Thanks Stefan for your reply and your recommendation, I have read it yet
and its very interesting. But investigating a more litle, I have found that
the difference is due that Gretl uses the asymptotic critical value of
MacKinnon (1996) and Eviews and fUnitRoots R-Package gives the critical
value o
Hello,
I have the following data (xts) (last two columns refer to up and down
volumes).
> head(test,20)
[,1] [,2] [,3]
2012-09-12 16:30:00 144.39 3000
2012-09-12 16:30:00 144.39 5000
2012-09-12 16:30:00 144.39 3000
2012-09-12 16:30:00 144.39 4000
2012-09-
If you have a column labelled "Volume", to.period will sum it: e.g.,
library(xts)
data(sample_matrix)
s <- as.xts(sample_matrix)
s <- cbind(s, Volume = round(exp(runif(NROW(s),2,3))*1))
head(s)
head(to.weekly(s))
Cheers,
Michael
On Sat, Sep 15, 2012 at 4:57 PM, Costas Vorlow wrote:
> Hel
You can use `period.apply` (along with `endpoints()`) to apply any
function you like over non-overlapping time periods.
In this case, you want to sum columns 2 and 3 separately, so use
`period.apply()` with `FUN=colSums` on just the 2nd and 3rd columns.
period.apply(test[, 2:3], endpoints(tes
?period.sum
HTH
Jeff
Jeffrey Ryan|Founder|jeffrey.r...@lemnica.com
www.lemnica.com
On Sep 15, 2012, at 10:57 AM, Costas Vorlow wrote:
> Hello,
>
> I have the following data (xts) (last two columns refer to up and down
> volumes).
>
>> head(test,20)
> [,
Hi -
I would like to model following scenarios for my past trades and
wondering if there are any R APIs already available in blotter (or
another R package). If not can you please advise on how you as an
experienced Quant/R programmer would do it. If you can include a code
fragment (or a link to a s
On 27 January 2012 20:58, Joshua Ulrich wrote:
> Hi Jun,
>
> Specifying the date format via setSymbolLookup fixes it. I'm not sure
> if there is a more general solution.
>
> setSymbolLookup(test=list(src="csv",format="%Y-%m-%d"))
> getSymbols('test',src='csv')
I had the same problem,
it seems t
