[R] Identifying Gender
Hi I have a csv file of Names based on male and female managers. Is there some code in R to identify the gender by names? ThanksSaba [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Replacing value with "1"
Hi I have a matrix that contains 1565 rows and 132 columns. All the observations are either "0" or "1". Now I want to keep all the observations same but just one change, i.e. whenever there is "1", the very next value in the same row should become "1". Please see below as a sample: >df 00100 NA0110 0100NA What I want is: 00110 NA0111 0110NA I shall be thankful for the reply. Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Install GARPFRM package
Hi If a package is not loading, it is a matter of concern. Therefore, I have asked for the assistance or guidance in this regards. Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Install GARPFRM package
Hi I am trying to install GARPFRM package to R (version: 3.3.0) by following steps: (a) install.packages("GARPFRM", repos="http://R-Forge.R-project.org;) It gives following Warning messages: 1: running command '"C:/PROGRA~1/R/R-33~1.0/bin/i386/R" CMD INSTALL -l "C:\Users\ssehrish\Documents\R\win-library\3.3" C:\Users\ssehrish\AppData\Local\Temp\RtmpU3JvBo/downloaded_packages/GARPFRM_0.1.0.tar.gz' had status 1 2: In install.packages("GARPFRM", repos = "http://R-Forge.R-project.org;) : installation of package ‘GARPFRM’ had non-zero exit status (b) library(GARPFRM) It gives following error : Error in library(GARPFRM) : there is no package called ‘GARPFRM’ Please help me in this regard. Thanks Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] replacing values of rows with identical row names in two dataframes
Hi I have two dataframes(df1, df2) with equal number of columns (1566) but lesser rows in df2 (2772 in df1 and 40 in df2). Row names are identical in both dataframes (date). I want to replace NAs of df1 with the values of df2 for all those rows having identical row names (date) but without affecting already existing values in those rows of df1. Please see below: df1: date 11A 11A 21B 3CC 3CC 20040101 100 150 NA NA 140 20040115 200 NA 200 NA NA 20040131 NA 165 180 190 190 20040205 NA NA NA NA NA 20040228 NA NA NA NA NA 20040301 150 155 170 150 160 20040315 NA NA 180 190 200 20040331 NA NA NA 175 180 df2: date 11A 11A 21B 3CC 3CC 20040131 170 NA NA NA NA 20040228 140 145 165 150 155 20040331 NA 145 160 NA NA I want the resulting dataframe to be: df3: date 11A 11A 21B 3CC 3CC 20040101 100 150 NA NA 140 20040115 200 NA 200 NA NA 20040131 170 165 180 190 190 20040205 NA NA NA NA NA 20040228 140 145 165 150 155 20040301 150 155 170 150 160 20040315 NA NA 180 190 200 20040331 NA 145 160 175 180 If it is possible, I would prefer to use "for loop" and "which" function to achieve the result. Please guide me in this regard. Thanks Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Inserting a blank row to every other row
Hi I need to insert a blank row after every row in R data frame. I have achieved it through: df[rep(1:nrow(df),1,each=2),] But it inserts a row with name of previous row, while i want a complete blank row without any name/title. Please guide me Regards Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Dividing rows in groups
