[R] time series with quality codes

list(...), I am working with environmental time series (eg rainfall, stream flow) that have attached quality codes for each data point. The quality codes have just a few factor levels, like good, suspect, poor, imputed. I use the quality codes in plots and summaries. They are carried through when

Re: [R] time series with quality codes

On Thu, 16 Aug 2007, Felix Andrews wrote: list(...), I am working with environmental time series (eg rainfall, stream flow) that have attached quality codes for each data point. The quality codes have just a few factor levels, like good, suspect, poor, imputed. I use the quality codes in plots

Re: [R] time series periodic data

Thank you. I will try to get the book, althoug I am not sure if I with my tiny knowledge of mathematics will be able to digest it. Meanwhile I tried to make 7 min average and then to reanalyze by spectrum, but the output was not very convincing. Regards Petr Pikal [EMAIL PROTECTED] Rolf

Re: [R] time series with quality codes

In addition, we could create a function to.df which converts a zoo object to a data frame assuming that any column that only contains 1:nlevels is a factor with the indicated level names. Use to.df just before plotting: library(zoo) set.seed(1) f - zoo(factor(sample(3, 10, replace = TRUE))) x -

[R] time series periodic data

Dear all Please help me with analysis of some periodic data. I have an output from measurement each minute and this output is modulated by rotation of the equipment (approx 6.5 min/revolution). I can easily spot this frequency from spectrum(mydata, some suitable span) However from other

Re: [R] time series periodic data

On 16/08/2007, at 12:26 AM, Petr PIKAL wrote: Dear all Please help me with analysis of some periodic data. I have an output from measurement each minute and this output is modulated by rotation of the equipment (approx 6.5 min/revolution). I can easily spot this frequency from

[R] Time Series Data

Hi all, I have got some time series data. Data[[1]] is the data in the format 1975-12-05 1975-12-12 1975-12-19..., data[[2]] is the time series data. I would like to generate the time series format as 1975-12-05 1.5 1975-12-12 2.3etc. I am thinking about cbind(data[[1]],data[[2]]), but it

Re: [R] Time Series Data

Check out the zoo package: Lines - 1975-12-05 1.5 1975-12-12 2.3 library(zoo) # replace next line with z - read.zoo(myfile.dat) z - read.zoo(textConnection(Lines)) plot(z) z vignette(zoo) # gives more info On 7/16/07, livia [EMAIL PROTECTED] wrote: Hi all, I have got some time series

Re: [R] Time Series Data

On Mon, 16 Jul 2007, livia wrote: Hi all, I have got some time series data. Data[[1]] is the data in the format 1975-12-05 1975-12-12 1975-12-19..., data[[2]] is the time series data. I would like to generate the time series format as 1975-12-05 1.5 1975-12-12 2.3etc. I am thinking

[R] Time series\optimization question not R question

This is a time series\optimization rather than an R question : Suppose I have an ARMA(1,1) with restrictions such that the coefficient on the lagged epsilon_term is related to the coefficient on The lagged z term as below. z_t =[A + beta]*z_t-1 + epsilon_t - A*epsilon_t-1 So, if I don't have a

Re: [R] Time series\optimization question not R question

-help@stat.math.ethz.ch Subject: [R] Time series\optimization question not R question This is a time series\optimization rather than an R question : Suppose I have an ARMA(1,1) with restrictions such that the coefficient on the lagged epsilon_term is related to the coefficient on The lagged z term

Re: [R] Time series\optimization question not R question

@stat.math.ethz.ch Subject: Re: [R] Time series\optimization question not R question Your approach obviously won't give you the same result as when the likelihood is optimized jointly with A and \beta. However, you can maximize the likelihood over \beta for different values of A, which would give you

Re: [R] time series

Can you give us a little more information? Are you expecting N times to be record and want to know if you only have N-x times or are you expecting N entries but want to know if some are NA? Etc, etc... Also are you actually recording the times or is the sampling setup just taking a sample every

[R] time series

Dear all, I am working with a data file which is the record of precipitation measurement normaly done every 10 minutes. I would like to check if there are missing times in my data file. Is there a function existing able to check for that in R ? Thanks by advance, Jessica

Re: [R] time series

Jessica, I am working with a data file which is the record of precipitation measurement normaly done every 10 minutes. I would like to check if there are missing times in my data file. Is there a function existing able to check for that in R ? I'd use max(diff(time))==min(diff(time)).

