search for: periodicy

Hi Everyone. I am downloading intraday Bloomberg data from R. The code I give is: library(zoo) library(chron) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") dat<-blpGetData(conn, "VG1 Index", c("LAST_PRICE"), start=as.chron(as.Date("2006-9-01",

Hi R experts, The below is an RBloomerg command. The object "intra" here is a zoo object. I need to convert this zoo object into a data frame, called bb. " library(zoo) library(chron) library(RDCOMClient) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") intra<-blpGetData(conn,

look at the spectrums before you do the cbind - I would not suggest letting R wrap the data to fill in a data frame. I would suggest using something that you "know how it acts" in the frequency domain like zero. You are probably introducing periodicies that are not real, and I would suggest not to go down this path. As for finding commonalities amongst signals- it all depends on what

...ntion is to just fit a curve to your data there are many types of cuve fitting options moving average etc. I am essentially trying to fit a smooth line (through some data gaps) from which phenological type indices of snow depth can be derived. What are you trying to do find the dominant periodicy? make a prediction equation? fit a smooth line? or... give us some more information and maybe we can help On 1/28/08, Carson Farmer [1]<cfarmer at uvic.ca> wrote: Rolf Turner wrote: On 26/01/2008, at 10:54 AM, Carson Farmer wrote: Dear List, I am attempting to perform a harmonic an...