Hi I have two data frames as shown below (second one is obtained by aggregating rows of similar IDs in df1.). They both have similar number of columns but rows of df2 are lesser than rows of df1. df1: ID A B 1 1 2 1 0 3 25 NA 2 1 3 3 1 4 4 NA NA 4 0 1 4 3 0 5 2 5 5 7 NA df2: ID A B 1 1 5 2 6 3 3 1 4 4 3 1 59 5 Now, to obtain weight of each value of df1, I want to divide each row of df1 by the row of df2 having similar ID. What I want is as below: IDAB 110.4 100.6 20.83 NA 20.17 1 31 4 4NANA 40 1 41 0 50.22 1 50.78 NA Kindly guide me in this regard. Thanks Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] multiplication by groups
Hi I have two data frames as shown below (second one is obtained by aggregating rows of similar IDs in df1.). They both have similar number of columns but rows of df2 are lesser than rows of df1. df1: IDAB 1 12 1 03 2 5NA 2 13 3 14 4 NA NA 4 01 4 30 5 25 5 7NA df2: IDAB 1 15 2 63 3 14 4 31 5 95 Now, to obtain weight of each value of df1, I want to divide each row of df1 by the row of df2 having similar ID. What I want is as below: IDAB 1 1 0.4 1 0 0.6 2 0.83NA 2 0.17 1 3 14 4 NA NA 4 01 4 10 5 0.22 1 5 0.78NA Kindly guide me in this regard. Thanks Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Finding Highest value in groups
Thanks a lot. Its really helpful Regards Saba On Saturday, 23 April 2016, 6:50, Giorgio Garzianowrote: Since the aggregate S3 method for class formula already has got na.action = na.omit, ## S3 method for class 'formula' aggregate(formula, data, FUN, ..., subset, na.action = na.omit) I think that to deal with NA's, it is enough: aggregate(Value~ID, dta, max) Moreover, passing na.rm = FALSE/TRUE is "don't care": aggregate(Value~ID, dta, max, na.rm=FALSE) result is: ID Value 1 1 0.69 2 2 0.99 3 3 1.00 4 4 1.00 5 5 0.50 which is the same of na.rm=TRUE. On the contrary, in the following cases: aggregate(Value~ID, dta, max, na.action = na.pass) ID Value 1 1 0.69 2 2 0.99 3 3 1.00 4 4NA 5 5 0.50 aggregate(Value~ID, dta, max, na.action = na.fail) Error in na.fail.default(list(Value = c(0.69, 0.31, 0.01, 0.99, 1, NA the result is different. -- Best, GG [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Finding Highest value in groups
Hi I have two columns in data frame. First column is based on "ID" assigned to each group of my data (similar ID depicts one group). From second column, I want to identify highest value among each group and want to assign the same ID to that highest value. Right now the data looks like: IDValue 10.69 10.31 20.01 20.99 31.00 4NA 40 41 50.5 50.5 I want to use R program to get results as below: ID Value 10.69 20.99 31.00 41 50.5 Kindly guide me in this regard. Thanks Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] working with unequal rows
Hi I have a data frame with rows specifying companies (codes are assigned to companies) and columns specify months (monthly data). The data is based on male (M) and female (F) information for each month. Following is an example of how my data looks like: 01 02 03 04 001 M M M na 001 F M M M 002 M na F F 003 F F F M 003 F F M na 003 M M M M na= no male/female. Now, I want to firstly add rows with similar codes to see total number of Male and Female in each month for each company. Secondly, I need to calculate fraction of Female in each month (F/ M+F) for each one of these companies. For example, in first month of company 001, there is a male and a female working, so in this month the fraction of female is 0.5. I need to know the coding to get this fraction for my whole data. Kindly guide me in this regard. Thanks Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] unbalanced number of rows