[R] time series problem

Hi everybody, I work with data with following pattern comm Date Value 1 4/10/2007 361.2 2 4/11/2007 370.1 3 4/12/2007 357.2 4 4/13/2007 362.3 5 4/16/2007 363.5 6 4/17/2007 368.7 7 4/18/2007

Re: [R] time series problem

On Tue, 24 Apr 2007, Tomas Mikoviny wrote: Hi everybody, I work with data with following pattern comm Date Value 1 4/10/2007 361.2 2 4/11/2007 370.1 3 4/12/2007 357.2 4 4/13/2007 362.3 5 4/16/2007 363.5 6

[R] time series data ploting

hello, I have plots http://uosis.mif.vu.lt/~roka5178/time series.JPG I must to do almost the same. I do not have any data. but i know that this is time series data with parabolic changeable mean. I can not generate tie series data with parabolic mean. how can i do this? and have

Re: [R] time series analysis

), obviously geared to S and R, that is a good jumping-off place. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of lamack lamack Sent: Thursday, February 01, 2007 3:12 PM To: R-help@stat.math.ethz.ch Subject: [R] time series analysis Does anyone

[R] time series analysis

Does anyone know a good introductory book or tutorial about time series analysis? (time series for a beginner). Thank you so much. John Lamak _ Descubra como mandar Torpedos SMS do seu Messenger para o celular dos seus amigos.

Re: [R] time series analysis

jumping-off place. Ben Fairbank -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of lamack lamack Sent: Thursday, February 01, 2007 3:12 PM To: R-help@stat.math.ethz.ch Subject: [R] time series analysis Does anyone know a good introductory book or tutorial about

Re: [R] Time series plot

Check out #2 in: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/85801.html and RSiteSearch(axis(4) to find additional examples. On 1/4/07, Arun Kumar Saha [EMAIL PROTECTED] wrote: Dear Gabor, Thank you very much for your letter. Actually I got partial solution from your suggestion. Still I

Re: [R] Time series plot

@stat.math.ethz.ch Subject:Re: [R] Time series plot Dear Gabor, Thank you very much for your letter. Actually I got partial solution from your suggestion. Still I am fighting with defining a secondary axis. More pecisely, suppose I have following two dataset: x = c(1:10) y = x*10

Re: [R] Time series plot

Here's an example illustrating a way to get a second y axis that has a different range: x - 1:10 y1 - 2*x y2 - 100-3*x+rnorm(10) par(mar=c(5.1,4.1,4.1,4.1)) plot(x,y1) par(new=TRUE) plot(x,y2,xaxt='n',yaxt='n',xlab='',ylab='',pch=3) axis(4) mtext('y2',side=4,line=2.5) -Don At 2:18 PM +0530

[R] Time series plot

Dear all R users, Suppose I have a data set like this: date price 1-Jan-02 4.8803747 2-Jan-02 4.8798430 3-Jan-02 4.8840133 4-Jan-02 4.8803747 5-Jan-02 4.8749683 6-Jan-02 4.8754263 7-Jan-02 4.8746628 8-Jan-02 4.8753500 9-Jan-02 4.8882416 10-Jan-02

Re: [R] Time series plot

You can use read.zoo in the zoo package to read in the data and then see: https://www.stat.math.ethz.ch/pipermail/r-help/2006-December/122742.html See ?axis for creating additional axes with classic graphics and library(lattice) ?panel.axis in lattice graphics. Search the archives for

Re: [R] time series simulation

First, I'd write down a model for how your stochastic process relates to independent, normal observations with mean 0 and standard deviation 1. You want a lognormal series, so I'd start by generating a normal series and the compute 'exp' of that. If you'd like more help from this

[R] time-series packages

Greetings, Are there R packages that perform time-series analyses - particularly estimation of ARIMA models along with unit-root tests? I know that FinMetrics in the S-Plus program will do it, but I'm looking for R packages, as well any reference material for estimating time-series' models

