Re: [R] cross-sectional analysis of a financial time series

2013-08-22 Thread Brijesh Gulati
sort of solution, but looking at your elegant solution, I want to find the best way. Again, I greatly appreciate your help. Regards, Brijesh -Original Message- From: Joshua Ulrich [mailto:josh.m.ulr...@gmail.com] Sent: Thursday, August 22, 2013 9:10 AM To: Brijesh Gulati Cc: R-Help

[R] cross-sectional analysis of a financial time series

2013-08-21 Thread Brijesh Gulati
Hi: I have a financial series data. For instance, one can take YHOO from the quantmod package. library(quantmod) getSymbols(YHOO) As you can see this series has date along with close prices. I want to do a cross-sectional analysis of the time series and want to see if there are any seasonal

[R] question: data.frame data conversion

2013-08-04 Thread Brijesh Gulati
Hello, I have a data.frame with repeating rows and corresponding value. For instance, z will be an example of that. x = c(a,a, a, b,b,b) y = c(1.0, 1.2, 1.1, 1.01, 1.03, 1.0) z = as.data.frame(cbind(x,y)) z xy 1 a1 2 a 1.2 3 a 1.1 4 b 1.01 5 b 1.03 6 b1

Re: [R] question: data.frame data conversion

2013-08-04 Thread Brijesh Gulati
-Original Message- From: arun [mailto:smartpink...@yahoo.com] Sent: Sunday, August 04, 2013 1:30 PM To: Brijesh Gulati Cc: R help Subject: Re: [R] question: data.frame data conversion #actually, this would be more compact data.frame(split(z[,-1],z$x)) A.K. - Original Message - From

Re: [R] question: data.frame data conversion

2013-08-04 Thread Brijesh Gulati
[mailto:ruipbarra...@sapo.pt] Sent: Sunday, August 04, 2013 1:57 PM To: Brijesh Gulati Cc: r-help@r-project.org Subject: Re: [R] question: data.frame data conversion Hello, First of all, do _not_ create a data frame with as.data.frame(cbind(...)) Instead, use z = data.frame(x, y) As for your question

[R] TODAY field in termstrc

2013-05-19 Thread Brijesh Gulati
Hi: I am using termstrc package and not sure if TODAY field (govbonds dataset) is today's date or the settlement date for the bonds. Although the name suggests that it should be today's date, but how the formula is setup indicates that it should be settlement date. Please help and thanks in