HiI have a data frame with rows specifying companies (codes are assigned to companies) and columns specify months (monthly data). The data is based on male (M) and female (F) information for each month. Following is an example of how data looks like: 01 02 03 04001 na M M M001 M M M F002 M F F na003 M na na M003 F M M F003 F F M M na= no male/female. Now, I want to firstly add rows with similar codes to see total number of Male and Female in each month. Secondly, I need to calculate fraction of Female in each month (F/ M+F) for these three companies. Kindly guide me in this regard. ThanksSaba [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Descriptive Statistics of time series data
Hi I have four variables and the time series data for each variable consists of values for past 10 years on monthly basis. I want to get descriptive stats for these four variables separately (mean, median, sd, min, max). The data I import to R consists of different columns, where each column gives values for one month of a particular year (e.g. March 31st, 2010). Right now R gives descriptive results for each column, whereas I need it collectively for all the years ( one mean, one sd, one min, one max and one median) for each variable. Kindly guide me in this regard. Thanks. Saba Sent from Yahoo Mail on Android [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] error in vcovNW
Hi Thanks for the reminder. Actually I want to analyse whether present value of variable A is Granger caused by lag values of B and test linear hypothesis "B1,B2,B3,B4,B5=0". Therefore, to get robust standard error NeweyWest estimates are applied. Saba On Saturday, 19 December 2015, 23:26, Achim Zeileis <achim.zeil...@uibk.ac.at> wrote: On Sat, 19 Dec 2015, Saba Sehrish wrote: > Thank you. The issue is resolved by scaling the data in millions. That solves the numerical problem but the second issue (inappropriateness of the Newey-West estimator for an autoregressive model) persists. > Saba > > > On Saturday, 19 December 2015, 15:06, Achim Zeileis > <achim.zeil...@uibk.ac.at> wrote: > > > On Sat, 19 Dec 2015, Saba Sehrish via R-help wrote: > > > Hi I am using NeweyWest standard errors to correct lm( ) output. For > example: > > lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5) > > vcovNW<-NeweyWest(lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)) > > > > I am using package(sandwich) for NeweyWest. Now when I run this command, > it gives following error: > > Error in solve.default(diag(ncol(umat)) - apply(var.fit$ar, 2:3, sum)) > :system is computationally singular: reciprocal condition number = > 7.49468e-18 > > > > Attached herewith is data for A, A1,A2,A3,A4,A5,B1,B2,B3,B4,B5 are > > simply lag variables. Can you help me removing this error please? > > Without trying to replicate the error, there are at least two issues: > > (1) You should scale your data to use more reasonable orders of magnitude, > e.g., in millions. This will help avoiding numerical problems. > > (2) More importantly, you should not employ HAC/Newey-West standard errors > in autoregressive models. If you use an autoregressive specification, you > should capture all relevant autocorrelations - and then no HAC estimator > is necessary. Alternatively, one may treat autocorrelation as a nuisance > parameter and not model it - but instead capture it in HAC standard > errors. Naturally, the former strategy will typically perform better if > the autocorrelations are more substantial. > > > Saba > > > > [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] error in vcovNW
