similar to: predicting financial time series

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I need to count the covariance of two time series. Both of them contain the dates' vector and vector of values. But the dates are not the same. It means some dates of first ts are not in the second respectively. And I need the covariance of same dates, of course. Could anyone help me, please? Thank you. lukas - -- Lukas Kubin lukas.kubin at

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Is it possible to create a time series from existing data frame? One column of that frame contains dates (like "01/01/01") and the second one the values. The period is non-regular (it is not strictly daily nor working-days-daily). Thank you. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I would like to code a script which processess all possible combinations of matrix columns. The purpose of such operation is to automatically find best combination of factors (not those factors in mean of R, but explaining factors -- independent variables) received from lm(). The independent variables are present in columns of the matrix. I am not a

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I need to read in a dataframe stored in a cvs file. The problem is I don't know how to tell R the first column (in format like "7-Jan-80") is a vector of dates. Could you help me, please? Thanks. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.0.5 (GNU/Linux)

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I got the report Coefficients: (1 not defined because of singularities) while trying to get my model's coefficients from lm() What shall I do to avoid it and get the one missing coefficient? Thank you. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.0.5 (GNU/Linux)

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I have a stock market trading values time series. What's the best way to extract the "last day of month" values. I looked at function window() but doesn't appear suitable for this since it expects regular dates. Thank you. lukas - -- Lukas Kubin lukas.kubin at permonik.com phone: 00420603836180 -----BEGIN PGP SIGNATURE-----

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I wish to use rsync to synchronize a whole fat32 (MSWindows) partition mounted into a linux system. I run rsync from linux. The problem is rsync synchronizes most of the data even if the data hasn't changed since the original image was made. I used the -avz parameters to do the backup and the same for restoration. Also I've tried just -rvz. It

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I'm getting the rsync error "partial transfer (code 23) at main.c(925)" when restoring a 'rsync-ed' Windows partition from a Linux system. I feel the problem might be caused by the characterset (win-1250) which the files on Windows partition are stored in. Is there any solution to this? Thank you lukas - -- Lukas Kubin phone:

As a true R-Newbie, I thought I would respond to Zed Shaw's ideas. I think they're all good. I've put comments re the ones which would be critical for me >>>1) An R Cookbook section of the site where people can submit pieces >>>of interesting code that satisfies a need. This would be similar to the >>>Perl/Python/Java Cookbook texts that O'Reilly

Please contact me directly at griff-uev+LmwxQNY@public.gmane.org if you are interesting working onsite at our client''s office in NYC participating in cutting edge development of financial services applications - $700-$900 per day. Thanks, Kathleen Griffiths www.sg.com http://www.linkedin.com/in/kathleengriffiths www.createthebestyou.com (my life coaching website) -- You received this

The accumulation of positions by those in the know has shot A_U_N_I up 33% in a few short days. We hope you all got in early like we told you to, and are enjoying your good fortune. But even if you didn't don't worry because the big announcement has yet to be made. Monday, October 30 may be your last chance before this thing triples. Don't hesitate. Price: O.85 Projected: 2.3O

I have been trying for some time to run a British financial program, called ShareScope, under Wine. It is the sole remaining reason for me to run Windows, so I am keen to succeed. The developers of the program claim to have run it successfully under Wine, but they don't provide support. Since this is a minority interest, I will have to solve it myself, but I'm stuck ! My Linux system

Hi, I am working on a highly powerful analytical database system - SAP HANA. it can crunch a million records in a matter of micro seconds and supply the data (in the form of a table/dataframe) for any R algorithm/function. I am looking for specific scenarios/use cases/KPIs in the Finance/Insurance sector to bring together the the data crunching power of SAP HANA and functions available in HANA.

Insightful are now taking bookings for the Financial Time Series Modelling course to be held at Carlton Terrace in London SW1 on 12th and 13th April 2005. We are also pleased to offer the 1 day Advanced Time Series Modelling course on April 19th at the same location. Extract for Financial Time Series Modelling : This two day course will provide participants with a working knowledge of a range

We''re a small startup looking for a contractor to help us build a part of our application. Location: The Presidio, San Francisco, California. No remote developers because you''ll work closely with customer staff on site. Duration: 4-6 months initially with possibly of extension. Task: front- and back-end for new pages in a financial application. Expertise in ruby 1.8 and Rails

Hello,   I would like to create a function that computes intraday returns of a financial asset on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds. The main problem is that the times series of prices is irregularly spaced in time. I have looked in the "zoo" or "its" classes but have not found any answer to my problem.

The accumulation of positions by those in the know has shot A_U_N_I up 33% in a few short days. We hope you all got in early like we told you to, and are enjoying your good fortune. But even if you didn't don't worry because the big announcement has yet to be made. Monday, October 30 may be your last chance before this thing triples. Don't hesitate. Price: O.85 Projected: 2.3O

I've been approached to research and develop a system using asterisk. It will be used mainly to provide voice support to about 10,000 IAX clients operating on bank ATMs. So was wondering if there were any financial institutions, banks etc. using * and any comments would be much appreciated. regards joe baptista www.joebaptista.com www.baptista.god

this was in my financial news today. http://news.yahoo.com/news?tmpl=story&u=/nf/20051206/bs_nf/39937 if i may inquire, is anyone here using this effectively and reliably on CentOS? ive seen some other threads yet didnt pay but cursory attention - rh -- Robert Hanson - Abba Communications Computer & Internet Services (509) 624-7159 - www.abbacomm.net

Andrew Davidson & Co., Inc. (ADCo) is looking for a talented modeler with a strong background in finance, statistics, or econometrics to join its team of financial engineers in the San Francisco Bay Area. The position involves applying the R language to mortgage data in support of ADCo's prepayment and default modeling businesses. In particular, the role would entail estimation