Re: [R] Reg: Frequency in declaring time series data
Às 20:52 de 16/01/2023, Upananda Pani escreveu:
Hi Rui,
Thank you so much for your help. As I have to fit a Markov Switching Model
using MSwM package.
May I know whether i can convert from zoo object to a time series object.
As I have to use several packages which uses ts so I am not able to decide
how to do it.
Grateful to you for your help and support.
With sincere regards,
Upananda
On Tue, 17 Jan, 2023, 01:40 Rui Barradas, wrote:
Às 16:39 de 16/01/2023, Upananda Pani escreveu:
Dear All,
I have a time series daily data with date are stored ( %dd-%mm-%yy
format )
from 22-01-20 to 03-08-21. In total I have 560 observations. I am using
the
following command to declare as a time series object. Here the the data
set
is 7 days a week.
oil <- read_xlsx("crudefinal.xlsx")
pricet=ts(oil$price, start = c(2020, 22), freq = 365)
roilt=ts(diff(log(oil$price))*100,start=c(2020,22), freq=365)
Shall I have to declare the dates here? I want to know also if it is a 5
day trading a week, how to declare the frequency.
Looking forward to your reply
Regards,
Upananda Pani
Looking forward to your suggestions.
[[alternative HTML version deleted]]
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Hello,
Package zoo is the best way of having dates in a time series. The
package comes with several vignettes that can get you started quickly.
See the difference between classes ts and zoo below.
# make up some test data
oil <- data.frame(price = cumsum(rnorm(560)))
oil$date <- seq(as.Date("2020-01-22"), by = "1 day", length.out = 560)
# base R
pricet <- ts(oil$price, start = c(2020, 22), freq = 365)
time(pricet)
index(pricet)
plot(pricet)
#---
library(zoo)
library(ggplot2)
pricez <- zoo(oil$price, order.by = oil$date)
time(pricez)
index(pricez)
autoplot(pricez)
vignette(package = "zoo")
Hope this helps,
Rui Barradas
Hello,
Please always cc the R-Help list.
I have no experience with package MSwM but according to the
vignette("example", package = "MSwM")
you first fit a regression model, say 'mod', and then fit an
Autoregressive Markov Switching Model to mod. You don't need a time
series, only a regression fit.
Hope this helps,
Rui Barradas
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[R] (no subject)
Dear Members,
Greetings! I would like to know how to create the lag variable for my data.
# Load data and create time series object
oil <- read_xlsx("crudefinal.xlsx")
pricet=ts(oil$price, start = c(2020, 22), frequency = 365)
roilt=ts(diff(log(oil$price))*100,start=c(2020,22),freq=365)
# Fit MSW model
roilt.lag0 = window(roilt,start=c(2020,23),end=c(2021,215),freq=365) # get
al the lags right
roilt.lag1 = window(roilt,start=c(2020,22),end=c(2021,214),freq=365)
roilt.lag2 = window(roilt,start=c(2020,20),end=c(2021,213),freq=365)
roilt.lag3 = window(roilt,start=c(2020,20),end=c(2021,212),freq=365)
roilt.lag4 = window(roilt,start=c(2020,19),end=c(2021,211),freq=365)
I am getting error (length is not matching), while creating lag. I will
grateful to you if you can tell me where I am making mistakes.
Regards,
Upananda Pani
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Re: [R] Reg: Frequency in declaring time series data
Às 16:39 de 16/01/2023, Upananda Pani escreveu:
Dear All,
I have a time series daily data with date are stored ( %dd-%mm-%yy format )
from 22-01-20 to 03-08-21. In total I have 560 observations. I am using the
following command to declare as a time series object. Here the the data set
is 7 days a week.
oil <- read_xlsx("crudefinal.xlsx")
pricet=ts(oil$price, start = c(2020, 22), freq = 365)
roilt=ts(diff(log(oil$price))*100,start=c(2020,22), freq=365)
Shall I have to declare the dates here? I want to know also if it is a 5
day trading a week, how to declare the frequency.
Looking forward to your reply
Regards,
Upananda Pani
Looking forward to your suggestions.
[[alternative HTML version deleted]]
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and provide commented, minimal, self-contained, reproducible code.
Hello,
Package zoo is the best way of having dates in a time series. The
package comes with several vignettes that can get you started quickly.
See the difference between classes ts and zoo below.
# make up some test data
oil <- data.frame(price = cumsum(rnorm(560)))
oil$date <- seq(as.Date("2020-01-22"), by = "1 day", length.out = 560)
# base R
pricet <- ts(oil$price, start = c(2020, 22), freq = 365)
time(pricet)
index(pricet)
plot(pricet)
#---
library(zoo)
library(ggplot2)
pricez <- zoo(oil$price, order.by = oil$date)
time(pricez)
index(pricez)
autoplot(pricez)
vignette(package = "zoo")
Hope this helps,
Rui Barradas
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and provide commented, minimal, self-contained, reproducible code.