Re: [R] time-series packages

On 28 September 2006 at 22:00, David Kaplan wrote: | Greetings, | | Are there R packages that perform time-series analyses - particularly | estimation of ARIMA models along with unit-root tests? I know that | FinMetrics in the S-Plus program will do it, but I'm looking for R | packages, as

[R] time series simulation

Hi everybody I'm trying to simulate a stochastic process in R. I would like consider n log normal time series. The first time serie has a growth rate lower than the second and so on. the initial time of the first serie is lower than the initial time of the second and so on. In the long run the

Re: [R] Time series labeling with Zoo

Gabor Grothendieck wrote: When the axis labelling does not work well you will have to do it yourself like this. The plot statement is instructed not to plot the axis and then we extract into tt all the dates which are day of the month 1. Then we manually draw the axis using those.

[R] Time series labeling with Zoo

Hi, I'm using zoo because it can automatically label the months of a time series composed of daily observations. This works well for certain time series lengths, but not for others, e.g.: While: library(zoo) plot(zoo(runif(10), as.Date(2005-06-01) + 0:50)) Shows up the months and day of

Re: [R] Time series labeling with Zoo

When the axis labelling does not work well you will have to do it yourself like this. The plot statement is instructed not to plot the axis and then we extract into tt all the dates which are day of the month 1. Then we manually draw the axis using those. library(zoo) set.seed(1) z -

Re: [R] time series clustering

Spencer Graves wrote: I know of no software for time series clustering in R. Google produced some interesting hits for time series clustering. If you find an algorithm you like, the author might have software. Alternatively, the algorithm might be a modification of something

Re: [R] time series clustering

I know of no software for time series clustering in R. Google produced some interesting hits for time series clustering. If you find an algorithm you like, the author might have software. Alternatively, the algorithm might be a modification of something already available in R. If

[R] time series clustering

Dear Listers: I happened to have a problem requiring time-series clustering since the clusters will change with time (too old data need to be removed from data while new data comes in). I am wondering if there is some paper or reference on this topic and there is some kind of implementation in R?

[R] Time series plot

, ...) The AT and LABELS options in axis I fill with something like: at.x - seq(as.Date(2006-01-01), as.Date(2006-05-30), month) lab.x - paste(format(at.x, %b), c(rep('06, 5))) So only the month will appear as labels and tickmarks... HTH Dubravko YOU WROTE: [R] Time series plot

[R] Time series plot

I have some time series data like 01/02/1990 0.531 0.479 01/03/1990 0.510 0.522 01/06/1990 0.602 0.604 there is no weekends and holidays. how do I graph them in a single plot that the x-axis is the dates and the y-axis is the time series? Thank you Regards, Jincai Jiang (Office)

Re: [R] Time series plot

Try this (where you can replace textConnection(L) with name of file containing data): L - 01/02/1990 0.531 0.479 01/03/1990 0.510 0.522 01/06/1990 0.602 0.604 library(zoo) z - read.zoo(textConnection(L), format = %m/%d/%Y) plot(z, plot.type = single) This will give more info on zoo:

[R] Time Series information in formulae

Dear List The UKgas data is stored as an object of class 'ts'. I am trying to use UKgas in a formula as argument to a function. However, I do not know how to access the 'time series' information in the response (such as start() end() etc.). Here is a boiled down example. ssm -

Re: [R] Time Series information in formulae

The problem here is that you called model.frame() with (I presume, the 'factory-fresh' default) na.action=na.omit, and model.frame is documented to remove tsp attributes in that case. Use model.frame(..., na.action = NULL), e.g. model.frame(~UKgas, na.action=NULL)[[1]] is a time

Re: [R] Time Series information in formulae

You might want to look at the dyn package. It allows time series in model formulae, e.g. this aligns UKgas and diff(UKgas) properly: dyn$lm(UKgas ~ diff(UKgas)) dyn$ transforms the above to dyn(lm(dyn(UKgas ~ diff(UKgas and the inner dyn adds class dyn to the formula's class vector

Re: [R] Time Series Objects/ MC Simulation

I don't have a direct answer to your question, but in case you are interested in a general introduction to time series capabilties in R, I will suggest the following: 1. Ch. 14 in Venables and Ripley (2002) Modern Applied Statistics with S, 4th ed. (Springer) 2.

