similar to: require help

Assuming the input data.frame, DF, is of the form shown reproducibly in the Note below, to convert the series to zoo or ts: library(zoo) # convert to zoo z <- read.zoo(DF) # convert to ts as.ts(z) # Note: DF <- structure(list(year = c(1980, 1981, 1982, 1983, 1984), cnsm = c(174, 175, 175, 172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3), with = c(60.3, 60.5, 60.2, 60.1, 60.7)),

hello to all. I am working on macroeconomic data series of India, which in a yearly basis. I am unable to convert my data frame into time series. kindly help me. also using zoo and xts packages. but they take only monthly observations. 'data.frame': 30 obs. of 4 variables: $ year: int 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 ... $ cnsm: num 174 175 175 172 173 ... $ incm:

> On 15 Sep 2017, at 12:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. Do you really need to convert your data to time series/xts/zoo? I don?t know you try what kind of an analysis but perhaps you don?t have to. > kindly

thank you for your valuable reply. I have attached my commands, results, and data with this mail..maybe it will be beneficial for you to feedback. On Tue, Nov 21, 2017 at 9:13 PM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote: > Your example is incomplete... as the bottom of this and every post says, > we need to be able to proceed from an empty R environment to wherever you

oky.. thank you very much to all of you On Sat, Sep 16, 2017 at 2:06 PM, Eric Berger <ericjberger at gmail.com> wrote: > You can just use the same code that I provided before but now use your > dataset. Like this > > df <- read.csv(file="data2.csv",header=TRUE) > dates <- as.Date(paste(df$year,"-01-01",sep="")) > myXts <-

You can just use the same code that I provided before but now use your dataset. Like this df <- read.csv(file="data2.csv",header=TRUE) dates <- as.Date(paste(df$year,"-01-01",sep="")) myXts <- xts(df,order.by=dates) head(myXts) #The last command "head(myXts)" shows you the first few rows of the xts object year cnsm incm wlth

I am working on Johansen cointegration test, using urca and var package. in the selection of var, I have got following results. >VARselect(newd, lag.max = 10,type = "none") $selection AIC(n) HQ(n) SC(n) FPE(n) 6 6 6 5 $criteria 1 2 3 4 5 6 7 8 9 AIC(n) -3.818646e+01 -3.864064e+01

thankx to everyone for your valuable suggestions. one query regarding the GARCH model. I have applied the GARCH model for the same data that I send you all . and my results coming like Error in .sgarchfit(spec = spec, data = data, out.sample = out.sample, : ugarchfit-->error: function requires at least 100 data points to run can you suggest something on it. On Fri, Sep 22, 2017 at 6:02

Your example is incomplete... as the bottom of this and every post says, we need to be able to proceed from an empty R environment to wherever you are having the problem (reproducible), in as few steps as possible (minimal). The example needs to include data, preferably in R syntax as the dput function creates... see the howtos referenced below for help with that. [1], [2], [3] You also need to

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations. > > 'data.frame': 30 obs. of 4 variables:

> On 15 Sep 2017, at 11:38, yadav neog <yadavneog at gmail.com> wrote: > > hello to all. I am working on macroeconomic data series of India, which in > a yearly basis. I am unable to convert my data frame into time series. > kindly help me. > also using zoo and xts packages. but they take only monthly observations. > > 'data.frame': 30 obs. of 4 variables:

dear members, I want to run Toda Yamamoto causal test in my data. I have gone through the some of the examples. but unable to understand wald.test. especially the 'term' argument. kindly help me in understand wald.test ?? -- Yadawananda Neog Research Scholar Department of Economics Banaras Hindu University Mob. 9838545073 [[alternative HTML version deleted]]

hi, I am using R's "kernlab" package, exactly i am doing classification using ksvm(.) and predict.ksvm(.).I want use of custom kernel. I am getting some error. # Following R code works (with promotergene dataset): library("kernlab") s <- function(x, y) { sum((x*y)^1.25) } class(s) <- "kernel" data("promotergene") gene <- ksvm(Class ~ .,

Hi Duncan The simples spreadsheet is: Put a name in the cell, let say "a1" Put number e.g. 1 below "a1" Copy the number to enough rows Select this column and press ctrl-c result is > temp<- read.delim("clipboard") > str(temp) 'data.frame': 1513 obs. of 1 variable: $ a1: Factor w/ 2 levels "1","a1": 1 1 1 1 1 1 1 1 1 1 ...

Dear all I am struggling to fit data which form something like CDF by lognorm. Here are my data: proc <- c(0.9, 0.84, 0.5, 0.16, 0.1) size <- c(0.144, 0.172, 0.272, 0.481, 0.583) plot(size, proc, xlim=c(0,1), ylim=c(0,1)) fit<-nls(proc~SSfpl(size, 1, 0, xmid, scal), start=list(xmid=0.2, scal=.1)) lines(seq(0,1,.01), predict(fit, newdata=data.frame(sito=seq(0,1,.01))), col=2) I tried

Dear all I have 3 questions. Due to some reason I switched from Vista to Ubuntu on home PC. I was used to start with Rgui.exe. However I am not able to find it under Ubuntu and R starts as terminal (probably Rterm). Question 1. Is Rgui.exe available on linux? In Windows doc folder I can find manuals, however I did not find doc folder in Ubuntu. I found somewhere that manuals need to be

Hi Petr; Thanks for your reply. It is much appreciated. A small example is given below for 4 independent and 4 dependent variables only. The values given are regression coefficients.I have looked ggplot documents before writing to you. Unfortunately, I could not figure out as my experience in ggplot is ignorable Regards. Greg y1 y2 y3 y4 x1 -0.19 0.40 -0.06 0.13 x2 0.45 -0.75 -8.67 -0.46 x3

Hi Petr; Thanks so much. Exactly this is what I need. I will play to change color and so on but this backbound is perfect to me. I do appreciate your help and support. Regards, Greg On Thu, Feb 8, 2018 at 1:29 PM, PIKAL Petr <petr.pikal at precheza.cz> wrote: > Hi > > I copied your values to R, here it is > > > > > dput(temp) > > > > temp <-

Hello, I am trying to use varcomp to decompose the variance across multiple nested levels on a lme object. I am able to successfully do this and when I view the varcomp object I can see the individual values / estimates for the variance at different levels. However, I want to be able to extract each of them separately, as I need to build a confidence interval using bootstrapping on the sample

Hi > -----Original Message----- > From: Robert Baer [mailto:rbaer at atsu.edu] > Sent: Wednesday, August 16, 2017 3:04 PM > To: PIKAL Petr <petr.pikal at precheza.cz>; Duncan Murdoch > <murdoch.duncan at gmail.com> > Cc: r-devel at r-project.org > Subject: Re: [Rd] strange behaviour read.table and clipboard > > You said, "put a name in the cell".