similar to: Using which function with xts

Hi, I'm having especially hard time today and couldn't find any clue/answer through 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

To R community: I've been pulling my hair for the past few days over this issue now, and I may be at the point where I just can't spot my error. So I thought to reach out to the community and hope someone could kindly help me. I'm trying to create a correlation matrix and plot it. However, I'm trying to create a hybrid of correlation matrix from two different periods, say

Hi, Please can you tell me what I am doing wrong. When trying to merge two xts objects, one of which has multiple character vectors for columns...I am just getting NAs. > str(t) POSIXct[1:1], format: "2011-01-04 11:45:37" > y2 = xts(matrix(c(letters[1:10]),5), order.by=as.POSIXct(c(t + 1:5))) > names(y2) = c(1,2) > y2 1 2 2011-01-04 11:45:38

Hello all. I am using dovecot 1.1.rc4. Some of my mail deliver without errors. Other mail during its deliver give next errors in logs: Postfix log Jun 16 18:34:17 postfix/local[2730]: A394E292002: to=<dpoke at localhost.mail.com>, orig_to=<dpoke at localhost>, relay=local, delay=3013, delays=3008/1.3/0/2.9, dsn=4.3.0, status=deferred (temporary failure) Jun 16 18:34:17

Hi, I have a very large XTS object. It is about 600,000 entries over 1 year time. I would like to subset a specific piece, by "number of days" not a specific date. The way I do it now is awkward. Would love to find a way to do this easier to generate a new object just containing the days I want. --------------------------------------- dayEnds <- endpoints(dataset,

hi folks, if i have an xts object as follows: library(xts) > dd <- as.POSIXct(strptime(c("2009-06-01 08:00:00", "2009-06-01 08:30:00","2009-06-01 09:00:00","2009-06-02 08:00:00", "2009-06-03 08:00:00", "2009-06-03 08:30:00"),"%Y-%m-%d %H:%M:%S")) > a <- xts(1:6,dd) > a [[alternative HTML version

Is there a easy way to create the time index for a zoo/xts object for every 100 milliseconds. eg. time Index would be: 10:00:00:100 10:00:00:200 10:00:00:300 10:00:00:400 I am looking to build an empty zoo/xts object with time index from 10am to 3pm, index jumps by 100ms each row. Thanks, Chris -- View this message in context:

Hello, I coming across a strange problem doing math on an xts object. If I have an xts object of stock prices (perhaps 5 minute bars of open, high, low,close) and want to do some math, the results fail. For example: d$close[10] - d$open[10] works perfectly d$close[10] - d$open[9] fails. I just get an answer of "numeric(0) Index: numeric(0)". My guess is that xts is breaking

I have a data.frame object and I don't really understand how to made an xts class out of it. Consider: > x <- data.frame(datetime, ltp, ltv) > head(x, 2) datetime ltp ltv 1 2009-05-05 07:30:01.604 899 1 2 2009-05-05 07:30:01.963 899 15 > class(x$datetime) [1] "POSIXt" "POSIXct" #This works for only one column and why do I lose the name

Hello, I have a xts object, I would like to fill the NA with linear interpolated data. Can anyone please help. > str(zz) An ‘xts’ object from 2010-11-24 15:59:29 to 2010-11-24 16:00:00 containing: Data: num [1:23401, 1] 312 312 312 312 312 ... Indexed by objects of class: [POSIXct,POSIXt] TZ: xts Attributes: List of 2 $ src : chr "datafeed" $ updated: POSIXct[1:1],

I would like to add vertical shaded blocks in plot.xts graphs (like recession periods in FRED graphs) The reason I use plot.xts instead of plot.zoo is that I like the fact that the grid is automatically aligned with major ticks in plot.xts. xblocks() and rect() do not seem to work with plot.xts (only with plot.zoo). Are there any alternative methods that work with plot.xts? Thanks. -- View

Hi to all, i'm new to R I have an xts object. Can i find: a) how many NA are in my object ? b) eventually where (in which line) they are Thank you

Hi, I am trying to install package xts. I am using OPENSUSE 11 64 bit. When I invoke: install.pacakges("xts",dependencies=T) I received a lot of "ERROR: compilation failed for package" errors when R tries to install xts dependencies. I do not understand this behavior. I notice one thing. It complains. ERROR: compilation failed for package 'Hmisc' ** Removing

So I've got a 154 column wide xts time series object and I want to plot the 154 series on a single plot and have the added benefit of the time series dates on the x axis. Any suggestions for plotting functions, maplot works but does not give dates on the axis and I can't seem to get plot to give me more than one series. Nick [[alternative HTML version deleted]]

There is a function in the fCalendar package called xts.dvs but I m unable to see the code inside the function. Is this common with functions in the fCalendar package or maybe there is something else that I have to do first or use the colon colon command in some manner I want to see the function coee because I want to see the detials Of the algorithm used in the function. I am on linux and my

dear r folks i am a bit puzzled about how to use chron as an index xts and why it differs from zoo. in this example, why can i index zoo but not xts x<-1:23 time.of.day <- times(paste(x,":0:0",sep=""),format="h:m:s") day <- dates("4/8/90") period <- chron(dates=day,times=time.of.day) xts(1:23,period) zoo(1:23,period) i suspect it might be to

Dear R People: This is probably is very simple question. I have a monthly time series, ibm$ts , that I would like to convert to a quarterly series. I know that I could use "aggregate", but I am interested in the to.quarterly conversion, please. Here is my example: > str(ibm$ts) Time-Series [1:144] from 1998 to 2010: 43.7 46.3 46 51.4 52.2 ... > tsp(ibm$ts) [1] 1998.000 2009.917

Hi, I am trying to add a vertical arrow (from top to bottom or from bottom to up) to a time series plot using ggplot2 and xts. It seems that the vertical line command "geom_vline" does not work for this purpose (Correct me if I am wrong). I try the command "geom_segment" as follows, but I got an error message at the last line "Error: Invalid input: date_trans works

Please see updates to df2 assignment as shown below. library(xts) # primary #library(tseries) # Unit root tests library(ggplot2) library(vars) library(grid) dt_xts<-xts(x = 1:10, order.by = seq(as.Date("2016-01-01"), as.Date("2016-01-10"), by = "1 day")) colnames(dt_xts)<-"gdp" xmin<-min(index(dt_xts))

Dear all, I am using the as.xts function to transfer a data frame to the xts The following is the code and result: a<-read.csv("price.csv") a$Date<-as.POSIXct(a$Date) str(a) 'data.frame': 15637 obs. of 2 variables: $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02" "2010-01-04 09:45:03" ... $ bid_hsi: int 21850