similar to: Subtracting time series

So I've got a 154 column wide xts time series object and I want to plot the 154 series on a single plot and have the added benefit of the time series dates on the x axis. Any suggestions for plotting functions, maplot works but does not give dates on the axis and I can't seem to get plot to give me more than one series. Nick [[alternative HTML version deleted]]

Hi all, I've got an xts time series of stock symbols and closing prices. > head(x) symbol close 2010-01-04 "AFB" "13.46" 2010-01-04 "AKP" "12.80" 2010-01-04 "APX" " 8.78" 2010-01-04 "AYN" "13.15" 2010-01-04 "BAF" "13.50" 2010-01-04 "BBF" "12.86" >

Hi all, I've got an xts time series with monthly OHLC Dow Jones industrial index data from 1980 to present, the data is in stored in x. I've done an OLS fit on the data in 1982::1994 and stored it in extrapolate1 (x[,4] contains the closing value for the index). > t3 <- seq(1980,1994,length = length(x["1980::1994",4])) > t4<-t3^2 > extrapolate1 <-

I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below. ##########################################################? reguire(zoo) require(PerformanceAnalytics) reguire(xts) ? year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30) R1

Hi R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with

Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x = c(2, 4, 5), order.by =

Using the following bit of R, I'm wondering if there is a way to override/manipulate/replace the date in one xts time series with the date of another xts time series while not affecting/changing the times of the xts time series? library(xts) x.Date <- rep("1/1/2004",times=5) x.Times<- c("00:00:00", "00:15:00", "00:30:00",

I'm new to R. I'm extracting important columns from single table using following code: File2<-"file.txt" table2<- read.delim(File2, skip=19, sep=";", header=F, na.strings=NA, fill=T) #extracting column 7 where rows match "ID" col1<- table2[grep("ID", table2[,1]),7] #similarly extracting column 9,11,13,15 col2<-

Hi, I have a bunch of irregularly spaced xts time series (with a POSIX index), and I'm trying to write a function that fillls the missing days. Using a solution suggested by Gabor Grothendieck for zoo, I wrote the following: # FD: Fill missing days FD<-function(ser) {rng<-range(time(ser)) > temp<-merge(ser,xts(,seq(rng[1],rng[2],"day"))) >

Hello, I'm a complete newbie to R. Spent this past weekend reading The Art of R Programming, The R Cookbook, the language spec, Wikis and FAQs. I sort-of have my head around R; the dizzying selection of libraries, packages, etc? Not really. I've probably missed or failed to understand something... I have very a simple data set. Two years (ish) of temperature data, collected and

I have two time series a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10) b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10) Obviously 'b' is a subset of 'a'. I want a single index value indicating where that start of 'b' lines up with the start of 'a'. So in this simple example I would expect an index of 5. I was playing with 'merge'.

Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : &gt; class(zc) [1] "xts" "zoo" &gt; str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)

Hi, I have following 2 tables: Table 1: POSTAL | VALUE 1000|49 1010|100 1020|50 Table 2: INSEE | POSTAL A|1000 B|1000 C|1010 D|1020 I would like to convert this to the following: INSEE | VALUE_SPREAD A|24.5 B|24.5 C|100 D|50 I can achieve this with a nested SQL query (through counting the number of POSTAL that belong to any given INSEE, and diving the value of the postal in that INSEE by

Is there a easy way to create the time index for a zoo/xts object for every 100 milliseconds. eg. time Index would be: 10:00:00:100 10:00:00:200 10:00:00:300 10:00:00:400 I am looking to build an empty zoo/xts object with time index from 10am to 3pm, index jumps by 100ms each row. Thanks, Chris -- View this message in context:

I was hoping someone would be able to help me with creating a method. I have two tables. What I am trying to do is create a list of all the id''s from table2 that aren''t currently referenced by Table1''s address_id column. That way, when I create a new customer I can have a drop down list in the view of all the addresses that are not currently being used. ##### Database

Hi All! I am interested in testing whether the means for the data I am investigating are equal to a specific value - let's say 0.01. I have already run a one-way ANOVA and know that the differences in the means are not significant, so now I want to know what values the means take on. "otestme" is the data I am working with (it would be hard for me to get into a form that would be

Hi: I need to plot two time series in the same plot and they cover the same time range and have the same frequency. With RSiteSearch("multiple series plot") i found this post by Gabor Grothendieck: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/42281.html Exactly what i need except for one detail. I want one series to be made of points and the other by a line. When I simply try: xts

Afternoon- I am trying to subtract a matrix, basically a vector of 28 values, each by the same number to account for differences in regression fitting. I am taking the 1x28 and minus it by the mean value of the matrix, each number. The result I receive is a 1X29 matrix. Does anyone know why the result has an extra value? > lffeb_march [1] 6.588926 7.663877 6.917706 6.824374 7.029973

Dear list members, I want to perform in R the analysis "simultaneous confidence interval for multiple proportions", as illustrated in the article of Agresti et al. (2008) "Simultaneous confidence intervals for comparing binomial parameter", Biometrics 64, 1270-1275. If I am not wrong the R function implementing the Agresti et al. method is prop.test(). I ask an help because I

I am working with data from the USGS with data every 30 minutes from 4/27/2011 to 8/25/2011. I am having trouble with setting the frequency. My R script is below: > shavers=read.csv("shavers.csv") > names(shavers) [1] "agency_cd" "site_no" "datetime" "tz_cd" "Temp" [6] "X04_00010_cd"