similar to: xts plot behavior

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

I had originally mentioned this only to 2 people, which was Jordan K. Hubbard and Paul Henning-Kemp, but since I have received a lot of queries on this, I thought I might as well post it on the FreeBSD announce groups. Included below is a posting done on the Linux-atm mailing group, by Pragnesh Sampat. I have just adapted for FreeBSD. RV -------------------------- Announcement

Dear CSAG R users, I will be glad if someone can point out what I am doing wrong or not doing at all in this. I am trying to write out netcdf file in R. I have 26 time step but only the first time step is written. For example: >library(ncdf) >path <- '/home/work/' >forecast <- open.ncdf(paste(path,'cam.1980.2005.nc',sep="")) > fore <-

Dear CSAG R users, I will be glad if someone can point out what I am doing wrong or not doing at all in this. I am trying to write out netcdf file in R. I have 26 time step but only the first time step is written. For example: >library(ncdf) >path <- '/home/work/' >forecast <- open.ncdf(paste(path,'cam.1980.2005.nc',sep="")) > fore <-

Hi, Although my doubt is pretty,as i m not from stats background i am not sure how to proceed on this. Currently i am doing a forecasting.I used ARIMA to forecast and time series was volatile i used garchFit for residuals. How to use the output of Garch to correct the forecasted values from ARIMA. Here is my code: ###delta is the data fit<-arima(delta,order=c(2,,0,1)) fit.res <-

Hi. I've managed to make a *very* simple wrapper around the xts library for R into OCaml. (Need to be downloaded from CRAN for OCaml users, but I expect other wrapping to be fairly similar...). The good, good, good thing (from my humble point of view) is that all loading is done statically: Loading the R interpreter is done statically. Loading the xts library is done statically... etc...

Hi all , I have 12 xts objects of differing timeseries stamp. For example : > str(s1_predict.xts) An ?xts? object from 1990-03-25 20:00:00 to 1990-12-15 09:00:00 containing: Data: num [1:725, 1] 11.23 10.18 9.3 9.74 10.18 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : NULL Indexed by objects of class: [POSIXt,POSIXct] TZ: Original class: 'double' xts

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

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

I don't know if timeboxing is the correct term to use to accomplish what I'm attempting, so allow me to explain. I have a set n of tagged observations in time series t. What I'm interested in is taking i seconds before and after every n. My code is below: # observations.xts is an xts time series and arg is the number of seconds to for the timebox timeboxes <-

Hi, I have been using this site ( http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm) to help me with some ARIMA modelling in R. Unfortunately the methods mentioned do not appear to work with second order differencing; arima(*, 2, *). I have used some dummy data to illustrate my point. When I use the xreg=... method, the estimate of intercept is *way* off. This can be seen by the high s.e but I

Hi, I have a bunch of irregularly spaced xts time series (with a POSIX index), and I'm trying to write a function that fillls the missing days. Using a solution suggested by Gabor Grothendieck for zoo, I wrote the following: # FD: Fill missing days FD<-function(ser) {rng<-range(time(ser)) > temp<-merge(ser,xts(,seq(rng[1],rng[2],"day"))) >

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 the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attributes: NULL > temp t_n 2010-12-26

Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x = c(2, 4, 5), order.by =

Hi, I do not understand why after I called apply on a function that returns an xts (getIdvAdjSeries) it returns a matrix whose columns are just numeric value of time series in xts instead of a list of xts objects. Basically, I called the following: apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries) getDivAdjSeries <- function(ticker) { seriesName <-

Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : &gt; class(zc) [1] "xts" "zoo" &gt; str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)

Dear R-users I am new to R and struggling not to bother the list with silly questions. I read the documentation on xts and searched for some examples over the internet on how to use plot.xts. The xts object is as follows dataxts : An 'xts' object from 2010-06-27 to 2010-08-05 containing: Data: num [1:56161, 1:14] 74 74.2 74.2 74.1 73.9 ... Indexed by objects of

Folks, I have some weekly dataseries that I convert to monthly xts (with yearmon indices), and obtain the two following extracts: > str(sig) An 'xts' object from Apr 1998 to Sep 1998 containing: Data: num [1:6, 1] 0.0083 0.2799 -0.2524 -0.0119 0.18 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "e1" Indexed by objects of class: [yearmon] TZ:

Hi R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with