[R] Time Series Objects/ MC Simulation

I am attempting to value convertible bonds through a Monte Carlo approach. I want to express call schedules as date-price tuples. Naturally, these tuples need to be expanded to match the frequency of the innovations in the MC process. 1. Is there a straigh-forward way to accomplish this

Re: [R] Time-Series, multiple measurements, ANOVA model over time points, analysis advice

If this were my problem, I might start by considering each stimulus-response pair as a one observation, and I'd break the MEG into separate time series, each starting roughly 1 second before the stimulus and ending roughly 1 second after. If you've averaged many of these, I'm

[R] Time-Series, multiple measurements, ANOVA model over time points, analysis advice

Hi, I have some general questions about statistical analysis for a research dataset and a request for advice on using R and associated packages for a valid analysis of this data. I can only pose the problem as how to run multiple ANOVA tests on time series data, with reasonable controls of the

[R] time series prediction with genetic algorithms

-BEGIN PGP SIGNED MESSAGE- Hash: SHA1 I am just curious about this... Would you have any experience or recommendation on a suitable R package to start with? Many thanks in advance, - -- Jean-Luc Fontaine http://jfontain.free.fr/ -BEGIN PGP SIGNATURE- Version: GnuPG v1.4.2.1

[R] Time series filtering

Hi List, I have a time series of 122 values, actualy it is a time series of daily indian monsoon rainfall. now i want to filter this time series for a particular oscilation say 10 to 20days oscilation. i want to find out what amount of variance is explained by this mode. Which package is

Re: [R] Time series influenced by half-time, intake and treatment...

Have you read Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer)? The latter part about nonlinear modeling with mixed effects sounds like it could help you a lot. 1. Consistent with that, I might start by averaging over all 15 people, then making

[R] Time series influenced by half-time, intake and treatment...

Hi! First of all: I'm a newbie to both statistics and R, so please be patient with me... I do however, like R because I've been programming (pascal, IDL, perl, C etc) and designing models since -92, but never related to statistics. Ok, here we go: I've got a set of 15 people, all of them

[R] time series: smooth and aggregate?

I am working on automatic optimization of ARIMA parameters. That takes a lot of computing power, which I would like to reduce by aggregating and smoothing. Any thoughts on the subject? Suggested algorithms? What is the best order? aggregate then smooth or smooth then aggregate? Many thanks in

Re: [R] Time series ARIMAX and multivariate models

PROTECTED] wrote: Dear List, The purpose of this e-mail is to ask about R time series procedures - as a biologist with only basic time series knowledge and about a year's experience in R. I have been using ARIMAX models with seasonal components on seasonal data. However I am now moving

[R] Time series ARIMAX and multivariate models

Dear List, The purpose of this e-mail is to ask about R time series procedures - as a biologist with only basic time series knowledge and about a year's experience in R. I have been using ARIMAX models with seasonal components on seasonal data. However I am now moving on to annual data

[R] Time Series Analysis: book?

There has been a few questions on the subject lately. Is there any book on the subject, if possible with a computer processing flavor, that you would highly recommend? Many thanks in advance, -- Jean-Luc __ R-help@stat.math.ethz.ch mailing list

Re: [R] Time Series Analysis: book?

TS is a huge topic. The book recomended by statisitcian might be different from the one recommended by econometrician. Finance guy might recommend another. Could you please be more specific? On 9/8/05, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: There has been a few questions on the subject

Re: [R] Time Series Analysis: book?

Wensui Liu wrote: TS is a huge topic. The book recomended by statisitcian might be different from the one recommended by econometrician. Finance guy might recommend another. Could you please be more specific? My software (http://moodss.sourceforge.net) collects, archives in a SQL database

Re: [R] Time Series Analysis: book?

1. Have you read the appropriate chapter in Venables and Ripley (2002) Modern Applied Statists with S (Springer)? If no, I suggest you start there. 2. Have you worked through the vignettes associated with the zoo package? If no, you might find that quite useful. [Are

Re: [R] Time Series Analysis: book?

