search for: testzoo

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2010 Dec 21
1
lm() on a matrix of zoo series
I have a matrix of zoo series. each series is in a column. x <- as.yearmon(2000 + seq(0, 23)/12) # 24 months of data, lets make 20 sets of random data testData <- matrix(rnorm(480),ncol=20) # make a zoo object and columns will hold the 20 series TestZoo <- zoo(testData,order.by=x) # now run lm for just one series. m <- lm(TestZoo[,1]~time(TestZoo))$coeff[2] m time(TestZoo) 0.3443124 m2 <- lm(TestZoo[,2]~time(TestZoo))$coeff[2] m2 time(TestZoo) -0.1192866 I've been struggling trying to use apply ( or something equally suit...
2010 Aug 20
1
differecing a zoo series
...t;Dec 2000" "Jan 2001" [14] "Feb 2001" "Mar 2001" "Apr 2001" "May 2001" "Jun 2001" "Jul 2001" "Aug 2001" "Sep 2001" "Oct 2001" "Nov 2001" "Dec 2001" data<-seq(1,24,by=1) testzoo<-zoo(data,order.by=x) The operation I ant to perform on the zoo series is this. I will illustrate with a small example and formula: the coredata of the zoo series is 1,2,3,4,5,6,7,8 ) I want to calculate Result<- zoo[x]-zoo[x-1] (NA,1,1,1,1,1...NA) The first element of course is undefi...