Displaying 20 results from an estimated 2000 matches similar to: "inter-timeseries correlation or corrections"
2009 Jul 10
1
getting a timeseries element into a string
I have a timeseries object, ts, and want to get the first date in the series
into a string so I can concatenate it with a SQL query. Input and output are
shown below. I must be missing something very basic, but I can't seem to
pry the data ("2008-07-01") into a string variable. Any suggestions would
be appreciated.
Thank you,
Andrew
=====script:
class(ts)
(ts[1,0]) #returns
2011 Jan 27
1
Problem converting zoo object (daily data) to a timeSeries object
When I try to convert the zoo object to a timeSeries object, which would
allow me to utilize Rmetrics packages, I get an error message.
> Data<-read.zoo("c:\\DOWUBSPRICING.txt,na.strings="NA",sep="\t",header=T)
> is(Data)
"zoo"
> as.timeSeries.zoo(Data)
Error in .local (.Object, . )
Is this happening because I am using daily data?
2010 May 07
0
timeSeries and optional S4 slots?
Question on timeSeries and S4 classes:
Consider the following:
library(timeSeries)
data <- rnorm(5)
treg <- ts(data, frequency=4)
t1 <- timeSeries(data, as.Date('2010-04-15') + 1:5)
t2 <- as.timeSeries(treg)
Now both t1 and t2 are timeSeries objects, yet
t2 at ts is a valid slot, while t1 at ts is not.
Thus the ts slot is optional.
Sorry if I am misunderstanding the way S4
2004 Jun 22
2
ts & daily timeseries
I have defined a daily timeseries for the 365 days of 2003 issuing:
myts = ts(dati[,2:10],frequency=365,)
> myts
Time Series:
Start = c(1, 1)
End = c(1, 365)
Frequency = 365
and
mytime = as.POSIXct(strptime(as.character(dati[,1]),format="%Y-%m-%d"))
contains the dates from "2003-01-01" to "2003-12-31"
How can I combine mytime and myts in order to list
2008 Nov 16
1
inconsistency between timeSeries and zoo causing a problem with rbind
Dear R Users and maintainers of packages zoo and timeSeries,
I believe there is a recently introduced inconsistency between
timeSeries and zoo which is causing a problem with rbind. I had
previously reported that I was having problems with rbind in the
following code:
library(zoo)
foo<-zoo(1,order.by=as.Date("2007-10-09"))
bar<-zoo(2,order.by=as.Date("2007-10-10"))
2009 Nov 10
1
do.call and timeSeries
Does anyone know why the following code hangs on the do.call, but works
fine when I either comment out the require(timeSeries) or only do 2
levels of a for loop instead of 3?
Thanks,
Andrew Bierbryer
require(timeSeries)
num <- 1
x.list <- list()
for ( i in 1:10 ) {
for ( j in 1:20 ) {
for ( k in 1:30 ) {
x.list[[num]] <- cbind(num,10)
2011 Nov 15
1
Creating Timeseries by manipulating data table
Hi,
I'm new to R and tried a search but couldn't find what I was looking for.
I have some data as a csv file with columns:-
longditude latitude year month rainfall region
What I need to do is produce a monthly time series for each region, where
region is an integer id and where each time point in the series is the
monthly average of rainfall for each location in that region.
Basically
2008 Sep 04
1
modeling interval data, a.k.a. irregular timeseries
Greetings -- I've got some sensor data of the form
t1_1, t1_2
t2_1, t2_2
...
tN_1,tN_2
-- time intervals measuring starts and stops of sensor activity. I'd
like to see whether there's any regularity in it. Seems natural to
consider these data timeseries -- except most of the timeseries
packages and models assume regular ones, with a fixed frequency.
I wonder what's a
2011 Jul 04
1
[R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"
Hi R users:
When I try to merge or bind (cbind or rbind) two series,
both with a "FinCenter" different that GMT, the
result is "GMT" not the original financial center?
What am I doing wrong?
######################################################
require(timeSeries)
getRmetricsOptions("myFinCenter")
setRmetricsOptions(myFinCenter = "America/Bogota")
2000 Nov 17
2
Simulation of Timeseries
Hello,
I try to simulate an ARMA-model using R, but I didn't find any function
to generate such timeseries.
In Splus there is the function arima.sim which generates AR-, MA- and
ARIMA-series. Is there any similar in R?
