Hi R Users!
Thanks in advance.
I am using R 2.4.1 on windows XP.
I have a series of (x[i,t], y[i,t]), say i = 1, 2, ......, n and t = t1, t2,
......, tT. The n is large in number.
The series y[i,t] is constructed from x[i,t] using moving average of order o
(say o = 30 days).
I am trying to extract m (m << n) series where:
The difference between x[i,t] and y[i,t] (ie, x[i,t] - y[i,t]) is in
increasing order over the last d days (say d= 30 days).
Is there any package in R can do this? Any further advice is highly
appreciated.
Once again, thank you very much for the time you have given.
Regards,
Deb
---------------------------------
TV dinner still cooling?
Check out "Tonight's Picks" on Yahoo! TV.
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
