similar to: plot and lines with time series data

I am trying to reproduce the output of a time series example in Koop's book "Analysis of Financial Data". Koop does the example in Excel and I used the ts function followed by the lm function. I am unable to get the exact coefficients that Koop gives - my coefficients are slightly different. After loading the data file and attaching the frame, my code reads: > y = ts(m.cap) >

Hi everyone, I'm trying to plot some data across time. I have a list of articles, ranks, date/times, authors, etc. Someone suggested using zoo and someone suggested using ts. I'm pretty new at this and have been trying a simple if() plot() statement, but it doesn't seem to work. I keep getting an error that Title does not exist. Basically its saying that the headers do not exist as

Hi, I'm trying to make a ts object that has both NA values and a frequency other than 1 (so I can use stl). I've tried all permutations I can think of, but cannot get the desired (expected?) results. The values live in x and the corresponding semi-regular time stamps are in t: > library('zoo') > z = zoo(x, order.by=t, frequency=24) > zzr = as.zooreg(z, start=0) > zr

I have two time series a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10) b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10) Obviously 'b' is a subset of 'a'. I want a single index value indicating where that start of 'b' lines up with the start of 'a'. So in this simple example I would expect an index of 5. I was playing with 'merge'.

Hi R community! I'd like to create a temporal series with ts command for the interval 1st January 2002 - 31 December 2008. I have daily values, so this is a 2557 days temporal series. I'm using this command : ts(observations, start=2002, end=2009, freq=365) However, I don't get the correct temporal series since both frequency (365 OR 366 for leap years) and deltat (1/365 OR

Hi All, I have a data set of daily measurements of river flow. I would like to create a "ts" object from this data. Here's a sample data set: date <- as.Date(c(1:300), format="%Y") year=as.numeric(format(date, format = "%Y")) month=as.numeric(format(date, format = "%m")) julianday=as.numeric(format(date, format = "%j"))

People, It appears that there is no way of getting Boxplots to plot using Mean, SD, Max & Min - is there something else that would do what I want? I couldn't find it . . Thanks, Phil. -- Philip Rhoades GPO Box 3411 Sydney NSW 2001 Australia E-mail: phil at pricom.com.au

Dear R users, I have a quick question regarding creating an index for a zoo object. I am using R 2.12 on winxp. I have read through the R archives searching for information on dates and time series analysis and nothing seems to cover my question. I am extracting data from a time series of remote sensing data. The frequency of the data is 16 days which means I cant use ts (ts likes months single

Hi R Users, I have produced a simulated scatter plot of y versus x tightly clustered around the 45 degree line through the origin with the following code: x <- seq(1,100) y <- x+rnorm(100,0,10) plot(x,y,col="blue") abline(0,1) Is there some way to generate a 3-dimensional analogue of this? Can I get a similar simulated scatter plot of points in 3 dimensions where the points

Greetings, Does anyone know if the C4.5 algorithm is already implemented in R? If yes, please let me know the package. Thanks. -- View this message in context: http://www.nabble.com/C4.5-implementation-in-R-tp23736785p23736785.html Sent from the R help mailing list archive at Nabble.com.

hi, i'm having some trouble getting a package to load a shared library object in .onLoad(...) i have a shared object file, say "mylib.so". if i start an R session, and via the CLI specify the actual library via: > dyn.load("mylib.so") everything works quite well (i.e. i can then follow with some .Call (...) methods) now, i'd like to include this shared library in

dear useRs, i'm working with a mean reverting model of the following specification: y = mu + beta(x - mu) + errorterm, where mu is a constant currently I estimate just y = x (with lm()) to get beta and then calculate mu = estimated intercept / (1-beta). but I'd like to estimate mu and beta together in one regression-step and also get the test-statistics (including parameter

I have a data frame that reads client ID date transcations 323232 11/1/2010 22 323232 11/2/2010 0 323232 11/3/2010 missing 121212 11/10/2010 32 121212 11/11/2010 15 ................................. I want to order the rows by client ID and date and using a black-box forecasting method create the data fcst(client,date of forecast, date for which forecast applies). Assume that I

Hi there, I have a spreadsheet in excel which consists of first column of dates and then subsequent columns that refer to prices of different securities on those dates. (the first row contains each series name) I saved the excel file as type csv and then imported to excel using prices=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Option prices.csv",header = TRUE, sep

Hi, I have a matrix of results of multiple 2x2 chi^2 tests, non- significant tests are marked as TRUE. Is there a function for grouping those variables in a similar way LSD.test from agricolae library does? I reviewed LSD.test's source but it's not helpful for me. This is my matrix: [,1] [,2] [,3] [,4] [,5] [,6] [,7] 1 TRUE FALSE TRUE TRUE TRUE FALSE TRUE 2 FALSE TRUE

Hi, I want to give a summary or anova for "arima" model in R, as "summary", and "anova" for "lm". As including various intervention factors in arima(xreg = ) part, I want to assess the significancy of thse factors. I can do it using interrupted analysis of time series by linear regression, but want to see whether arima model works for the data first.

Hi, when I have made a decision tree with rpart, is it possible to "apply" this tree to a new set of data in order to find out the distribution of observations? Ideally I would like to plot my original tree, with the counts (at each node) of the new data. Reagards, Jay

Hello, I am writing codes for time series computation but encountering some problems Given the quarterly data from 1983Q1 to 1984Q2 PI1<-ts(c(2.747365190,2.791594762, -0.009953715, -0.015059485, -1.190061246, -0.553031799, 0.686874720, 0.953911035), start=c(1983,1), frequency=4) > PI1 Qtr1 Qtr2 Qtr3 Qtr4 1983 2.747365190 2.791594762

Hi R, Can we download Reuters (3000 Xtra) data from R? Does ODBC package help me in this? Or otherwise, is there a way to extract daily closing prices data of Reuters from R? Thank you very much, Shubha This e-mail may contain confidential and/or privileged i...{{dropped:13}}

I have what I hope is a simple question - is it possible to do time series analysis on a small data set specifically only four data points? I have collected human threat data (mean number of threats per kilometre walked/ survey) every 3 months in eight different sites (four with an experimental element and four control sites). I am trying to determine the best way to determine if there is a