similar to: checking the outliers of the time series data set

Dear All, Thanks a lot for your help. Would you please let me know if i want to read a csv file as zoo object from my local file rather than directly from the website, how to do that? library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" fmt <- "%m/%d/%Y" With sincere regards, Upananda Pani On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr

Dear All, I want to create a loop within a function r. The example follows: Box.test (lfut, lag = 1, type="Ljung") if i want to compute the Box.test for lag 1 to 10, I have to write manually change each time for different lag. So i wan to write a loop for the lag 1 to 10 and return the statistics for each lag. Is there any method to do this ? With regards, Upananda -- You may

Dear Sir, Thanks for your mail and help. I got this error while trying to run your code. sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in read.table(file = file, header = header, sep = sep, quote = quote, : 'file' must be a character string or connection Thanks and Regards, Upananda Pani On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at

Hi Gabor's code works as expeceted without error. What is "u" in your case? Cheers Petr > -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Upananda > Pani > Sent: Wednesday, September 20, 2017 11:06 AM > To: Gabor Grothendieck <ggrothendieck at gmail.com> > Cc: r-help <r-help at r-project.org> >

Dear All, While i am trying convert data frame object to zoo object I am getting numeric(0) error in performance analytics package. The source code i am using from this website to learn r in finance: https://faculty.washington.edu/ezivot/econ424/returnCalculations.r # create zoo objects from data.frame objects dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft =

Dear All, I am looking for a cointegration relationship between Spot and Future Price of commodites. The problem i am facing follows: 1. After estimating by Engle-Grranger Method, i found that the residuals are stationary at their level I (o), which is required to fulfill the cointegration test. But the autocorrelation problem arises, as DW statistics is signficantly low 0.50-0.88 for various

Dear All, I want to create a vector p and extract first 20 observations using subset function based on logical condition. My code is below p <- 0:100 I know i can extract the first 20 observations using the following command. q <- p[1:20] But I want to extract the first 20 observations using subset function which requires a logical condition. I am not able to frame the logical

Hallo I am not familiar with any of packages you use (except of MASS and ggplot2) and the code is too complicated without any hint where the error could come from and what is the message you get. I wonder if anybody would like to go through your whole code. 1. data seems to be read correctly ICUData <- read.csv(file = "ICUData.csv", stringsAsFactors = TRUE) ICUData.neuro <-

Dear All, I have a dataset which contains date and 12 other countries data. I have extracted the data as xts object. I am not able to recall all the series in the Y axis. My data set looks like this index crepub finland france germany italy netherlands norway poland <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>

I am sorry. On Wed, Jan 11, 2023 at 5:32 PM Eric Berger <ericjberger at gmail.com> wrote: > No code or data came through. > Please read the posting guidelines. > > > On Wed, Jan 11, 2023 at 1:38 PM Upananda Pani <upananda.pani at gmail.com> > wrote: > > > > Dear All, > > > > I am using roptest function of package "ROptEst" (Kohl

No code or data came through. Please read the posting guidelines. On Wed, Jan 11, 2023 at 1:38 PM Upananda Pani <upananda.pani at gmail.com> wrote: > > Dear All, > > I am using roptest function of package "ROptEst" (Kohl and Ruckdeschel > (2019)) to find out the ML, CvM-MD, and the RMX estimator and their > asymptotic confidence intervals. I am assuming 1-5% of

Dear All, I am using roptest function of package "ROptEst" (Kohl and Ruckdeschel (2019)) to find out the ML, CvM-MD, and the RMX estimator and their asymptotic confidence intervals. I am assuming 1-5% of erroneous data for the RMX estimator. Then I am trying to Plot the data in the form of a histogram and add the three Gamma distribution densities with the estimated parameters and

Dear All, I have a time series daily data with date are stored ( %dd-%mm-%yy format ) from 22-01-20 to 03-08-21. In total I have 560 observations. I am using the following command to declare as a time series object. Here the the data set is 7 days a week. oil <- read_xlsx("crudefinal.xlsx") pricet=ts(oil$price, start = c(2020, 22), freq = 365)

It's not clear what you want but ... On 02/05/2023 10:57, Upananda Pani wrote: > Dear All, > > I have a dataset which contains date and 12 other countries data. I > have extracted the data as xts object. > > I am not able to recall all the series in the Y axis. My data set > looks like this > > index crepub finland france germany italy netherlands norway poland >

Dear All, I am facing problem with NA treatment in my financial time series data. # data reading aluminum = read.csv(file="alu.csv", header=T, sep=",") fut = aluminum [,2] spt = aluminum [,3] # Missing Value Treatment (Linear Interpolation) spt = interpNA(spt, method = c("linear")) fut = interpNA(fut, method = c("linear")) fut=fut[,1] spt =spt[,1]

Hi All, I am new to this forum. I have just started learning R. When i use plot(decompose(x)), i am getting the title " Additive time series decomposition". How to make this title off and change to some other title. Any help regarding this is highly appreciated. With sincerer regards, Upananda -- View this message in context:

Hello I am currently working on forecasting hourly electricity prices where I am required to do wavelet transformation. First I need to calculate decomposition coefficients of the wavelet transform, then I need to select wavelet function using multiresolution technique. I would be really grateful if I can find any help in this matter. Thanking You with regards, -- Name : Tarun Trivedi Senior

Hello I am currently working on forecasting hourly electricity prices where I am required to do wavelet transformation. First I need to calculate decomposition coefficients of the wavelet transform, then I need to select wavelet function using multiresolution technique. I would be really grateful if I can find any help in this matter. Thanking You with regards, -- Name : Tarun Trivedi Senior

Hi all I have a bit of a problem. I want to make a barplot of some data. My data is of a score that is separated by year and by a limit (above 3 and below 3 to calculate the score). Year Limit HSS 1999 ALT 0.675 1999 VFR 0.521 2000 ALT 0.264 2000 VFR 0.295 I would like to have a barplot with year on the x axis and HSS on the y axis and the two limits as two different colors to show the

Hi, In our product i am using the High Speed Serial driver as the WAN interface. I''ve implemented the HSS as a serial driver and i am running PPP to connect to the internet. I have both Voice data + FTP data going thro the PPP session. Is it possible for me to use the Traffic shaper(wonder shaper) in my case/ Do i need to make the HSS driver to appear as a network device inorder to