similar to: convert weekly time series data to monthly

I have an ascii data set of monthly observation starting in Jan 1946 with a header. hstarts 57 65 95 103 103 97 94 . . . Which I read with the following code tab6.1<-ts(read.table(fname, header=TRUE),frequency=12,start=c(1946,1)) I would like to run a time series model with dummy variables for each month. If I had a variable which take values from 1 to 12 indicating the month I could use

There seems to be an error in the summary() function when applied to "ts" class objects. The results of a call to summary( ), on the R "ts" data set USAccDeaths , reports the wrong value for Max. The value reported by the summary function is 11320. The max( ) function returns the correct value 11317, the July 1993 value. Coercing the data to a data.frame and calling summary

I am relatively new to R and object oriented programming. I have relied on SAS for most of my data analysis. I teach an introductory undergraduate forecasting course using the Diebold text and I am considering using R in addition to SAS and Eviews in the course. I work primarily with univariate or multivariate time series data. I am having a great deal of difficulty understanding and working with

I would like to read the following hierarchical data set. There is a family record followed by one or more personal records. If col. 7 is "1" it is a family record. If it is "2" it is a personal record. The family record is formatted as follows: col. 1-5 family id col. 7 "1" col. 9 dwelling type code The personal record is formatted as follows: col.

Is anyone aware of an R procedure similar to STATA's "heckprob" procedure? "Heckprob" fits maximum likelihood probit models correcting for sample selection bias. Thanks, Richard Saba Department of Economics Auburn University Email: sabaric@auburn.edu [[alternative HTML version deleted]]

Hello, The "arma" function in the "tseries" package allows estimation of models with specific "ar" and "ma" lags with its "lag" argument. For example: y[t] = a[0] + a[1]y[t-3] +b[1]e[t-2] + e[t] can be estimated with the following specification : arma(y, lag=list(ar=3,ma=2)). Is this possible with the "arima" function in the

Can someone direct me to a resource or resources that list the formulae used by R functions (i.e. predict.lm ) to calculate the statistic reported. I am not a programmer and studying the r code is extremely slow going. I have searched r-project.org and all the function help files without success. For example I have attempted to replicate by hand the se.fit calculation from a lm object

hi Michael, am sorry for the incomplete reply . csv file data havinmg like this , >getSymbols("IBM") >weekly_data = to.weekly(week_name) >dataframe=data.frame(weekly_data) >outputfile_name="F:\\R-programs\\Outputfile.csv" >write.table(dataframe, file =outputfile_name,sep = ",",col.names =TRUE,row.names = T) > datafrom_table <-

Hi, I am trying to understand exactly what xreg does in arima. The documentation for xreg says:"xreg Optionally, a vector or matrix of external regressors, which must have the same number of rows as x." What does this mean with regard to the action of xreg in arima? Apparently somehow xreg made the following two arima fit equivalent in R: arima(x, order=c(1,1,1), xreg=1:length(x)) is

I have a data set with observations on 549 cities spanning an 18 year period. However, some of cities did not report in one or more of the 18 years. I would like to implement the procedure suggested by Wooldridge section 17.1.3 in his "Econometric analysis of cross section and panel data" to correct for attrition. For example the table below indicates that the 3rd and the 7th cities in

Dear R-users, I have a dataset with categories and numbers. I would like to compute and add cumulative numbers to the dataset. I do not understand the structure of by(...) or tapply(...) output enough to handle it. Here a small example -------------- d<-expand.grid(a=1:5,b=1:3,c=1:2) d$n = 10 * d$a + d$b +0.1* d$c Sn<-by(d$n,list(d$a,d$c),cumsum) str(Sn) --------- List of 10 $ : num

Hello, I have spent a good deal of time searching for an answer to this but have come up empty-handed; I apologize if I missed something that is common knowledge. I am trying to figure out how to get an ANOVA table that shows the sum of squares. degrees of freedom, etc, for the full model versus the error (aka residuals). Here is an example of the kind of table I'd like to get:

Hi all. I would be very pleased if someone could help me, as I do not seem to get the different branches of my tree painted in different colours. The closest I get is colouring the names of my samples(=names of the branches). Here is the code. data <- read.table(file = "S://SEDIM//TRFLP//B12.5_50-700bp.txt" , as.is = TRUE, header = TRUE, sep = "\t", row.names =

Dear colleagues, What did I not understand ? ->my intention I want to create a new variable: In plain language: If someone is taking anithypertensive treatment (med.hyper==1) table(med.hyper) med.hyper 0 1 472 97 I want to subtract 5 mmHg (rr.dia.2m-5) from the measured diastolic blood pressure (rr.dia.2m) if not treated - the value of the measured diastolic blood pressure should

A question on lme() : details: nlme() in R 2.1.0 beta or 2.0.1 The data,y, consisted of 82 data value in 5 groups of sizes 3 9 8 28 34 . I fit a simple one level random effects model by: myfit <- lme( y~1, rand = ~1|Group) The REML estimates of between and within Group effects are .0032 and .53, respectively; the between group component is essentially zero as is clearly evident from a

Dear All, I would be very appreciative of your help with the following 1). I am running multivariate multiple regression through the manova() function (kindly suggested by Professor Venables) and getting two different answers for test=c("Wilks","Roy","Pillai") and tests=c("Wilks","Roy",'"Pillai") as shown below. In the

Device Manufacturer: NHS Device Name: Laser Senoidal 5000VA upsc output when the UPS is in normal condition: battery.charge: 100 battery.current: 0.4 battery.date: 12292015 battery.runtime: 00000 battery.runtime.low: 59940 battery.temperature: 00 battery.voltage: 163.4 device.mfr: NHS Sistemas de Energia device.model: Laser Senoidal 5000VA device.type: ups driver.name: gamatronic

Have tried to install R.app several times (6, in fact: versions 2.12, 13 & 14, both 32 and 64 bit versions), using packages freshly downloaded from the official project page, and failed every time, given exception reports such as the following (appended below, the 2 reports arising out of my 1st & 6th attempts). Machine & software version specifics are all contained therein. What

Hi All, I have gone through threads related to throughput issue in this list. Found few similar issue, but could not get the solution. So looking for some advice from group. I am trying to use the samba to access a USB disk connected to our evaluation board which has xtensa core running at 400 MHz. Samba 3.5.x is running on the board. We are getting below throughput as tested with the

I have the following data (see RawData using dput below) How do I get it in the following 3 column format (CO2 measurements are the elements of the original data frame). I'm sure the package reshape is where I should look, but I haven't figured out how. Thanks ahead of time Month Year CO2 J 1958 F 1958 M 1958 315.71 A 1958 317.45 M.1 1958 317.5 J.1 1958 J.2 1958 315.86 A.1 1958