similar to: fSeries not found in R

fSeries Technical Analysis rsiTA problem Hello, I?m trying to use the rsiTA() function but keep getting this error: >rsiTA(tsx,14) Error in "[.timeSeries"(close, 1:(length(close) - 1)) : only 0's may be mixed with negative subscripts Here?s is the first three lines of my data: >tsx[1:3,] close 2004-04-18 20:00:00 8702.82 2004-04-19

Hello, Is there a better way to use paste such as: a = paste(colnames(list.indep)[1],colnames(list.indep)[2],colnames(list.indep)[3],colnames(list.indep)[4],colnames(list.indep)[5],sep="+") > a [1] "aa+dummy1+dummy2+bb+cc" I tried a = paste(colnames(list.indep)[1:5],sep="+") > a [1] "aa" "dummy1" "dummy2"

Hello, I do have two different time series A and B, they are different in length and starting point. A starts in Jan, 2012 and ends in Dec, 2012 and B starts in March, 2012 and ends in Nov, 2012. How can I plot those two series A and B in the same plot? I.E., from Jan. 2012 - Feb, 2012, it would have one data point from A and from Mar, 2012-Nov, 2012, it would have two data points from A and B,

Hello, I try to look at the source code of predict() it turns out that I cannot find it. I can see it with debug(library), but not efficient. Can someone help? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}

Hello, I have a data frame > mdl.summary est.coef std.err t.stat intercept 0.0011625517 0.0002671437 4.351784 aa -0.0813727439 0.0163727943 -4.969997 dummy1 -0.0002534873 0.0001204000 -2.105376 dummy2 -0.0007784864 0.0001437537 -5.415417 bb -0.0002856727

Hello all, When I tried to plot the following two arrays in one figure with the following: x = c(0,0,0,10,20,30) y = c(40,50,60,70,80,90) plot(x, type='o', ylim=c(min(x),max(x))) par(new=T) plot(y, type='l', ylim=c(min(y),max(y))) Found that the first points and last points from those two arrays are overlapping together, but the value 30 is not equal to 90. How could I draw

Hello all, I tried to extract the p-value from adf.test in tseries; however, I got the error message such as > ht=adf.test(list.var$aa) > ht$p-value Error in ht$p - value : non-numeric argument to binary operator > ht Augmented Dickey-Fuller Test data: list.var$aa Dickey-Fuller = -2.3147, Lag order = 4, p-value = 0.4461 alternative hypothesis: stationary > ht$data [1]

Hello all, I have a data frame dataa: newdate newstate newid newbalance newaccounts 1 31DEC2001 AR 1 1170 61 2 31DEC2001 VA 2 4565 54 3 31DEC2001 WA 3 2726 35 4 31DEC2001 AR 3 2700 35 The following gives me the balance of state AR:

Hello all, I have got some data in SAS, and I export it to one excel workbook with multiple sheets, for example, each sheet has the sales information for each state. Then I need to use R to do plotting, analysis on those sales data, where I need to load the data from excel to R. When I read the article at this link: http://yihui.name/en/2009/09/how-to-import-ms-excel-data-into-r/ I am

Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables. For the single equation approach of ECM, there is a requirement of the

Is there a function in R that is equivalent to S-PLUS's seriesMerge(x1, x2, pos="union") where x1, and x2 are of class timeSeries seriesMerge is in S-PLUS's finmetrics. I looked into R's mergeSeries (in fSeries part of Rmetrics) but I could not make it behave quite the same. In R it expected a timeSeries object and a matrix of the same row count. In S-PLUS when using the

Helo, please look at the log below: after loading the fSeries library, I can not use the log function. Is this a bug or what am I doing wrong? Because of this, I'm unable to use the garch library. thanks a lot for any help, Balazs Torma > log(1) [1] 0 > require("fSeries") Loading required package: fSeries Loading required package: robustbase Loading required package:

Hello all, fit = arima() and Summary(fit) will give some summary of the fit. However, the t-stats are not shown in the summary. How can I get the t-stats of it? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}}

Hello, How can I judge if a string is in a group of string? For example, I would like to have if (subpool in pool){ }else{ } Where > pool = c("s1","s2") > subpool = c("s1") How can I write the "subpool in pool" right in R? Thanks very much! Cheers, Rebecca ---------------------------------------------------------------------- This message,

Hello, I am getting the following error message from unitrootTest. Do you have any clue of what could be wrong. Details: AMD64 (x86_64) Gentoo Linux system. library(fSeries) kmodel <- list(ar=c(.3,0,0,0,0.7,-.4*.7),d=1) x=armaSim(nobs,model=kmodel) unitrootTest(x,trend="c",statistic="t",method="adf",lags=2) Error in file(file, "r") : unable to open

Dear R-helpers, I have just loaded the fSeries package and I wanted to run the example provided in the documentation of garchOxFit but I got the following: > library(fSeries) > ?garchOxFit > library(datasets) > ?garchOxFit > ## Not run: > ## garchOxFit - > # Load Benchmark Data Set: > data(dem2gbp) > x = dem2gbp[, 1] >

Dear R-helper, I wish to implement the APARCH model as described in the fSeries documentation. But I get the following: >library(fSeries) [...] > ?aparchFit No documentation for 'aparchFit' in specified packages and libraries: you could try 'help.search("aparchFit")' > help.search("aparchFit") No help files found with alias or concept or

Hi. I am trying to load the package fSeries, in order to load the package fGarch after. However, it says the following message. > local({pkg <- select.list(sort(.packages(all.available = TRUE))) + if(nchar(pkg)) library(pkg, character.only=TRUE)}) Loading required package: fBasics (Error : ... infinite recursion) Loading required package: fImport Loading required package: fSeries Loading

Dear R People: I'm trying to use the garchFit function from the library(fSeries) However, R freezes every time that I use it. Is anyone else having this problem, please? Thanks in advance! R Version 2.2.1 Windows. Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: hodgess at gator.uhd.edu

I'm trying to use garchFit from fSeries, with Student or Skewed Student conditionnal distribution. Let's say that eps (vector) is my series of daily log-returns: data(EuStockMarkets) eps = diff(log(EuStockMarkets[,"CAC"])) library(fSeries) g = garchFit(series = eps, formula.var = ~garch(2,2), cond.dist = "dstd") s = g at fit$series All the coefficients are ok