search for: tssource

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2009 Jul 14
2
Proper Paste for Data Member
I imported a spreadsheet into a variable sh e.g. sh$aaaa, sh$bbbb, etc... doing the following: tsSource <- ts(paste("sh$",NAMEVARIABLE,sep="") ... ) fails. The paste isn't evaluating properly. What is the proper way to concatenate a data source with a member name such that they evaluate properly. actual code below: doEnv <- function(SOURCEDATA,REGDATA,HOUR,ENVNAME,REPO...
2010 Jan 26
0
Trouble Highlighting outliers on Time Series Plot
...Give then following code: ############################################################ # find STL Outliers by weight and append sh2, use Robust # this should allow the initial outliers to be filtered # this section may be commented out. ############################################################ tsSourceDiag <- stl(tsSource,s.window="per", robust=TRUE) # tsSourceIO <- which(tsSourceDiag $ weights < 1e-8) # # This is how to append run-time regessors for(z in tsSourceIO) { tmpname <-paste("PreIO",z,sep="") #COPY EOM REGRESSOR AS A TEMPLATE sh2[[tmpname]] &lt...
2009 Dec 03
0
Problem with predict() and factors
...;#FF00CC" #Raw Data channel1 <- odbcConnectExcel(SOURCEDATA) sqlTables(channel1) sh1 <- sqlFetch(channel1, "Actuals$") close(channel1) channel2 <- odbcConnectExcel(REGRESSORS) sqlTables(channel2) sh2 <- sqlFetch(channel2, "data$") close(channel2) #Get Raw Data tsSource<-ts(sh1[[ENVNAME]],start=c(2004,1),freq=52) #Data is now a Time Series #Prep Out-of-sample test ranges modLength=length(sh1[[ENVNAME]]) modMax=round((modLength/3)*2) modEndDate=time(tsSource)[modMax] modStartDate=time(tsSource)[1] #RAW SUMAMRY WITH OVERLAY OF OUT OF SAMPLE RANGES summary(tsSou...
2010 Jan 11
1
Getting a date out of an indice in a time series
I have a weekly data set imported via: tsSource=ts(sh1$I000,start=c(2004,1),freq=52) I am now getting to some 'spit and polish' but I realize something I can't wrap my head around. Given an outlier I find at say tsSource[54] ... how can get translate index 54 into the date\week. I mean I can figure out obviously that entry 52 is las...
2010 Jan 12
0
[Solved][Code Snippets] Dropping Empty Regressors
...a level shift but I do what I can.) So here is the code snippet that finally let me pre-check my regressors and drop any of them that were all true or all false. First the automagic STL outlier grabber that caused part of the problem: ############################################################ # tsSource being my time Series source. # sh2 is a table of all my regessors that have been previously pulled in # this has historic and future values in it also, it gets sliced later. # the EOM is the regessor holding weeks that contain an 'End of Month' # # This appends the found IOs to the regresso...