similar to: understanding time series objects

Full_Name: Wolfgang Koller Version: 1.0.0 OS: linux Submission from: (NULL) (137.208.7.48) > data(UKLungDeaths) > ts.union(mdeaths, fdeaths,dframe=TRUE) Error in names<-.default(*tmp*, value = nmsers) : names attribute must be the same length as the vector > cbind(mdeaths, fdeaths,dframe=TRUE) Error in names<-.default(*tmp*, value = nmsers) : names attribute

When I run the "acf()" function using the "acf(ts.union(mdeaths, fdeaths))" example, the "acf()" function calls the "acf.plot()" function to generate this plot... http://members.cox.net/ddebarr/images/acf_example.png The plot in the lower right-hand corner is labeled "fdeaths & mdeaths", but the negative lags appear to belong to "mdeaths

can you recommend a good manual for R that starts with a data set and gives demonstrations on what can be done using R? I downloadedR Langauage definition and An introduction to R but haven't found them overly useful. I'd really like to be able to follow some tutorials using a dataset or many datasets. The datasets I have available on R are Data sets in package 'datasets':

Hi all i need to put on one graph 2 functions who's x axis is the same and y not. I mean on horizontal the time, and on vertical left: pressure, on vertical right: rpm of a motor, is R able to do that? i've found this that i could adapt maybe (i don't need time series really?) :/ : (http://tolstoy.newcastle.edu.au/R/help/04/03/1456.html) ## ## Description: A simple function which

Hi All: This is really getting into the weeds, but I am hoping someone will have a solution. I am trying to use dygrahs for R, within Shiny. The situation arises when I am combining a number of dygraphs into one plot. If I am just in an RNotebook, if you look at: https://stackoverflow.com/questions/30509866/for-loop-over-dygraph-does-not-work-in-r the solution to have the plot shown from a

Reading "Modern Applied Statististics with S" and trying the corresponding examples both in the book and in ../lib/R/library/MASS/script, I'm now trying chapter 4 plotting bars with the following code on a linux box with R 1.8.1: ---------------------- library(MASS) library(lattice) options(echo=T, width=65, digits=5) lung.deaths <- aggregate(ts.union(mdeaths, fdeaths), 1)

Sun, 14 Mar 2004, Jan Verbesselt wrote: > Dear R specialists, > > I have two time series in a data.frame and want to plot them in the same > plot(), with the left axis scaled to time series 1 (-700,0) and the > right axis scaled to time series 2 (-0.2, 0.4). > > plot(timeserie1) > lines(timeserie2, col=c(2)) => this one should be scaled differently > with a new

Ben Bolstad experienced something odd while running R CMD check over a package of ours using r-devel (yesterday's fresh). He tracked down the problem to a vignette calling 'library(MASS)'. Please kindly ignore if this is a known (and temporary) issue. Laurent ----- Forwarded message from Ben Bolstad <bolstad@stat.berkeley.edu> ----- Return-Path:

I ran across this problem when playing with ccf(). Its function call is >function (x, y, lag.max = NULL, type = c("correlation", "covariance"), plot = TRUE, na.action = na.fail, ...) Internally, ccf() calls plot(), which digs up plot.acf() whose default style is type='h' . I wanted to pass the argument type='l' to the plotting routine, but of

Hello, what is the meaning of the plots of an acf()-plot, when using a data frame as argument? The result is NOT obvious for me. There are combinations of the columns of a dataframe in the reulting plot. But an acf() is just defined for onyl one time-sreies. So what do the plots mean? I did not found a description in the help-page. Ciao, Oliver

I am trying to run a cross-correlation using the "ccf()" function. When I select plot = TRUE in the ccf() I get a graph which has ACF on the y-axis, which would suggest that these y-values are the auto-correlation values. How should I adjust the code to produce a plot that provides the cross-correlation values? Here is my code: w002dat <-

Dear R specialists, I'm working with time series and want to investigate the relationship between two time series by correlation analysis or by fitting a gen. lineair model to the plot of x(timeserie1) and y(timeserie2). Lin1 <- data.frame( Nr = c(1:lengte), NDII = window(ts.mNDII,c(1998,10),c(2003,11)), InvERC = window(Inv.ERC,c(1998,10),c(2003,11)) )

There is now a preliminary version of a time series package in the R-devel snapshots, and we would welcome feedback on it. It is based in part on the packages bats (Martyn Plummer) and tseries (Adrian Trapletti) and in part on code I had or have written. (Thanks for the contributions, Martyn and Adrian!) Some of the existing ts code has been changed, for example to plot multiple time series, so

Dear all, I'm trying to finding the fundamental harmonics (ie. peaks in a periodogram) from a time series (extracted from an mp3). For example, if I look at spectrum(fdeaths, spans = c(3,3)) I'd say the fundamental harmonics are about 1, 2, 3.5 and 4.5 - but how can I extract these automatically? (preferably with some heuristic for choosing the smoothing spans too) I'm aware of

Dear R help gurus, I have the following problem and I would be delighted if you could help me. >From a large (1500) cohort of patients we have been taking some measurements (ECG measurements, but its not important). The measurements are ordinal in 4 grades (Grade I-IV, grade IV being the most severe form). Every patients has been measured several times (usually once per year). The

Hi all: How can I calculate the cumulative variance (or variance for each component) in correspondence analysis? If were possible in ADE4 package Thank you -- Antonio Punzón Merino O__---- Instituto Español de Oceanografía c/ /'_ --- Centro Oceanográfico de Santander (*) \(*) -- Promontorio de San Martín S/N ~~~~~~~~~~ 39004-Santander; Spain PO BOX: 240 Tlf: +34 942 29 10 60 Fax: +34

Hi, Is the array mstats returned by virDomainMemoryStats call cummulative or snapshot of the counter at that particular time ? I was of the opinion that is cummulative like the /proc counters but this counter seems to go backwards ie next snapshot value is less than the current one which makes me think these are snapshot values . I'm using RHEL 6.3 libvirt version 0.9.10. Regards,

I have the following list of observations of calendar time: [1] 03-Nov-1997 09-Oct-1991 27-Aug-1992 01-Jul-1994 19-Jan-1990 12-Nov-1993 [7] 08-Oct-1993 10-Nov-1982 08-Dec-1986 23-Dec-1987 02-Aug-1995 20-Oct-1998 [13] 29-Apr-1991 16-Mar-1994 20-May-1991 28-Dec-1987 14-Jul-1999 27-Nov-1998 [19] 09-Sep-1999 26-Aug-1999 20-Jun-1997 05-May-1995 26-Mar-1998 15-Aug-1994 [25] 24-Jun-1996 02-Oct-1996

Hi, I have some servers that are dedicated to do meetme conferencing. From some previous test i concluded that I need to use dahdi_dummy as it is more accurate. If I did use the core timers in dahdi (not loading dahdi_dummy) I got bad quality in the conferences and dahdi_test showed 99.6% as worst. I thought maybe the issue as bad hardware for the timing or something else. But today I

hi, just having the idea create a simple tcl/tk gui-dialog for different data-file formats i get starting problems and it would be nice get some tips/tricks from experienced tcl/tk user in R ! tt <- tktoplevel() label.widget <- tklabel(tt,text="Decision Tree GUI") button.widget <- tkbutton(tt,text="Select SPSSFile", command=function()