similar to: Creating Timeseries by manipulating data table

Dear all, I have a problem with a loop, if anyone has any knowledge on these things I would appreciate some comments. The code below is designed to allow me to extract the top record of the data frame, and them remove rows from the data frame which have an index close to the extracted top record. topstorm<-subset(rankeddataset[1,]) ## Extracts the top storm

Hi @all, I am biting my nails with the following problem: I have a data set of daily rainfall measurements for the last 20 years. What I want to do is calculate the daily cumulative sum of rainfall but only for every year which means that the cumulative sum has to be reset each year. After the calculations I want to plot each year of cumulative rainfall as a separate line in one graph preferably

I've been trying to split a space delimited string with double-quotes in R for some time but without success. An example of a string is as follows: /rainfall snowfall "Channel storage" "Rivulet storage"/ It's important for us because these are column headings that must match the subsequent data. Here is some code I've been trying: str <- 'rainfall

I have a time series of rainfall in a dataframe. I would like to be able to aggregate this using a sliding window approach- i.e. a new 24 hourly total is calculated for each hours rainfall. I'm struggling to understand how this might be achieved - currently I've tried looping a sum function to re-calculate a new total at every stage of the loop. for (inp[[9]] in

Hi, For my master thesis I have 24 micro-plots on which I did measurements during 3 months. The measurements were: - Rainfall and runoff events throughout 3monts (runoff being dependant on the rainfall, a coefficient (%) has been made per rainfall event and per 3 months) - Soil texture (3 different textures were differentiated) - Slope (3 classes of slopes) - Stoniness (one time measurement)

Hi, suppose I have a time series rt. Why does this code not work? rt <- data n <- length(rt) - 2 at <- vector(length = n) at = rt-(3.75101e-04 + 9.61877e-02 * rt[-1] - 2.48071e-02 * rt[-2]) Thank you, Benjamin

Hello r-help, I have a couple of time-series of different length and I would like to produce a simple overview plot showing the autocorrelation functions of the series. The time-series are stored in a dataframe like this: > test.data item year value 1 xxx 1961 -1.09 2 xxx 1962 0.21 3 xxx 1963 -0.81 [trimmed] 8

Hello I have 2000 univariate timeSeries of about 20 observations each, as the following, I would like to store all of them in one object, sort of a data frame, and to be able to recall each by its column name, which by the way is the same as the first date. Do you know how can I do this. Thank you Felipe Parra GMT 2009-10-12 2009-10-12 0.002346171 2009-10-14 0.002346171 2009-10-21

Hello, Writing to seek help in regard to some unexpected performance anomaly i am observing in using tsoutlers:tso on the mac vs on an AWS cloud server.. I am running the following code with very small dataset of about 208 records. d.dir <- '/Users/darshanpandya/xxxxxx' FNAME <- 'my_data.csv' d.input <- fread(file.path(paste0(d.dir,"/zzz/"),FNAME,fsep =

Hi there, we are looking for a research assistant for a project on analysing timeseries in the field of educational research. We have timeseries of the subjective perception (I understand, I feel good, I am interested etc.) of 109 students (6 different courses, 26 to 72 hours of classroom teaching, 208 to 332 points of measurement). We want to do exemplary analysis of the interaction

Question on timeSeries and S4 classes: Consider the following: library(timeSeries) data <- rnorm(5) treg <- ts(data, frequency=4) t1 <- timeSeries(data, as.Date('2010-04-15') + 1:5) t2 <- as.timeSeries(treg) Now both t1 and t2 are timeSeries objects, yet t2 at ts is a valid slot, while t1 at ts is not. Thus the ts slot is optional. Sorry if I am misunderstanding the way S4

Hello, I try to simulate an ARMA-model using R, but I didn't find any function to generate such timeseries. In Splus there is the function arima.sim which generates AR-, MA- and ARIMA-series. Is there any similar in R? Best regards, Frank Beimfohr -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read

Test for stationarity (pp-test). In R source code all other command executions I understood, but how I am getting the ssqrtl value ssqrtl <- .C ("R_pp_sum", as.vector(u,mode="double"), as.integer(n), as.integer(l), trm=as.double(ssqru), PACKAGE="ts") please explain the above command. Thanks in advance Ramesh [[alternative HTML version

What can I do? Thanks a lot! [[alternative HTML version deleted]]

Hi Guys, Need your wisdom on this. Say I have a time series (in zoo format) like this > x <- zoo(11:21) > x 1 2 3 4 5 6 7 8 9 10 11 11 12 13 14 15 16 17 18 19 20 21 I want to do a "moving window sampling" of it. The result can either be a matrix or a dataframe like this my.super.moving.window(x, length=3, by=1) 11 12 13 12 13 14 13 14 15 14 15 16 .... 18 19 20

Hi, I'm trying to plot time-series data where each sample breaks down the percentage of CPU time spent in each of four states (usr, nice, sys, idle) 19:08:15 %usr %nice %sys %idle 19:08:16 5 0 10 86 19:08:17 17 0 14 69 19:08:18 5 0 8 87 19:08:19 10 0 10 81 19:08:20 3 0 7 90 19:08:21 4 0 8

I have a timeseries object, ts, and want to get the first date in the series into a string so I can concatenate it with a SQL query. Input and output are shown below. I must be missing something very basic, but I can't seem to pry the data ("2008-07-01") into a string variable. Any suggestions would be appreciated. Thank you, Andrew =====script: class(ts) (ts[1,0]) #returns

Hi all. I'm suddenly having problems with the following: > FUT10Y<-read.table("C:\\FUT10YR.csv",header=TRUE,sep=",") > head(FUT10Y) Date PX_OPEN PX_HIGH PX_LOW PX_LAST 1 1/5/1999 119.0000 119.1875 118.5312 118.6250 2 1/6/1999 118.5938 118.8750 118.2812 118.8438 3 1/7/1999 118.9062 119.0312 118.3750 118.5000 4 1/8/1999 118.4688 118.5625 117.5312

Does anyone know why the following code hangs on the do.call, but works fine when I either comment out the require(timeSeries) or only do 2 levels of a for loop instead of 3? Thanks, Andrew Bierbryer require(timeSeries) num <- 1 x.list <- list() for ( i in 1:10 ) { for ( j in 1:20 ) { for ( k in 1:30 ) { x.list[[num]] <- cbind(num,10)

Hi, I try to calculate the correlation between macroeconomic data from FRED vs Market Data However, since the timeseries are not in synch, the correlation fails. require(quantmod) USPBS =get(getSymbols("USPBS", src="FRED" )) USPBS = USPBS['1983-1-1::'] monDMANEMP = Cl(to.monthly(USPBS)) > length(monDMANEMP) [1] 312 > head(monDMANEMP) USPBS.Close