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px_settle
2010 Jun 30
3
Embed function strips out date index
...ugh the internet. ?I hope you can help.
I'm in a process of writing a script to estimate error correction
model, and I was following an example in Bernhard Pfaff's Analysis of
Integrated and Cointegrated Time Series with R. ?I have the following
price data:
> head(series,15)
?? ? ? ? ? PX_SETTLE PX_SETTLE.1
2009-01-02 ? ?4515.0 ? ? ?925.50
2009-01-05 ? ?4540.5 ? ? ?927.50
2009-01-06 ? ?4603.5 ? ? ?930.50
2009-01-07 ? ?4470.5 ? ? ?905.25
2009-01-08 ? ?4474.5 ? ? ?906.75
2009-01-09 ? ?4430.5 ? ? ?885.50
2009-01-12 ? ?4402.0 ? ? ?868.00
2009-01-13 ? ?4343.5 ? ? ?868.50
2009-01-14 ? ?4130.5 ?...