Quoting Spencer Graves [EMAIL PROTECTED]: 1. Have you read the appropriate chapter in Venables and Ripley (2002) Modern Applied Statists with S (Springer)? If no, I suggest you start there. 2. Have you worked through the vignettes associated with the zoo package? If no,

[R] time series graphs

About time series graphs, I need help to move on: A time series of data directly from a data logger comes in the dat format created below: year-c(rep(2005,10)) doy-c(rep(173,5),rep(174,5)) time-c(15,30,45,100,115,15,30,45,100,115)

[R] time series graphs

About time series graphs, I need help to move on: A time series of data directly from a data logger comes in the dat format created below: year-c(rep(2005,10)) doy-c(rep(173,5),rep(174,5)) time-c(15,30,45,100,115,15,30,45,100,115)

Re: [R] time series graphs

On 9/4/05, Anette Nørgaard [EMAIL PROTECTED] wrote: About time series graphs, I need help to move on: A time series of data directly from a data logger comes in the dat format created below: year-c(rep(2005,10)) doy-c(rep(173,5),rep(174,5)) time-c(15,30,45,100,115,15,30,45,100,115)

Re: [R] time series plots: labels language tickmarks

On Mon, 22 Aug 2005, javier garcia - CEBAS wrote: My native language is spanish and I would need to do two changes in the default xlabels in timeseries plots: What sort of plots are you talking about here? (Not tsplot or plot.ts, for example.) I think you are perhaps talking about plots of

Re: [R] time series plots: labels language tickmarks

On Mon, 2005-08-22 at 13:04 +0100, Prof Brian Ripley wrote: On Mon, 22 Aug 2005, javier garcia - CEBAS wrote: My native language is spanish and I would need to do two changes in the default xlabels in timeseries plots: What sort of plots are you talking about here? (Not tsplot or

[R] time series and regions of change

Preface: this is a statistical question more than an R question. I have a vector of numbers (assume a regular time series). Within this time series, I have a set of regions of interest (all of different lengths) that I want to compare against a baseline (which is known). There is some

Re: [R] time series and regions of change

On Fri, 22 Jul 2005 14:46:31 -0400 Sean Davis wrote: Preface: this is a statistical question more than an R question. I have a vector of numbers (assume a regular time series). Within this time series, I have a set of regions of interest (all of different lengths) that I want to compare

Re: [R] Time Series Count Models

Thanks for the suggestion. Is such a model appropriate for count data? The library you reference seems to just be form standard regressions (ie those with continuous dependent variables). Thanks, Brett On 7/16/05, Spencer Graves [EMAIL PROTECTED] wrote: Have you considered lme in

Re: [R] Time Series Count Models

Dear Brett: There are books for this topic that are more narrowly tailored to your question. Lindsey's Models for Repeated Measurements and Diggle, et al's Analysis of Longitudinal Data. Lindsey offers an R package on his web site. If you dig around, you will find many modeling papers on

Re: [R] Time Series Count Models

We are leveraging too far on speculation, at least from what I can see. PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html;. In particular, try the simplest example you can find that illustrates your question, and explain your concerns to us in terms of a

Re: [R] Time Series Count Models

Paul, Thank you so much for your thoughtful reply. I agree - there are many possible descriptions for my data, and I realize that I don't want to get bogged down with figuring out the 'best' model if something simple will work well. For me, I think the difficulty is going to be handling the

[R] Time Series Count Models

Hello, I'm trying to model the entry of certain firms into a larger number of distinct markets over time. I have a short time series, but a large cross section (small T, big N). I have both time varying and non-time varying variables. Additionally, since I'm modeling entry of firms, it seems

[R] Time Series Count Models

Hello, I'm trying to model the entry of certain firms into a larger number of distinct markets over time. I have a short time series, but a large cross section (small T, big N). I have both time varying and non-time varying variables. Additionally, since I'm modeling entry of firms, it seems

Re: [R] time series regression

On Fri, 8 Jul 2005, yyan liu wrote: Hi: I have two time series y(t) and x(t). I want to regress Y on X. Because Y is a time series and may have autocorrelation such as AR(p), so it is not efficient to use OLS directly. The model I am trying to fit is like

[R] time series regression

Hi: I have two time series y(t) and x(t). I want to regress Y on X. Because Y is a time series and may have autocorrelation such as AR(p), so it is not efficient to use OLS directly. The model I am trying to fit is like Y(t)=beta0+beta1*X(t)+rho*Y(t-1)+e(t) e(t) is iid normal random error.

