Displaying 14 results from an estimated 14 matches for "r_econometrics".
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2006 Jun 16
2
Yahoo data download problem
Hi all R-Experts,
I'm facing one problem in yahoo data downloading. I'm suing Windows XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download data. I need 500 companies of S&P index daily 'closing price' data for last ten years. My questions are:
1) I have all the ticker names of S&P 500 companies in a .csv format. I'm reading those names in R and
2006 May 11
2
Break Matrix
Hi All,
I have a (331*12) matrix. I wan t to braek it into 28 parts each window having 12 rows, so that each matrix become (12*12) matrix. How can i do this.
Thanks,
Sumanta.
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2006 May 12
2
Basic function help
Hi All,
Can you please tell me if i write a function, and want to return certain object, can "R" work on it? I know this works in S-Plus.
function(x)
{ .......
a<-......
reaturn(a)
}
Does this work in "R"?
Thanks,
Sumanta.
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2006 Jul 04
1
Column Selection
Hi All,
I have 500 variables time series data for 10 years data. I have sorted 10 out of them according to them. Now my group is giving character string. But i want to fetch those varaible data from theoriginal data. How can i do this?
Suppose, total is the data of 500*1500 data. Now i sort 10 variables.
>grp
>"A41" "A48","A489"
Now how can i fetch only
2006 Jul 11
1
Plot Date
Hi R-Users,
First of all i apologize if this is too simple for you. I want to plot an index of which i have daily data for 10 years. I want to plot specific dates in X axis, like 20/05/91 20/12/92 20/07/94 etc..... and the index value in Y axis. Please suggest me.
Thanks,
Sumanta.
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2006 May 15
1
Object call
Hi All,
I have a function like this:
windowlength<-function(x)
{
mat <- matrix(rnorm(331*12),331,12)
z <- rep(seq(0,331,by=11)+1, each=2)
zz <- z[-c(1,length(z))]
ind <- as.data.frame(matrix(zz, nr=2))
lapply(ind, function(x) mat[x[1]:x[2],])
cat("For",x/4,"month i.e",x,"week, number of windows is = ",length(ind),"\n")
2006 May 03
1
Breaking a matrix into parts
Hi,
I've a matrix in 20*11 order. There are 11 variables,
i.e 11 columns and each variable have 20 row data. Now
i want to calculate covariance between any variable
with others taking 4 rows at a time, so that there
will be 5 blocks. How can i do this using any
R-function? If i want to do it in any 'loop' function?
Thanks a lot,
SB.
2006 May 03
3
Giving Error
I tried your code, but it's giving the following
error..
Error in match.fun(FUN) : argument "FUN" is missing,
with no default
2006 May 12
0
Other models of GARCH
Hi All,
Can you please tell me whether "R" can handle other type GARCH models like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these kind of models?
Thanks,
Sumanta Basak.
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2006 May 29
1
TsayData
Hi,
I'm trying to work with TsayData in fSeries package.
How can i fetch any time series data of this package.
Please advice.
Thanks,
Sumanta Basak.
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2006 Jun 22
1
Basic NA handling problem
Hi All,
I need your help in NA handling.
I've following data series.
x<-c(1,4,5,8,NA,4,NA,5,5,1,2,7,8,9,NA,NA,NA,15,6,8)
Now i want to interpolate where NA value persists. Like, between 9 and 5 there are three NA's. So, that should be interpolated like,
1st NA-> (15-9)/4
2nd NA-> 1st NA value + (15-9)/4
Can i get help on this using a 'for' loop. Actually i have huge
2006 Jul 11
1
Other models of GARCH
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2006 May 08
3
GARCH SIMULATION
Hi All,
I,m trying to do a GARCH simulation in R 2.3.0 release
in Windows XP. I've seen garchsim function but that is
for garch (1,1) and ?garch gives an example for ARCH
simulation. Can anyone help me how can i extend the
help shown in ?garch to GARCH simulation? Please help
me in this regard.
Thanks,
Sumanta Basak.
2006 May 12
2
Help In Function
Hi All,
I need a basic help from you. I've built a function like this,
windowlength<-function(x)
{
z <- rep(seq(0,331,by=x-1)+1, each=2)
zz <- z[-c(1,length(z))]
ind <- as.data.frame(matrix(zz, nr=2))
j<-lapply(ind, function(x) mat[x[1]:x[2],])
cat("For",x/4,"month