) > par("usr") [1] 1977.76333 2011.15333 70.39856 227.03744 > z=zooreg(cpius$Value,as.yearmon("1979-11"),frequency=12) > str(z) ?zooreg? series from Nov 1979 to Oct 2010 Data: num [1:372] 76.2 77 77.8 78.5 79.5 80.3 81.1 82 82 82.6 ... Index: Class 'yearmon' num [1:372]

I have the following daily exchange rate series (from january 1st 1996 to december 31st 2008) and I want to obtain them monthly series from it. I've read about the 'zoo' library but I'm not getting it how to do it. These are the data (left column day-month-year, right column the index) 31/12/1993 1,12509 03/01/1994 1,12509 04/01/1994 1,12558 05/01/1994 1,1258 06/01/1994 1,12596

Dear R users, I have the following script to create bins of specified time intervals bin_end=60/bin_size bin_size=bin_size*100 h=seq(070000,180000,by=10000) breaks=c() for (i in h) { for (j in 0:(bin_end-1)) { value=i+(bin_size)*j breaks=append(breaks,value) } } I would like to plot then using the time as x-axis. I tried the following prova=zoo(myseries,times(breaks)) but of

Dear All, I have a large data set that looks like this: CVX 20070201 9 30 51 73.25 81400 0 CVX 20070201 9 30 51 73.25 100 0 CVX 20070201 9 30 51 73.25 100 0 CVX 20070201 9 30 51 73.25 300 0 First, I would like to import it by merging column 3 4 and 5, since that is the timestamp. Then, I would like to aggregate the data by splitting them in bins of 5 minutes size, therefore from 93000 up to

Dear R community, I am struggling a bit with a probably fairly simple task. I need to use some already existing functions as argument for a new function that I am going to create. 'dataset' is an argument, and it comprises objects named 'mean_test', 'sd_test', 'kurt_test' and so on. 'arg1' tells what object I want (mean, sd, kurt) while 'arg2' tells

dear R experts--- t <- 1:30 f <- function(t) { cat("f for", t, "\n"); return(2*t) } g <- function(t) { cat("g for", t, "\n"); return(3*t) } s <- ifelse( t%%2==0, g(t), f(t)) shows that the ifelse function actually evaluates both f() and g() for all values first, and presumably then just picks left or right results based on t%%2.

Simple question how can you position text in the top left hand corner of a plot? I am plotting multiple plots using par(mfrow=c(2,3)) and all I want to do is label these plots a), b), c) etc. I have been fiddling around with both text and mtext but without much luck. text is fine but each plot has a different scale on the axis and so this makes it problematic. What is the best way to do this?

....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. ------------------------------ Message: 48 Date: Wed, 13 Oct 2010 08:57:03 -0700 (PDT) From: Manta <mantino84 at libero.it> To: r-help at r-project.org Subject: [R] Pasting function arguments and strings Message-ID: <1286985423721-2993905.post at n4.nabble.com> Content-Type: text/plain; charset=us-ascii Dear R community, I am struggling a bit with a probably fairly simple task. I need to use so...

...ist 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. ------------------------------ Message: 46 Date: Mon, 22 Nov 2010 10:35:02 -0800 (PST) From: Manta <mantino84 at libero.it> To: r-help at r-project.org Subject: Re: [R] Ordeing Zoo object Message-ID: <1290450902168-3054192.post at n4.nabble.com> Content-Type: text/plain; charset=us-ascii And how about if I want to order the series from the smallest to the largest value, keeping the date index in...

Dear all, I have two series of returns and I want to find the cross-correlations between these two series. I know of the ccf, but it does not work as I'd like if i type ccf(x,y,lag.max=20,type="correlation",plot=FALSE) i got the error message Error in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : missing values in object So i found that somebody suggested to type

Dear users, I am struggling with this issue. I want to estimate a VAR(1) for three variables, say beta1 beta2 beta3, using monthly observations from January 1984 to September 2009. In-sample period January 1984 to December 2003, out-of-sample January 2004 to September 2009. This is what I have done at the moment

Dear all, I have a dataset with one column being of class Date. When I write the output, I would like that column being written as number of days from 1970-01-01. I could not find anywhere a way to do it. Thanks, Marco -- View this message in context: http://r.789695.n4.nabble.com/Write-date-class-as-number-of-days-from-1970-tp4666155.html Sent from the R help mailing list archive at

Hi there, I'm in desperate need to figure out how to solve this issue. I need to estimate a recursive model for a time series data of asset returns. The dependent variable is the asset return and then I have a set of k variables, a lagged value of the dependent variable (plus an intercept) as regressors. My sample period (monthly observations) starts on Jan 1972. What I need to do is the