Re: [R] time series regression

On 7/8/05, yyan liu [EMAIL PROTECTED] wrote: Hi: I have two time series y(t) and x(t). I want to regress Y on X. Because Y is a time series and may have autocorrelation such as AR(p), so it is not efficient to use OLS directly. The model I am trying to fit is like

Re: [R] Time series indexes

Fernando Saldanha schrieb: I tried to assign values to specific elements of a time series and got in trouble. The code below should be almost self-explanatory. I wanted to assign 0 to the first element of x, but instead I assigned zero to the second element of x, which is not what I wanted. Is

Re: [R] Time series indexes

On 4/26/05, Fernando Saldanha [EMAIL PROTECTED] wrote: I tried to assign values to specific elements of a time series and got in trouble. The code below should be almost self-explanatory. I wanted to assign 0 to the first element of x, but instead I assigned zero to the second element of x,

Re: [R] Time series indexes

Thanks, Gabor. Reading your suggestion (and a previous one as well) I realized I surely expressed myself quite badly when asking the question. Luckily one person privately suggested the following solution, which is exactly what I was looking for: x[time(x)==2] - 0 This works wonderfully.

[R] Time series indexes

I tried to assign values to specific elements of a time series and got in trouble. The code below should be almost self-explanatory. I wanted to assign 0 to the first element of x, but instead I assigned zero to the second element of x, which is not what I wanted. Is there a function that will

[R] Time series misalignment

This maybe a basic question, but I have spent several hours researching and I could not get an answer, so please bear with me. The problem is with time series in the package tseries. As the example below shows, the time series can get misaligned, so that bad results are obtained when doing

Re: [R] Time series misalignment

Fernando: This maybe a basic question, but I have spent several hours researching and I could not get an answer, so please bear with me. The problem is with time series in the package tseries. BTW: the `tseries' package is not involved here. As the example below shows, the time series can

Re: [R] Time series misalignment

Can one also predetermine a set and then estimate all the models one wants to compare using the zoo package? Or can that be done only with the tseries package? Thanks. FS On 4/12/05, Achim Zeileis [EMAIL PROTECTED] wrote: Fernando: This maybe a basic question, but I have spent several

[R] Time Series

Hello, I'm using a dataset with unequally spaced time series and I'd want to know if there is in R some function in order to calculate the autocorrelation function, because acf() in stats package cannot calculate it, because I have many missing data, and data are not equally spaced. And if so, is

RE: [R] Time Series

see packages zoo and its on cran. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Wednesday, March 16, 2005 7:17 PM To: r-help@stat.math.ethz.ch Subject: [R] Time Series Hello, I'm using a dataset with unequally spaced time series and I'd want

Re: [R] Time Series

On Wed, 16 Mar 2005 [EMAIL PROTECTED] wrote: I'm using a dataset with unequally spaced time series and I'd want to know if there is in R some function in order to calculate the autocorrelation function, because acf() in stats package cannot calculate it, because I have many missing data, and data

Re: [R] Time series documentation?

Hello, Kum-Hoe: Have you considered the strucchange package? Inspired and informed by Gabor's comments, it looks to me at the moment like this package help you fit intervention / regression fits with time series / ARMAX models with minimum hassle. hope this helps. spencer

[R] Time series documentation? (was: best analysis method : for time series ans cross sectional data)

Hello, All: What documentation do you recommend for someone trying to learn how to analyze time series in R beyond ch. 14 in Venables and Ripley (2002) Modern Applied Statistics with S, 4th ed. (Springer), and a not-quite random walk through the documentation on commands like arima

Re: [R] Time series documentation? (was: best analysis method : for time series ans cross sectional data)

Spencer Graves spencer.graves at pdf.com writes: : In particular, what's the preferred way to keep track of dates with : time series? I tried assigning a Date object somehow to a ts : object, so far without success. Two of my attempts are as follows: : : tst2 - ts(1:11,

Re: [R] Time series documentation?

