search for: px_settle

Displaying 1 result from an estimated 1 matches for "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 ?...