search for: retclass

...enment offered. library(zoo) CADstocknames <- c("xbb.to","xsb.to","xiu.to") for(i in 1:length(CADstocknames)){ assign(CADstocknames[i], get.hist.quote(CADstocknames[i],quote = "AdjClose")) } mergedCAD <- merge.zoo(xbb.to,xsb.to,xiu.to, all = TRUE, retclass ="data.frame") tail(mergedCAD) -- View this message in context: http://www.nabble.com/feeding-merge.zoo-a-vector-containing-the-names-of-zoo-objects--tp16067806p16067806.html Sent from the R help mailing list archive at Nabble.com.

...e.g. IBM: library('tseries') data<-get.hist.quote(instrument="IBM", start="2000-01-01", end="2010-10-04", quote=c("O","H","L","C","A","V"), compression='d',provider="yahoo", retclass="zoo") names(IBM) I have defined the parameters as follows: Pt=IBM$Adj.Close r=diff(log(Pt)) l=length(Pt) mu=mean(r) t=2:l Given the formula for confidence intervals E(logPt)=logP0+μ*t +1.96*sqrt(t)*s^2, I tried to define a formula in R: logP1=numeric() > logP1[1]=log(Pt[1]) &...

...' num [1:3] 8895 8925 8955 > is.regular(test) [1] TRUE > as.ts(test) Error in z[match0(index(a), indexes), ] <- a[match0(indexes, index(a))] : number of items to replace is not a multiple of replacement length > traceback() 7: FUN(X[[1]], ...) 6: lapply(args, f, ret.zoo = retclass %in% c("list", "data.frame")) 5: merge.zoo(zoo(coredata(x), tt), zoo(, tt2)) 4: merge(zoo(coredata(x), tt), zoo(, tt2)) 3: as.ts.zooreg(x) 2: as.ts.zoo(test) 1: as.ts(test) I will use coredata() to resolve the situation in the larger context. Anyway, does anybody know to remove...

...+ betat * rmt + et # alphat = alphat_1 + n1t # betat = betat_1 + n2t # where et ~ N(0,H) # (n1t,n2t) ~ N(0,Q) #load required packages library(tseries) library(FKF) # load data FTSE100 <- get.hist.quote(instrument = "^FTSE", start = "2007-01-01", quote = "Close", retclass = "zoo", quiet = TRUE) BP <- get.hist.quote(instrument = "BP", start = "2007-01-01", quote = "AdjClose", retclass = "zoo", quiet = TRUE) # calulate continuously compounded daily returns FTSE100.ret <- lag(log(FTSE100), k = -1) - log(FTSE100...

...3 12514 12515 12516 2.65917577 1.17190442 0.83836389 -0.29397904 -0.13243782 0.26200299 12521 12524 12528 12529 2.16601368 0.37524502 0.01084510 1.56555812 Warning message: In merge.zoo(..., all = all, fill = fill, suffixes = suffixes, retclass = "zoo") : Index vectors are of different classes: integer Date Is there an easy workaround; or am I deeply confused; is there a way out? :-) -- Ajay Shah http://www.mayin.org/ajayshah ajayshah at mayin.org http://a...

...1 2005-11-03 26.44 25.55180 1 2005-11-04 26.66 25.55685 1 -code library(tseries) library(timeSeries) msft <- as.timeSeries(get.hist.quote(instrument="MSFT", start="1986-03-31", end="2008-09-10", quote=c("C"), provider="yahoo", retclass="zoo")) msft <- cbind(msft,as.timeSeries(rollapply(as.zoo(msft ),width=200,mean,align="right"))) msft <- cbind(msft,NA) msft[,3] <- (ifelse(msft[,1]>msft[,2],1,-1)) print(msft) -- View this message in context: http://r.789695.n4.nabble.com/help-on-timeseries-...

...990(4) <snip> Works OK without a Lag term R> dynlm(gas ~ L(gas,1)) Time series regression with "ts" data: Start = 1959(2), End = 1990(4) <snip> Works OK with a Lag with this type of call R> form <- gas~L(gas,1) R> dynlm(form) Error in merge.zoo(gas, L(gas, 1), retclass = "list", all = FALSE) : could not find function "L" Does not work using a predefined formula with a Lag (This type of call works using dyn$lm from library(dyn)) How do I make the call (or how do I setup form) so that this works in dynlm? Thanks for any help, Ron To...

...uot; , "HEIA.AS" , "ACS.MC" , "LG.PA" , "STAN.L" , "ALU.PA" , "FRE.MU" , "SW.PA" , "WOS.L" , "AKZA.AS" , "HEN.MU") for( series in tickers ){ print(series) close <- get.hist.quote(instrument=series,retclass="zoo",quote="AdjClose",compression="d", start="2000-1-1", end="2011-12-31",quiet=TRUE) if(series==tickers[1]){ pricedata = close }else{ pricedata = merge( pricedata , close ) } } colnames(pricedata) = tickers # Avoid a missing because of trade halt...

...re row-wise > > List(List(1,2),List(x,6)) expression(list(list(1, 2), list(x, 6))) > PrettyForm("%") / \ | ( 1 ) ( 2 ) | | | | ( x ) ( 6 ) | \ / > > # output TeX > > k <- Sym('k') > yacas(TeXForm((x+1)^2 + k^3), retclass = 'unquote') $\left( x + 1\right) ^{2} + k ^{3}$ > > detach() > yacas was developed by Ayal Pinkus and other contributors. Ryacas was developed by Rob Goedman, Gabor Grothendieck, S?ren H?jsgaard and Ayal Pinkus. Contact Rob for Mac issues and Gabor for all other issues. ___...

...re row-wise > > List(List(1,2),List(x,6)) expression(list(list(1, 2), list(x, 6))) > PrettyForm("%") / \ | ( 1 ) ( 2 ) | | | | ( x ) ( 6 ) | \ / > > # output TeX > > k <- Sym('k') > yacas(TeXForm((x+1)^2 + k^3), retclass = 'unquote') $\left( x + 1\right) ^{2} + k ^{3}$ > > detach() > yacas was developed by Ayal Pinkus and other contributors. Ryacas was developed by Rob Goedman, Gabor Grothendieck, S?ren H?jsgaard and Ayal Pinkus. Contact Rob for Mac issues and Gabor for all other issues. ___...

Dear R People: I have the following code that I use to convert a monthly zoo object to a data.frame, and it works perfectly: library(tseries) z <- get.hist.quote(instrument=inst1, start=start1,end=end1, quote=quot1,comp = "m") y <- as.ts(aggregate(z, as.yearmon, tail, 1)) y.df <- data.frame(y=y,time=time(y)) y.df$x <- ts(y.df[,1]) tsp(y.df$x) <-

list(...), I am working with environmental time series (eg rainfall, stream flow) that have attached quality codes for each data point. The quality codes have just a few factor levels, like "good", "suspect", "poor", "imputed". I use the quality codes in plots and summaries. They are carried through when a time series is aggregated to a longer time-step,

Hi, I let xzoo be an empty object: > xzoo<-{} and I have an existing zoo object x1zoo_f. I would like to combine the two to make a new zoo object, and continue doing so in a loop, which is not shown here. However, when I type > xzoo<-cbind(xzoo, x1zoo_f) An error message emerges Error in zoo(structure(x, dim = dim(x)), index(x), ...) : “x” : attempt to define

Dear All, There is an example for the priceIts function (the its package) which does not work for me as expected. > ?priceIts > x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01", + quote = "Close") Error in validObject(.Object) : invalid class "its" object: Missing values in dates > x2 <-