Hi I am using NeweyWest standard errors to correct lm( ) output. For example: lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5) vcovNW<-NeweyWest(lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)) I am using package(sandwich) for NeweyWest. Now when I run this command, it gives following error: Error in solve.default(diag(ncol(umat)) - apply(var.fit$ar, 2:3, sum)) :system is computationally singular: reciprocal condition number = 7.49468e-18 Attached herewith is data for A, A1,A2,A3,A4,A5,B1,B2,B3,B4,B5 are simply lag variables. Can you help me removing this error please? SabaA B 739171876.1 -30023111.44 487266676 21283768.23 372851476.2 -40442678.43 63229603.27 10656220.9 42006490.16 -11533497.55 190745334.6 -5394116.27 172710138.6 -15091006.48 231059302.6 23568469.87 519602621.8 64131342.59 997358074.8 23623980.29 291864614.4 65303351.45 80844732.71 69354076.9 701170068.3 106386633.8 440463911.3 105165515.5 67256920.87 57943316.76 64101070.8 50209212.89 -71028831.0331292473.88 -197854142.532805225.46 -189290263.34638671.93 -520470164.7962640792.4 -471115277.3-1093666458 -955868238 -102261874.8 -1098715609 -101020121.9 -738546938.5-6916.12 -1085874990 -136045443.9 193157212.1 -2473692.63 -6269415.53 -28891931 199824564.8 5127403.1 302376261.5 6655585.13 -67851220.11-13741489.54 -370952947 -24219268.21 34404761.25 27283468.9 -428849252.4-85765593.88 -924463014 -112574045.5 -495270249.6-2965265.14 -668618574.5-39930551.16 -10436100.7790010638.89 -281751636.5-22157882.66 -385194083 43186980.6 104681563.1 40450660.38 -15283793.5260454998.18 -26567438.3752683189.8 -98612309.0825319905.01 21402708.99 44019777.51 -74846057.0545104511.78 -951203476.39858962.32 -338231274.186293283.74 -424023473.5102767273.6 20027128.13 185851266 -815545.8 163237321.2 46996041.85 194808435 134571135.3 122988858.9 -183703166 53086443.78 212728895.5 73301796.9 -197466304.2-11713239.02 -393762814.711580149.74 -343324235.6-13610112.45 -260888613.910047787.51 -759009960.6-151251490.8 -383721497 -151251490.8 __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] error in vcovNW
Thank you. The issue is resolved by scaling the data in millions. Saba On Saturday, 19 December 2015, 15:06, Achim Zeileis <achim.zeil...@uibk.ac.at> wrote: On Sat, 19 Dec 2015, Saba Sehrish via R-help wrote: > Hi I am using NeweyWest standard errors to correct lm( ) output. For example: > lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5) > vcovNW<-NeweyWest(lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)) > > I am using package(sandwich) for NeweyWest. Now when I run this command, it > gives following error: > Error in solve.default(diag(ncol(umat)) - apply(var.fit$ar, 2:3, sum)) > :system is computationally singular: reciprocal condition number = 7.49468e-18 > > Attached herewith is data for A, A1,A2,A3,A4,A5,B1,B2,B3,B4,B5 are > simply lag variables. Can you help me removing this error please? Without trying to replicate the error, there are at least two issues: (1) You should scale your data to use more reasonable orders of magnitude, e.g., in millions. This will help avoiding numerical problems. (2) More importantly, you should not employ HAC/Newey-West standard errors in autoregressive models. If you use an autoregressive specification, you should capture all relevant autocorrelations - and then no HAC estimator is necessary. Alternatively, one may treat autocorrelation as a nuisance parameter and not model it - but instead capture it in HAC standard errors. Naturally, the former strategy will typically perform better if the autocorrelations are more substantial. > Saba [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Error in linear regression
