[R] Help on time series Hurst exponent

2012-04-25 Thread Barun Saha
Hello, I'm an absolute beginner with R. I'm hoping to do some time-series analysis on my data. The data looks like #time value 18 153 20 426 70 7 83 130 84 7 and so on where time could be in seconds or hours or days (not all at the same time). How could I import such a file to R and do some

Re: [R] Help on time series Hurst exponent

2012-04-25 Thread R. Michael Weylandt
You really don't want to use ts() -- if you want to use the tools in fArma use a timeSeries (provided by the package of the same name) Michael On Wed, Apr 25, 2012 at 9:54 AM, Barun Saha barun.sah...@gmail.com wrote: Hello, I'm an absolute beginner with R. I'm hoping to do some time-series

Re: [R] Help on time series Hurst exponent

2012-04-25 Thread R. Michael Weylandt michael.weyla...@gmail.com
www.rmetrics.org/ebooks There's a free book on time series classes in R here: I haven't used it myself, but it is by the fArma (RMetrics) folks so I presume it covers their own time series class. Michael On Apr 25, 2012, at 11:11 AM, Barun Saha barun.sah...@gmail.com wrote: Thanks,

Re: [R] Help on time series Hurst exponent

2012-04-25 Thread Barun Saha
Thanks, Michael! Could you plz point to some easy tutorials regarding this? On Wed, Apr 25, 2012 at 8:14 PM, R. Michael Weylandt michael.weyla...@gmail.com wrote: You really don't want to use ts() -- if you want to use the tools in fArma use a timeSeries (provided by the package of the same

[R] Help with Time Series Plot‏

2011-03-17 Thread Axel Urbiz
Dear List, This is an embarrassing question, but I can seem to make this work…How do I change the font size on the xlab and on the numbers shown in the x-axis on the time series plot below. The arguments cex.lab and cex.axis do not seem to be 'passing' to the plot function. plot(ts(rnorm(100),

Re: [R] Help with Time Series Plot‏

2011-03-17 Thread Dennis Murphy
Hi: Try this: plot(ts(rnorm(100), start = 2004, freq = 12), xaxt = 'n', yaxt = 'n', xlab = '', ylab = '') axis(1, at = c(2004:2012), cex.axis = 0.7) axis(2, cex.axis = 0.7) title(xlab = 'My X lab', ylab = 'RQI', cex.lab = 0.1) The illegible dots in the region where the axis labels would

Re: [R] Help with Time Series Plot‏

2011-03-17 Thread Peter Ehlers
On 2011-03-17 16:37, Axel Urbiz wrote: Dear List, This is an embarrassing question, but I can seem to make this work…How do I change the font size on the xlab and on the numbers shown in the x-axis on the time series plot below. The arguments cex.lab and cex.axis do not seem to be 'passing'

[R] Help regarding Time Series: CCF Function

2010-10-12 Thread Addi Wei
Looking at 2 sets of time series data. Code below: houst = read.table(C:/Documents/HOUST.txt,header=F) houst = ts(houst, start = 1976,frequency = 12) mortg = read.table(C:/Documents/mortg.txt,header=F) mortg = ts(mortg, start = 1976,frequency = 12) The data for houst looks like: 1367 1538

Re: [R] Help regarding Time Series: CCF Function

2010-10-12 Thread David Winsemius
On Oct 12, 2010, at 9:38 PM, Addi Wei wrote: Looking at 2 sets of time series data. Code below: houst = read.table(C:/Documents/HOUST.txt,header=F) houst = ts(houst, start = 1976,frequency = 12) mortg = read.table(C:/Documents/mortg.txt,header=F) mortg = ts(mortg, start = 1976,frequency =

Re: [R] Help regarding Time Series: CCF Function

2010-10-12 Thread Addi Wei
I think I figured it out...The 2 data sets must have same number of data. -- View this message in context: http://r.789695.n4.nabble.com/Help-regarding-Time-Series-CCF-Function-tp2992988p2993061.html Sent from the R help mailing list archive at Nabble.com.

[R] help with time Series regression please

2010-01-19 Thread snowcat wong
Dear all, I am having difficulty to built a model of quarter sales of spirits data, and deciding which is the best model. The yfit2, yfit3, and yfit4 lines was not appeared right at the end. The data and script is enclosed with this email. I am using the harmonic regression model to

[R] Help with time series

2009-10-21 Thread ehxpieterse
Hi there, I am having trouble getting the plotting of multiple time series to work. I have used RBloomberg to download data, which I then convert to a data frame. After I have calculated my new index values, I would like to plot the new index. My problem is that I can't get the plot feature to

[R] Help with time series

2009-09-28 Thread Steve_Friedman
Hello I'm working with a bunch of time series data. The data are downloaded from a server and stored as ascii files prior to reading them into R. After reading the data sets read into R with no problem and I can us the ts function to coerce them to time series, sometimes this works and

Re: [R] Help with time series

2009-09-28 Thread David Winsemius
On Sep 28, 2009, at 4:07 PM, steve_fried...@nps.gov wrote: Hello I'm working with a bunch of time series data. The data are downloaded from a server and stored as ascii files prior to reading them into R. After reading the data sets read into R with no problem and I can us the ts

[R] help with time series

2009-01-30 Thread Steve_Friedman
Hello everyone I'm working with R 2.8.1 on a windows machine I have a question regarding time series analysis The first question is how does R expect the input file to be structured? I'm working with a *.txt file similar to the abbreviated one here: Date,stage 4/2/1953,7.56 4/3/1953,7.56

Re: [R] help with time series

2009-01-30 Thread Mike Lawrence
To seperate the columns, use the sep argument in read.table() mystage - read.table(C:\\Documents and Settings\\skfriedman\\Desktop\\R-scripts\\stage.txt, header = TRUE,sep=',') On Fri, Jan 30, 2009 at 4:17 PM, steve_fried...@nps.gov wrote: Hello everyone I'm working with R 2.8.1 on a

Re: [R] help with time series

2009-01-30 Thread Gabor Grothendieck
Copy and paste this into an R session: Lines - Date,stage 4/2/1953,7.56 4/3/1953,7.56 4/4/1953,7.54 4/5/1953,7.53 4/6/1953,7.5 4/7/1953,7.47 4/8/1953,7.44 4/9/1953,7.41 4/10/1953,7.37 4/11/1953,7.33 4/12/1953,7.3 4/13/1953,7.26 4/14/1953,7.28 4/15/1953,7.28 4/16/1953,7.23 4/17/1953,7.47