Best regards,
Frank Beimfohr
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read
2010 Oct 27
0
Criteria for individually adressing data ranges within timeseries data
Dear R-Users,
my dataset contains timeseries that are structured into task-specific
epochs as labelled by a factor and a boolean variable for labelling each
data-point within the series as artefact or non-artefact.
Now there's no problem in addressing continuous task-specific
time-series that are free from artefacts as long as artefacts extend to
either boundary of adjacent timeseries but
2006 Feb 22
1
shaded timeseries plot
Dear list members,
I would like to plot a time series, with grayshaded background in time
phases were the value of the timeseries exceeds the mean value. For
example, if the temperature from 1995-1998 exeeds the mean value between
1980 and 2005, the background in the plot from 1995-1998 shall be shaded.
Can anybody help me?
Thanks
Thomas H.
2003 Jul 30
2
STL- TimeSeries Decomposition
Dear R Helpers,
Currently I'm working with the ts package of R and created a TimeSerie
from pixels extracted from satellite imagery(S10 NDVI data, 10 daily
composites). I'm trying to decompose this signal in different signals
(seasonal and trend).
When testing out the STL method is says => Only univariate timeseries
are allowed, but the current Timeserie I'm using is univariate!
2008 May 14
0
Research assistant at University Bremen, Germany: Timeseries Analysis with R
Hi there,
we are looking for a research assistant for a project on analysing
timeseries in the field of educational research.
We have timeseries of the subjective perception (I understand, I feel
good, I am interested etc.) of 109 students (6 different courses, 26
to 72 hours of classroom teaching, 208 to 332 points of measurement).
We want to do exemplary analysis of the interaction
2009 Oct 21
0
Problems coercing to timeSeries
Hi all. I'm suddenly having problems with the following:
> FUT10Y<-read.table("C:\\FUT10YR.csv",header=TRUE,sep=",")
> head(FUT10Y)
Date PX_OPEN PX_HIGH PX_LOW PX_LAST
1 1/5/1999 119.0000 119.1875 118.5312 118.6250
2 1/6/1999 118.5938 118.8750 118.2812 118.8438
3 1/7/1999 118.9062 119.0312 118.3750 118.5000
4 1/8/1999 118.4688 118.5625 117.5312
2009 Nov 18
0
xts timeseries
Hi,
I try to calculate the correlation between macroeconomic data from
FRED vs Market Data
However, since the timeseries are not in synch, the correlation fails.
require(quantmod)
USPBS =get(getSymbols("USPBS", src="FRED" ))
USPBS = USPBS['1983-1-1::']
monDMANEMP = Cl(to.monthly(USPBS))
> length(monDMANEMP)
[1] 312
> head(monDMANEMP)
USPBS.Close
2010 Aug 06
1
Creating timeSeries
Hi
I want to create a TimeSeries object with already defined dates (in the
first vector) so that all the data are coerced as a time series object with
the dates as they are.
Is there anyone that have an idea what to do?
2010-07-07 3.900833 3.176667 2.754167 2.045833 1.820833
2010-04-21 4.256667 3.356667 2.700000 1.820000 1.576667
2010-02-17 4.322500 3.450000 2.670000 1.792500 1.492500
2010 Nov 19
0
Ggplot and irregular timeseries
Hello there,
Could anybody please help on how to correctly use ggplot when
printing irregural time series, by irregural here I mean for example
the absence of some dates in the whole timespan of a dataset. To be
more precise in the following example I generated some random data
which spans the whole November up to now and dropped weekend days but
for some reasons ggplot continues to plot the
2005 Apr 19
1
timeSeries Date Warning messages: Set timezone to GMT!
Hello, I must be doing something wrong that's very obvious. But I just
don't see it.
I changed my Windows Time Zone to GMT and my Financial Center to Montreal.
But I still get several warnings.
>Sys.timezone()
[1] "GMT Daylight Time"
>myFinCenter
[1] "Montreal"
>Sys.timeDate()
[1] "Montreal"
[1] [2005-04-19 10:55:02]
Warning messages:
1: Set
2010 Mar 02
0
Creating a timeSeries "Data Frame"
Hello I have 2000 univariate timeSeries of about 20 observations each, as
the following, I would like to store all of them in one object, sort of a
data frame, and to be able to recall each by its column name, which by the
way is the same as the first date. Do you know how can I do this. Thank you
Felipe Parra
GMT
2009-10-12
2009-10-12 0.002346171
2009-10-14 0.002346171
2009-10-21