Hi Please find the attachment with (.txt) extension and I hope the command is visible now. library(lmtest)data<-read.csv(file="---",header=T,sep=",")A<-as.matrix(data$DODGX)B<-as.matrix(data$TRMCX) nrow<-nrow(A)A1<-matrix(NA,nrow,1)A2<-matrix(NA,nrow,1) A3<-matrix(NA,nrow,1) A4<-matrix(NA,nrow,1) A5<-matrix(NA,nrow,1) A1[2:nrow,1]<-A[1:(nrow-1),1]A2[3:nrow,1]<-A[1:(nrow-2),1] A3[4:nrow,1]<-A[1:(nrow-3),1] A4[5:nrow,1]<-A[1:(nrow-4),1] A5[6:nrow,1]<-A[1:(nrow-5),1] nrow<-nrow(B)B1<-matrix(NA,nrow,1)B2<-matrix(NA,nrow,1) B3<-matrix(NA,nrow,1) B4<-matrix(NA,nrow,1) B5<-matrix(NA,nrow,1) B1[2:nrow,1]<-B[1:(nrow-1),1]B2[3:nrow,1]<-B[1:(nrow-2),1] B3[4:nrow,1]<-B[1:(nrow-3),1] B4[5:nrow,1]<-B[1:(nrow-4),1] B5[6:nrow,1]<-B[1:(nrow-5),1] reg1<-lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)reg2<-lm(B~B1+B2+B3+B4+B5+A1+A2+A3+A4+A5) Following error is occurring: Error in lm.fit(x,y,offset = offset, singular.ok = singular.ok, ...) : NA/NaN/lnf in 'y'In addition: Warning message:In model.response(mf,"numeric") : NAs introduced by coercion RegardsSaba On Friday, 18 December 2015, 15:11, David Winsemius <dwinsem...@comcast.net> wrote: > On Dec 17, 2015, at 1:13 PM, Saba Sehrish via R-help <r-help@r-project.org> > wrote: > > Hi I am trying to apply linear regression on the attached data The is no attached data; please read the posting guide. Do not post with .csv or .doc files. You can have commas as separators but an attachment must have a .txt extension. > of two variables (DODGX, TRMCX) in R by taking into account time lag=5 for > both of them. Each time I run this command, it gives me following error: > Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) : > NA/NaN/Inf in 'y'In addition: Warning message:In model.response(mf, > "numeric") : NAs introduced by coercion > Following is the programming I am using: > > data<-read.csv(file="---",header=T)A<-as.matrix(data$DODGX)B<-as.matrix(data$TRMCX) > nrow<-nrow(A)A1<-matrix(NA,nrow,1)A2<-matrix(NA,nrow,1)A3<-matrix(NA,nrow,1)A4<-matrix(NA,nrow,1)A5<-matrix(NA,nrow,1)A1[2:nrow,1]<-A[1:(nrow-1),1]A2[3:nrow,1]<-A[1:(nrow-2),1]A3[4:nrow,1]<-A[1:(nrow-3),1]A4[5:nrow,1]<-A[1:(nrow-4),1]A5[6:nrow,1]<-A[1:(nrow-5),1]nrow<-nrow(B)B1<-matrix(NA,nrow,1)B2<-matrix(NA,nrow,1)B3<-matrix(NA,nrow,1)B4<-matrix(NA,nrow,1)B5<-matrix(NA,nrow,1)B1[2:nrow,1]<-B[1:(nrow-1),1]B2[3:nrow,1]<-B[1:(nrow-2),1]B3[4:nrow,1]<-B[1:(nrow-3),1]B4[5:nrow,1]<-B[1:(nrow-4),1]B5[6:nrow,1]<-B[1:(nrow-5),1] > reg1<-lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)reg2<-lm(B~B1+B2+B3+B4+B5+A1+A2+A3+A4+A5) I do not see the usual html delted message but nonetheless your code has arrived without any linebreaks. Linebreaks are syntactically necessary. So pleas learn to post with plain text in a format that does mangle the ability of humans to read this code. -- David Winsemius Alameda, CA, USA DODGX,TRMCX "739,171,876.13","-30,023,111.44" "487,266,676.01","21,283,768.23" "372,851,476.15","-40,442,678.43" "63,229,603.27","10,656,220.90" "42,006,490.16","-11,533,497.55" "190,745,334.56","-5,394,116.27" "172,710,138.57","-15,091,006.48" "231,059,302.57","23,568,469.87" "519,602,621.84","64,131,342.59" "997,358,074.79","23,623,980.29" "291,864,614.39","65,303,351.45" "80,844,732.71","69,354,076.90" "701,170,068.28","106,386,633.76" "440,463,911.27","105,165,515.47" "67,256,920.87","57,943,316.76" "64,101,070.80","50,209,212.89" "-71,028,831.03","31,292,473.88" "-197,854,142.48","32,805,225.46" "-189,290,263.33","4,638,671.93" "-520,470,164.74","962,640,792.41" "-471,115,277.27","-1,093,666,458.34" "-955,868,238.04","-102,261,874.75" "-1,098,715,608.87","-101,020,121.92" "-738,546,938.53","-69,222,216.12" "-1,085,874,989.74","-136,045,443.89" "193,157,212.12","-2,473,692.63" "-6,269,415.53","-28,891,931.00" "199,824,564.81","5,127,403.10" "302,376,261.45","6,655,585.13" "-67,851,220.11","-13,741,489.54" "-370,952,946.99","-24,219,268.21" "34,404,761.25","27,283,468.90" "-428,849,252.43","-85,765,593.88" "-924,463,014.01","-112,574,045.54" "-4
[R] Error in linear regression
Hi I am trying to apply linear regression on the attached data of two variables (DODGX, TRMCX) in R by taking into account time lag=5 for both of them. Each time I run this command, it gives me following error: Error in lm.fit(x, y, offset = offset, singular.ok = singular.ok, ...) : NA/NaN/Inf in 'y'In addition: Warning message:In model.response(mf, "numeric") : NAs introduced by coercion Following is the programming I am using: data<-read.csv(file="---",header=T)A<-as.matrix(data$DODGX)B<-as.matrix(data$TRMCX) nrow<-nrow(A)A1<-matrix(NA,nrow,1)A2<-matrix(NA,nrow,1)A3<-matrix(NA,nrow,1)A4<-matrix(NA,nrow,1)A5<-matrix(NA,nrow,1)A1[2:nrow,1]<-A[1:(nrow-1),1]A2[3:nrow,1]<-A[1:(nrow-2),1]A3[4:nrow,1]<-A[1:(nrow-3),1]A4[5:nrow,1]<-A[1:(nrow-4),1]A5[6:nrow,1]<-A[1:(nrow-5),1]nrow<-nrow(B)B1<-matrix(NA,nrow,1)B2<-matrix(NA,nrow,1)B3<-matrix(NA,nrow,1)B4<-matrix(NA,nrow,1)B5<-matrix(NA,nrow,1)B1[2:nrow,1]<-B[1:(nrow-1),1]B2[3:nrow,1]<-B[1:(nrow-2),1]B3[4:nrow,1]<-B[1:(nrow-3),1]B4[5:nrow,1]<-B[1:(nrow-4),1]B5[6:nrow,1]<-B[1:(nrow-5),1] reg1<-lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5)reg2<-lm(B~B1+B2+B3+B4+B5+A1+A2+A3+A4+A5) Kindly guide me in this regard. Thanks. Saba __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Error-linear regression
Hi I am trying to apply linear regression on the attached data of two variables (DODGX, TRMCX) in R by taking time lag=5 for both of them. Each time I run this command, it gives me following error: Error in lm.fit(x,y,offset = offset, singular.ok = singular.ok, ...) : NA/NaN/lnf in 'y' In addition: Warning message: In model.response(mf,"numeric") : NAs introduced by coercion Following is the command: library(lmtest)data<-read.csv(file="---",header=T,sep=",") A<-as.matrix(data$DODGX) B<-as.matrix(data$TRMCX) nrow<-nrow(A) A1<-matrix(NA,nrow,1) A2<-matrix(NA,nrow,1) A3<-matrix(NA,nrow,1) A4<-matrix(NA,nrow,1) A5<-matrix(NA,nrow,1) A1[2:nrow,1]<-A[1:(nrow-1),1] A2[3:nrow,1]<-A[1:(nrow-2),1] A3[4:nrow,1]<-A[1:(nrow-3),1] A4[5:nrow,1]<-A[1:(nrow-4),1] A5[6:nrow,1]<-A[1:(nrow-5),1] nrow<-nrow(B) B1<-matrix(NA,nrow,1) B2<-matrix(NA,nrow,1) B3<-matrix(NA,nrow,1) B4<-matrix(NA,nrow,1) B5<-matrix(NA,nrow,1) B1[2:nrow,1]<-B[1:(nrow-1),1] B2[3:nrow,1]<-B[1:(nrow-2),1] B3[4:nrow,1]<-B[1:(nrow-3),1] B4[5:nrow,1]<-B[1:(nrow-4),1] B5[6:nrow,1]<-B[1:(nrow-5),1] reg1<-lm(A~A1+A2+A3+A4+A5+B1+B2+B3+B4+B5) reg2<-lm(B~B1+B2+B3+B4+B5+A1+A2+A3+A4+A5) Regards