Hi, Gabor: Thanks. Which package(s) do you prefer for which purposes? Best Wishes, Spencer Graves Gabor Grothendieck wrote: Spencer Graves spencer.graves at pdf.com writes: : In particular, what's the preferred way to keep track of dates with : time series? I tried

Re: [R] Time series documentation?

Spencer Graves spencer.graves at pdf.com writes: : : Thanks. Which package(s) do you prefer for which purposes? 'ts' can be used for regularly spaced time series and supports monthly and quarterly dates. The other ones listed below supports irregular time series. zoo's design goals

[R] time series questions?

Two time series questions: FITTING TRANSFER FUNCTIONS WITH LAGS: Consider the following toy example: dates - paste(11:21, /01/2005, sep=) Dates - as.Date(dates, %d/%m/%Y) set.seed(1) DF - data.frame(date=Dates, y=rnorm(11), x=rnorm(11, 3)) arima(DF$y, c(1,0,0), xreg=lag(DF$x, 1))

[R] time series questions (corrected)?

## The following corrects what I believe to have been an error in my previous post: Two time series questions: I. FITTING TRANSFER FUNCTIONS WITH LAGS: Consider the following toy example: dates - paste(11:21, /01/2005, sep=) Dates - as.Date(dates, %d/%m/%Y) set.seed(1) DF -

[R] Time-Series

In a dataframe you call one of the variable (or the column) connecting the name of the column to the dataframe name by means of the $ sign: so z$energy is the column named energy in the dataframe z. I don't know how to do the same with a multi-variable time-series. I tried both z.energy,

Re: [R]time series - state space (was: no subject)

Rene Pineda wrote: I need information about space state models in structural model and kalman filtering. I have a univariate time serie and i nedd aplicate space state model Please use an informative subject line! See ?arima and the references therein. See also the R Newsletter, volume 2/2,

Re: [R] Time series plot orientation

Costas Vorlow wrote: Hello, I am trying to rotate by 90 degrees a time series plot. So I need the time axis to be the vertical one. Is there an easy way? No, you have to do it manually, AFAIK. Uwe Ligges I couldn't guess anything from the help pages. Apologies for a silly question. Regards,

[R] Time series plot orientation

Hello, I am trying to rotate by 90 degrees a time series plot. So I need the time axis to be the vertical one. Is there an easy way? I couldn't guess anything from the help pages. Apologies for a silly question. Regards, Costas -- =

[R] Time series reference card

Hi, I wish to informe all of you that on the CRAN is now available a short document concerning the main R functions for time series analysis. PDF format: http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf DOC format: http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.doc Best Vito

Re: [R] time series object

window() is the normal way to do this. On Tue, 15 Jun 2004, Laura Holt wrote: Hi R People: I have a monthly time series x.ts which runs from 1/1995 through 12/2003. x.ts - ts(x,start=1995,freq=12) str(x.ts) Time-Series [1:108] from 1995 to 2004: -1.638 -0.236 0.830 -0.548 0.363 ...

[R] time series object

Hi R People: I have a monthly time series x.ts which runs from 1/1995 through 12/2003. x.ts - ts(x,start=1995,freq=12) str(x.ts) Time-Series [1:108] from 1995 to 2004: -1.638 -0.236 0.830 -0.548 0.363 ... My question: is there a way to print the observations from 1/1999 to 6/1999, please?

RE: [R] time series object

?window Date: Tue, 15 Jun 2004 18:43:04 -0500 From: Laura Holt [EMAIL PROTECTED] To: [EMAIL PROTECTED] Subject: [R] time series object Hi R People: I have a monthly time series x.ts which runs from 1/1995 through 12/2003. x.ts - ts(x,start=1995,freq=12) str(x.ts) Time-Series

RE: [R] time-series

Dutra de Armas Enviado el: viernes, 05 de marzo de 2004 19:40 Para: [EMAIL PROTECTED] Asunto: [R] time-series Dear R helpers I have a daily rainfall dataset of 5 stations, but the time-series are of different lengths. Three stations measured precipitation from 1917 to 2004, one from 1930

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