similar to: plm package index

Hello, I have two time series objects, 1 is yearly (population) and the other is quarterly (bankruptcy statistics). I would like to produce a quarterly time series object that consists of bankruptcy/population. Is there a pre-built function to intelligently divide these time series: br.ts = ts(data=br.df[,-1], frequency = 4, start=c(2001,1), end=c(2008,2)) distPop.ts = ts(data=distPop.df[,-1],

Hello, I have a data set has 2001Q1 100 2001Q2 101 2001Q3 120 2001Q4 103 ... And would like to convert it to a monthly data. i.e. 200101 XXX 200102 XXX 200103 XXX

hello, Suppose you a monthly series you want to aggregate at a quaterly frequency with the start and the end of your series in the middle of the quarter. For example 2001M2 2001M3 2001M4 2001M5 2001M6 2001M7 12 13 12 14 16 15 how can you get something like : 2001Q1 2001Q2 200Q3 NA 14 NA or 2001Q1 2001Q2 200Q3 12.5 14 15 Thanks in advance

Hi there, is there a possibility to count the number of appearances of an element in a vector ? i mean of any given element.. deliver all elements which are exactly xtimes in this vector ? thx in advance !!

Hi everybody, somehow i dont get the shapiro wilk test for normality. i just can?t find what the H0 is . i tried : shapiro.test(rnorm(5000)) Shapiro-Wilk normality test data: rnorm(5000) W = 0.9997, p-value = 0.6205 If normality is the H0, the test says it?s probably not normal, doesn ?t it ? 5000 is the biggest n allowed by the test... are there any other test ? ( i know qqnorm

Dear all, i have a problem with processing dataframes within a function using the "$". Here´s my code: recode_items = function(dataframe,number,medium=2){ # this works q<-paste("columna",number,sep="") # this does not work, particularly because "dataframe" is not processed # dataframe should be: givenframe$columnagivennumber

Dear all, i am stuck with a syntax problem. i have a matrix which has about 500 rows and 6 columns. now i want to kick some data out. i want create a new matrix which is basically the old one except for all entries which have a 4 in the 5 column AND a 1 in the 6th column. i tried the following but couldn´t get a new matrix, just some wierd errors:

HI there, i know this is a basic question, though i need some help because this is somewhat away from my current issue, but nevertheless interesting to me... Lets assume i have some estimated probabilities, say estimated by a logit model. i know i can also state them as an odds ratio. Now i?d like to state these odds ratios as a reference to a specific outcome of my investigated

Dear all, my R files (and the .csv files as well) are saved somewhere pretty deep down my hard disk. i have to chage to working directory therefore everytime i run R (i run it on powerPC mac), which is disgusting. using the setwd command at the beginning of an R script doesnt really help because i have to find this file first by hand. I am looking for possibility to run setwd during the

dear all, how can i get a vector that shows the number of the column of matrix that contains the maximum of the row ?? can?t believe in need a loop for this... i have a 100 x 3 matrix and want to get a 100 x 1 vector with values 1,2,3 . there must be a simple solution. i just cannot find it. i think am searching on the wrong end. thx for help in advance. m.

Dear all, I am trying to avoid a for loop here and wonder if the following is possible: I have a data.frame with 6 columns and i want to get a cross-correlogram (by using ccf) . Obivously ccf only accepts two columns at once and then returms a list. In fact, with a for loop i?d do the following for (i in 1:6) { x[[i]]=ccf(mydf[,i],mydf[,6]) } Is there any chance to the same with

Hi all, though i know this is a simple question, i really hope someone could. I am just trying to compare percents respectively the difference in percents by a simple test. t.test usually compares means and is working like it is supposed to be. Now i wonder how i can use a test in R to test for significant difference between two percentages.

Hi there, i´m have vector of kernels. just like: kernels = c('gauss','epan','rectangular') i know there are density.default$kernels, but thats not my question here. my own kernel functions are running and working. my problem is the following is not working: dev.off() par(mfrow=c(3,3)) for(i in 1:length(bw)) { for(j in 1:length(kernels)) {

Hello out there, i am not yet that experienced and trying to my best on a real survey. but i am stuck with a little matrix / vector problem. my vector of answers could have a length of 3 or only one. i want to rbind all the answers into one matrix. (one vector for each participant) answers vectors for one participant could look like: p1: 100 p2: 20 80 p3: 40 10 50 i have the following

Hi all, i am looking to built a simple example of a very basic propensity score adjustment, just using the estimated propensity scores as inverse probability weights (respectively 1-estimated weights for the non-treated). As far as i understood, MLE predictions of a logit model can directly be used as to estimates of the propensity score. I already considered the twang package and the

Hi all, i have a pretty easy indexing question, at least i believe so. The main reason i post it here, is that brackets and $ are hard to google. How do I index correctly, if i just want to display the whole dataset conditioned on the fact that some particular column equals one. I know i can do something like: data$somecolumn[data$particularcol ==1] . That will show all "some

Hi all, just wondered again, if there is some R editor for Mac OS X comparable to TINN-R on windows. thx in advance..

Dear all, Finally, I made it, my RPostgreSQL works. After working through some tutorials, i was able to plot, get and replace several timeseries. Still I miss the opportunity (syntax) to add data. Most tutorials are about: "Download some S&P data from Yahoo and play around a little". What I want to do is, add data to an existing timeseries. Is there a possibility to add data

Hi all, right now i am simply comparing means. obviously this can be done by the simple t.test respectively the welch test, if var.equal is set to FALSE. just like this t.test( Y ~ group) t.test( Y ~ group, var.equal = FALSE) now that i need to compare weighted means i am using the lm function as an adjusted t-test: like lmtest <- ( Y ~ group ) anova(lmtest)

Dear all, I use Sweave to create my reports. Unfortunately my script crashes whenever I my R code contains special characters like umlauts. Is there a way to to escape special characters in Sweave... This is the line that crashes Sweave: gl_bybranch = ddply(new_wans,.(period,Branchen), function(X) data.frame(Gesch?ftslage=mean(X$sentiment))) Unfortunately I can't just rename it, because I