Saba DODGX,TRMCX "739,171,876.13","-30,023,111.44" "487,266,676.01","21,283,768.23" "372,851,476.15","-40,442,678.43" "63,229,603.27","10,656,220.90" "42,006,490.16","-11,533,497.55" "190,745,334.56","-5,394,116.27" "172,710,138.57","-15,091,006.48" "231,059,302.57","23,568,469.87" "519,602,621.84","64,131,342.59" "997,358,074.79","23,623,980.29" "291,864,614.39","65,303,351.45" "80,844,732.71","69,354,076.90" "701,170,068.28","106,386,633.76" "440,463,911.27","105,165,515.47" "67,256,920.87","57,943,316.76" "64,101,070.80","50,209,212.89" "-71,028,831.03","31,292,473.88" "-197,854,142.48","32,805,225.46" "-189,290,263.33","4,638,671.93" "-520,470,164.74","962,640,792.41" "-471,115,277.27","-1,093,666,458.34" "-955,868,238.04","-102,261,874.75" "-1,098,715,608.87","-101,020,121.92" "-738,546,938.53","-69,222,216.12" "-1,085,874,989.74","-136,045,443.89" "193,157,212.12","-2,473,692.63" "-6,269,415.53","-28,891,931.00" "199,824,564.81","5,127,403.10" "302,376,261.45","6,655,585.13" "-67,851,220.11","-13,741,489.54" "-370,952,946.99","-24,219,268.21" "34,404,761.25","27,283,468.90" "-428,849,252.43","-85,765,593.88" "-924,463,014.01","-112,574,045.54" "-495,270,249.60","-2,965,265.14" "-668,618,574.50","-39,930,551.16" "-10,436,100.77","90,010,638.89" "-281,751,636.53","-22,157,882.66" "-385,194,082.95","43,186,980.60" "104,681,563.10","40,450,660.38" "-15,283,793.52","60,454,998.18" "-26,567,438.37","52,683,189.80" "-98,612,309.08","25,319,905.01" "21,402,708.99","44,019,777.51" "-74,846,057.05","45,104,511.78" "-951,203,476.25","9,858,962.32" "-338,231,274.10","86,293,283.74" "-424,023,473.54","102,767,273.58" "20,027,128.13","185,851,265.95" "-815,545.80","163,237,321.24" "46,996,041.85","194,808,434.99" "134,571,135.25","122,988,858.88" "-183,703,166.02","53,086,443.78" "212,728,895.49","73,301,796.90" "-197,466,304.16","-11,713,239.02" "-393,762,814.65","11,580,149.74" "-343,324,235.59","-13,610,112.45" "-260,888,613.88","10,047,787.51" "-759,009,960.63","-151,251,490.77" "-383,721,497.02","-42,502,501" __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] For loop coding
Hi I will be grateful if someone please tell me the programming to run regression on time series data through "For Loop". Regards. Saba Sent from Yahoo Mail on Android [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] R-help mailing list
Hi I am a PhD student and I want to learn how to run Linear regression with Lag-5 on R through "For Loop". Please find the details below: 1- I need guidance about Coding/ Programming for Simple Linear Regression with Lag-5 on R. 2- I have time series data of “Daily Returns” of 15 stocks and I want to see how each stock’sreturn is connected to all other stocks’ returns. This means, I have to runregression as follows: a) Impact of Stock 1’s return on return of Stock 2. Impact of Stock 1’s return onreturn of Stock 3. Impact of Stock 1’s return on return of Stock 4 ……… tillreturn of Stock 15. b) Then, Impact of Stock 2’s return on return of Stock 1. Impact of Stock 2’sreturn on return of Stock 3. Impact of Stock 2’s return on return of Stock 4……… till return of Stock 15. And this will continue till Stock 15, one after another. c) As the the process will have to be repeated, therefore instead of manual coding everytime, “For Loop” is required. I shall bereally grateful for a detailed reply. Thanks. Regards Saba Sehrish [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.