search for: myseri

...(1:length(myvector) function(.length) { c(myvector[1}:myvector[.length]) }) but test it because i didn't. >Hi all, > >What may be a smart, efficient way to get the following result: > >myvector <- c("A","B","C","D","E") >myseries <- miracle(myvector) >myseries >[1] >[[1]] "A" >[2] >[[1]] "A" "B" >[3] >[[1]] "A" "B" >[4] >[[1]] "A" "B" "C" >[5] >[[1]] "A" "B" "C" "D" &g...

Hi useRs, I'm trying to fit a basic AR(2) model with the 'ar' function. And when I try to check the value of the coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <- tail(head(myserie, -1), -1) myserieminus2 <- head(myserie, -2) ###Yule Walker equations r1 <- cor(myserieminus0, myserieminus1...

Hi useRs, I'm trying to fit a basic AR(2) model with the 'ar' function. And when I try to check the value of the coefficients, I could not find the same value as the 'ar' function. Here is my example: myserie <- c(212, 205, 210, 213, 217, 222, 216, 218, 220, 212, 215, 236) #plot(myserie, type="l") myserieminus0 <- tail(myserie, -2) myserieminus1 <- tail(head(myserie, -1), -1) myserieminus2 <- head(myserie, -2) ###Yule Walker equations r1 <- cor(myserieminus0, myserieminus1...

...rs. However, if my zoo object contains multiple (i.e. 3) series and I plot my data so that I get a plot window with three sub-plots (one for each series), I cannot adjust the x axis labeling using the above line of code. That is, the following does not seem to work: # create the zoo object MySeries <- cbind(RCPTOI, RNCPTOI, NRPTOI) MyZooSeries <- zoo(MySeries, Dates) # construct a plot plot(MyZooSeries, type="l", col="red", xaxs="i", xaxt="n") axis.Date(1, at=seq(as.Date("1984/01/31"), as.Date("2005/10/31"), by="2 yea...

Hello, I am currently attempting to introduce R at my company and am trying to import time series data from a text file into R to graph. The format of the text file is in date, data (e.g., 20040929 3.361). My problem is that I do not know how to get R to recognize the first column as a business date series. Or at the very least, I am unable to find a function that will grap the second column

...cified 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 course I got the plot with the time as 80000, 90000, 100000 and so on. I would like only 08:00, 09:00 and so on (maybe also the half hours). How to do it? Thanks for your help, Marco -- View this message in context: http://r.789695.n4.nabble.com/Chron-object-in-time-seri...

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but the loops