similar to: dynlm question

Dear All, I'm trying to use dynlm to fit a time series. I have 3 seasonal terms. Here is an example of the problem. This is my time variable, hourly data: timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), as.POSIXct("2011-12-31 23:00:00"), by="hour") My response is: y <- rnorm(length(t), 1000, 500) There are 3 seasonal factors: t.h <-

Dear all, I have a question related to the POSIXlt function in R. I have a set of dates and times, for exmaple: startx <- as.POSIXct("2011-01-01 00:00:00") finx <- as.POSIXct("2011-12-31 00:00:00") daysx<- seq(startx, finx, by="24 hours") I want to change the dates of all the days falling on a Saturday to the next working day (i.e. Monday). So I

R-devel: Some very inconsistent behavior, that I can't seem to find documented. Sys.setenv(TZ="GMT") str(unclass(strptime("1969-12-31 23:59:59","%Y-%m-%d %H:%M:%S"))) List of 9 $ sec : num 59 $ min : int 59 $ hour : int 23 $ mday : int 31 $ mon : int 11 $ year : int 69 $ wday : int 3 $ yday : int 364 $ isdst: int 0 - attr(*, "tzone")= chr

Dear useRs, I've release a new version of the "dynlm" package to CRAN which adds two new features: o instrumental variables regression (two-stage least squares) via formulas like dynlm(y ~ x1 + x2 | z1 + z2 + z3, data = mydata) where z1, z2, z3 are the instruments which can again contain lags/differences/season via the d()/L()/season() operators. o

Hello everybody, it looks like the presense of some (do know know which) S4 methods for a given S4 class degrades the performance of xtfrm (used in 'order' in new R-devel) by a factor of millions. This is for classes that ARE derived from numeric directly and thus should be quite trivial to convert to numeric. Consider the following example: setClass("TimeDateBase",

Thank you for the report. In R-devel, all.equal.POSIXt() by default reports inconsistent time zones. Previously, > x <- Sys.time() > all.equal(x, as.POSIXlt(x, tz = "EST5EDT")) would return TRUE. To ignore the time zone attributes in R-devel, the argument 'check.tzone = FALSE' needs to be used. That said, I can reproduce the 'make check' failure in R-devel on

Dear useRs, recently, there were several discussions on R-help about how to conveniently fit dynamic linear models and time series regressions. The package dynlm tries to address this problem by 1. providing some more functions like lags L() and differences d() and season() in the formula specification of a model and 2. preserving the time series attributes of the data. A first version of the

Dear useRs, recently, there were several discussions on R-help about how to conveniently fit dynamic linear models and time series regressions. The package dynlm tries to address this problem by 1. providing some more functions like lags L() and differences d() and season() in the formula specification of a model and 2. preserving the time series attributes of the data. A first version of the

Good evening all, This topic is gone into at a bit more length at my related Stack Overflow question here: http://stackoverflow.com/questions/34647674/why-do-as-methods-remove-vector-names-and-is-there-a-way-around-it There are two lingering issues despite the abundant insight received at SO, namely: 1) _Why_ do as methods remove their arguments' names attribute? This is a fact which is

So let me try to raise this issue once more, and perhaps be more clear about what I think the issue is.. In my opinion there is now a bug in make check in R-development (tested today with r79361). As I see it, I specify a reasonable TZ environment variable and this leads to make check emitting an error. Best, Kasper On Fri, Oct 2, 2020 at 11:28 AM Kasper Daniel Hansen < kasperdanielhansen

John Putz wrote: > Thanks. > > */ > email: /**/johnputz3655@yahoo.com/* <mailto:johnputz3655@yahoo.com> > */home: 206-632-6522 > cell: 206-910-5229/* > > > ----- Original Message ---- > From: Joe W. Byers <ecjbosu@aol.com> > To: John Putz <johnputz3655@yahoo.com> > Cc: r-sig-finance@stat.math.ethz.ch > Sent: Friday, December 7, 2007

After installing R-3.4.0 I ran 'make check' which halted here: $ > tail reg-tests-1d.Rout.fail -n 16 > ## format()ing invalid hand-constructed POSIXlt objects > d <- as.POSIXlt("2016-12-06"); d$zone <- 1 > tools::assertError(format(d)) > d$zone <- NULL > stopifnot(identical(format(d),"2016-12-06")) > d$zone <- "CET" # =

After installing R-3.4.0 I ran 'make check' which halted here: $ > tail reg-tests-1d.Rout.fail -n 16 > ## format()ing invalid hand-constructed POSIXlt objects > d <- as.POSIXlt("2016-12-06"); d$zone <- 1 > tools::assertError(format(d)) > d$zone <- NULL > stopifnot(identical(format(d),"2016-12-06")) > d$zone <- "CET" # =

Wanted to raise two questions: 1. Is bugs.r-project.org down? I haven't been able to reach it for two or three days: ``` ping bugs.r-project.org PING rbugs.research.att.com (207.140.168.137): 56 data bytes Request timeout for icmp_seq 0 Request timeout for icmp_seq 1 Request timeout for icmp_seq 2 Request timeout for icmp_seq 3 Request timeout for icmp_seq 4 Request timeout for icmp_seq 5

Dear all, I hope this is a right place to post this; r-help might be appropriate but it looks like I'm suggesting a change in base package, so I decided to post here. (+ Apologies if that has been changed recently -- the version I'm using is R.2.12.2 on Windows.) I've noticed an unexpected behavior of trunc.POSIXt: foo <- seq(as.POSIXct( "2009-10-23 22:00:00"),

Yes, you are absolutely right and I'm pretty sure this will be fixed in one way or another. IMO, the failing test should simply use all.equal.POSIXt's new argument check.tzone=FALSE. Two simple alternatives modifying all.equal.POSIXt behaviour: - make check.tzone=FALSE the default: this is inconsistent with other arguments of all.equal methods, always defaulting to stricter checks -

I want to set up a model with a formula and then run dynlm(formula) because I ultimately want to loop over a set of formulas (see end of post) R> form <- gas~price R> dynlm(form) Time series regression with "ts" data: Start = 1959(1), End = 1990(4) <snip> Works OK without a Lag term R> dynlm(gas ~ L(gas,1)) Time series regression with "ts" data: Start =

I am finding that axis.POSIXct uses the local timezone for deciding where to put tic marks, even if the data being plotted are in another time zone. The solution is to use attr() to copy from the 'x' (provided as an argument) to the 'z' (used for the 'at' locations). I have pasted my proposed solution in section 1 below (as a diff). Then, in section 2, I'll put some

Have you noticed any problems with big dates (>=1/1/2040) in R? Here is the bit of code that I'm having trouble with: > test.date <- strptime("1/1/2040",format="%m/%d/%Y") > > unlist(test.date) sec min hour mday mon year wday yday isdst 0 0 0 1 0 140 0 0 0 > > date.plus.one <- as.POSIXct(test.date) +

The return value of Sys.time() today with a timezone of US/Eastern is unchanged between 4.0.3-patched and devel, but on devel the following test fails all.equal(x, as.POSIXlt(x)) with x = Sys.time() This means that devel does not complete make tests (failure on tests/reg-tests-2.R) It is entirely possible that it is an error on my end, I use export TZ="US/Eastern" but I have been