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2023 Jan 16
1
Reg: Frequency in declaring time series data
...ll,
I have a time series daily data with date are stored ( %dd-%mm-%yy format )
from 22-01-20 to 03-08-21. In total I have 560 observations. I am using the
following command to declare as a time series object. Here the the data set
is 7 days a week.
oil <- read_xlsx("crudefinal.xlsx")
pricet=ts(oil$price, start = c(2020, 22), freq = 365)
roilt=ts(diff(log(oil$price))*100,start=c(2020,22), freq=365)
Shall I have to declare the dates here? I want to know also if it is a 5
day trading a week, how to declare the frequency.
Looking forward to your reply
Regards,
Upananda Pani
Looking f...
2023 Jan 16
0
Reg: Frequency in declaring time series data
...t;>> from 22-01-20 to 03-08-21. In total I have 560 observations. I am using
>> the
>>> following command to declare as a time series object. Here the the data
>> set
>>> is 7 days a week.
>>> oil <- read_xlsx("crudefinal.xlsx")
>>> pricet=ts(oil$price, start = c(2020, 22), freq = 365)
>>> roilt=ts(diff(log(oil$price))*100,start=c(2020,22), freq=365)
>>>
>>> Shall I have to declare the dates here? I want to know also if it is a 5
>>> day trading a week, how to declare the frequency.
>>>
&...
2023 Jan 16
1
(no subject)
Dear Members,
Greetings! I would like to know how to create the lag variable for my data.
# Load data and create time series object ----
oil <- read_xlsx("crudefinal.xlsx")
pricet=ts(oil$price, start = c(2020, 22), frequency = 365)
roilt=ts(diff(log(oil$price))*100,start=c(2020,22),freq=365)
# Fit MSW model ----
roilt.lag0 = window(roilt,start=c(2020,23),end=c(2021,215),freq=365) # get
al the lags right
roilt.lag1 = window(roilt,start=c(2020,22),end=c(2021,214),freq=36...