similar to: how to get the p-values from an lm function ?

Hello, I have a basic problem but i can't figure it out with the table underneath. I would like to compute monthly averages. I would like to have the average measure for month #5 for the first three rows (the same number in the first three lines) and the average measure for month #6 for the last four rows ((the same number in the first three lines) in a separate vesctor (let's call

Hi, dear R developers, I've got a vector of monthly volatilities and i would like to get the position of the highest volatility of the vector without computing a loop. Is there a function that could give me such a result ? a<-c(1,2,4,100,3) the highest value is the fourth of the vector. how can i get "4" without a loop going through the vector ? Thanks ! Benoit.

Hi R-programmers ! I would like to perform a linear model regression month by month using the 'lm' function and i don't know how to do it. The data is organised as below: Month ExcessReturn Return STO 8 0.047595875 0.05274292 0.854352503 8 0.016134874 0.049226941 4.399372005 8 -0.000443869 0.004357305 -1.04980297 9 0.002206554 -0.089068828 0.544809429 9 0.021296551

Hi R-programmers, I can't find find the White test to check the homoscedasticity of the residuals from a linear model. Could you please help me with this? Thank you ! BC [[alternative HTML version deleted]]

Hi R-programmers ! I would like to perform a linear model regressio using the 'lm' function and i don't know how to do it. The data is organised as below: Month ExcessReturn Return STO 8 0.047595875 0.05274292 0.854352503 8 0.016134874 0.049226941 4.399372005 8 -0.000443869 0.004357305 -1.04980297 9 0.002206554 -0.089068828 0.544809429 9 0.021296551 0.003795071

I am an R beginner and trying to run a SUR model in R framework. subset(esasp500, Obs <=449 & Obs>=197, select = -Date) ->ev13sub c(Obs>=397) & c(Obs<=399) ->d13 c(Obs>=400) & c(Obs<=449) ->f13 SP500*f13 ->SP500f13 BBC~SP500+d13+SP500f13 ->sur132 BOW~SP500+d13+SP500f13 ->sur133 CSK~SP500+d13+SP500f13 ->sur134

Hi folks - After upgrading to the latest version of Rmetrics, I can't read in data like I used to. Is anyone seeing the following? It seems to truncate the dates after I use "as.timeSeries". -John SP500<-read.table("SP500.csv",header=TRUE,sep=",") > head(SP500) Date Open High Low Close Volume 1 08/04/06 1280.26 1292.92

Hi folks. This set of code used to work, but after upgrading to the latest version of Rmetrics it no longer does. Any ideas? SP500<-read.table("SP500.csv",header=TRUE,sep=",") > head(SP500) Date Open High Low Close Volume Close2 1 8/4/2006 1280.26 1292.92 1273.82 1279.40 2530970112 1279.40 2 8/3/2006 1278.22 1283.96 1271.25 1280.27

Hi Folks! I'm struggling with dates - but enough about my personal life..... I have two daily time series files. In one (x) the date format is Y/m/d and the other (y) is d/m/y. I used read.zoo on both and they read into R with no problem. Then I use: weekdays(as.Date(x$DATE)) and get what I expect - all the days of the week in my data set. When I use:

Hello, everyone! I'd like to find out how I can do first log differences in a panel? (The Penn World Table data that's available in the PWT package) The regular diff() function ignores the country/index/"panel unit", with depressing results. A second request, how can I best "filter" the data (e.g. generate a data frame with the data for a single country or a single

I have a dataframe called x2. It seems to have a date column but I can't access it or give it a name or convert it to a date. How do I refer to that first column and make it a date ? When I try x2[1,] I get the second column. head(x2) FAIRX SP500 delta 2000-08-31 0.010101096 0.007426964 0.002674132 2000-09-29 0.096679730 -0.054966292 0.151646023 2000-10-31

Hi R Helpers, I recently tried to take advantage of the ability to download all the tickers in the S&P 500 using the functionality of tidyquant, but it threw an error. For summary, the set of commands that I ran was library(tidyquant) tq_index_options() tq_index("SP500") sessionInfo() R feedback including error message and sessionInfo are provided below. Guidance would be

Hi all, I post it on both r-help and r-finance since I don't know where is most appropriate for this topic. Sorry if it bothers you. I did garch fitting on S&P500 monthly returns with garchFit from fSeries. I got same coefficients from all cond.dist except normal. I thought that is probabaly usual for the data. But when I play with it, I got another question. I plot skew normal with

Dear list members, How can I shade the background area of a zoo time series object between specific dates? eg. library(tseries) library(zoo) SP500<-get.hist.quote("^GSPC", start = "1990-01-01", quote = "Close") plot(SP500) How can I produce the same plot but with a (say) red background between 2007-04-12 and 2008-05-14 ?

Hello, I am trying to plot a graphic with many lines with the following command: plot(datas[1:n,1],datas[1:n,2],type="l",main="SP500 Prices and Moving Averages",xlab="Date",ylab="Prices",col="black") lines(datas[1:n,1],datas[1:n,3],type="l",col="green",lty="solid") But I just see the first curve. I have tried it on

Hello R community, I have two questions: The first might be one of the silliest ever posted here and I apologize if I've missed some thing very obvious. It relates to using this digest. When I subscribed to the forum, I had chosen the "digest" option that bundles all mails every day into a single digest. Now, I posted a question a while ago on the logistic regression function and

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together

Hi R users, I have a problem in downloading Yahoo Finance data from R. I have tried an example given in R, to download. The error is given below: >library(fCalendar) > yahooImport("s=IBM&a=11&b=1&c=1999&d=0&q=31&f=2000&z=IBM&x=.csv ", file = "D:\\ Downlaod",source = "http://ichart.yahoo.com/table.csv?", save = FALSE,

Hello all: Friend told me that we can download the stock historical quote from Yahoo site by R! Could you tell me that is true or not, how to do that? Thanks! -- View this message in context: http://r.789695.n4.nabble.com/How-download-Yahoo-Quote-tp3769563p3769563.html Sent from the R help mailing list archive at Nabble.com.

Hi, R-users, data is a matrix like this AMR BS GE HR MO UK SP500 1974 -0.3505 -0.1154 -0.4246 -0.2107 -0.0758 0.2331 -0.2647 1975 0.7083 0.2472 0.3719 0.2227 0.0213 0.3569 0.3720 1976 0.7329 0.3665 0.2550 0.5815 0.1276 0.0781 0.2384 1977 -0.2034 -0.4271 -0.0490 -0.0938 0.0712 -0.2721 -0.0718 1978 0.1663 -0.0452 -0.0573 0.2751 0.1372 -0.1346