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
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