[R] Reg: Frequency in declaring time series data
Dear All,
I have a time series daily data with date are stored ( %dd-%mm-%yy format )
from 22-01-20 to 03-08-21. In total I have 560 observations. I am using the
following command to declare as a time series object. Here the the data set
is 7 days a week.
oil <- read_xlsx("crudefinal.xlsx")
pricet=ts(oil$price, start = c(2020, 22), freq = 365)
roilt=ts(diff(log(oil$price))*100,start=c(2020,22), freq=365)
Shall I have to declare the dates here? I want to know also if it is a 5
day trading a week, how to declare the frequency.
Looking forward to your reply
Regards,
Upananda Pani
Looking forward to your suggestions.
[[alternative HTML version deleted]]
__
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Printing special characters
Às 10:15 de 16/01/2023, Martin Maechler escreveu:
Rui Barradas
on Mon, 16 Jan 2023 08:46:43 + writes:
> Às 08:31 de 16/01/2023, Jeff Newmiller escreveu:
>> Use the Cairo PDF device?
>>
>> On January 16, 2023 12:18:48 AM PST, Dennis Fisher
>> wrote:
>>> R 4.2.2 OS X
>>>
>>> Colleagues
>>>
>>> A file that I have read includes strings like this:
>>> "EVENT ≥ 30 sec" When I include the string in a graphic
>>> using: mtext(STRING, …) it appears as: "EVENT ... 30
>>> sec"
>>>
>>> Is there a simple work-around (short of reformatting all
>>> the strings, then using plotmath)?
>>>
>>> Dennis
>>>
>>> Dennis Fisher MD P < (The "P Less Than" Company) Phone /
>>> Fax: 1-866-PLessThan (1-866-753-7784) www.PLessThan.com
>>>
>>> __
>>> 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.
>>
> Hello,
> I had no problems with
> X11()
> plot(1,1, pch = "")
> text(1, 1, "EVENT ≥ 30 sec")
> #dev.off()
Yes, for me too.
X11() *is* by default the "X11cairo" device and that works, the
same as the "Cairo PDF" device that Jeff mentioned above.
Indeed,
cairo_pdf("utf8-ex.pdf") # works nicely
whereas pdf("utf8-ex.pdf") does not {for me, with default font
families etc}, but rather shows the "..." instead.
*and* gives warnings during the plot
conversion failure on 'EVENT ≥ 30 sec' in 'mbcsToSbcs': dot substituted for
conversion failure on 'EVENT ≥ 30 sec' in 'mbcsToSbcs': dot substituted for
<89>
conversion failure on 'EVENT ≥ 30 sec' in 'mbcsToSbcs': dot substituted for
BTW, a simple one liner for testing is
plot(1, type="n", axes=FALSE, main = "EVENT ≥ 30 sec")
Note that help(pdf) contains
See Also:
pdfFonts, pdf.options, embedFonts, Devices, postscript.
cairo_pdf and (on macOS only) quartz for other devices that
can produce PDF.
More details of font families and encodings and especially
handling text in a non-Latin-1 encoding and embedding fonts can be
found in
Paul Murrell and Brian Ripley (2006). “Non-standard fonts in
PostScript and PDF graphics.” _R News_, *6*(2), 41-47.
.
-
Martin
> Hope this helps,
> Rui Barradas
Hello,
I can confrim this behavior with cairo_pdf(), it works as expected
printing "EVENT ≥ 30 sec".
But with pdf() I get an equal sign "EVENT = 30 sec" and no errors.
Full code:
cairo_pdf("~/Temp/cairo_pdf_utf8-ex.pdf") # works
plot(1,1, pch = "")
text(1, 1, "EVENT ≥ 30 sec")
dev.off()
# null device
# 1
pdf("~/Temp/pdf_utf8-ex.pdf") # prints "=", no warnings
plot(1,1, pch = "")
text(1, 1, "EVENT ≥ 30 sec")
dev.off()
# null device
# 1
sessionInfo()
# R version 4.2.1 (2022-06-23 ucrt)
# Platform: x86_64-w64-mingw32/x64 (64-bit)
# Running under: Windows 10 x64 (build 22621)
#
# Matrix products: default
#
# locale:
# [1] LC_COLLATE=Portuguese_Portugal.utf8 LC_CTYPE=Portuguese_Portugal.utf8
# [3] LC_MONETARY=Portuguese_Portugal.utf8 LC_NUMERIC=C
# [5] LC_TIME=Portuguese_Portugal.utf8
#
# attached base packages:
# [1] stats graphics grDevices utils datasets methods base
#
# loaded via a namespace (and not attached):
# [1] compiler_4.2.1
#
Also, nice trick to print the text as plot title, I will remember that
one-liner.
Hope this helps,
Rui Barradas
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Re: [R] Printing special characters
> Rui Barradas
> on Mon, 16 Jan 2023 08:46:43 + writes:
> Às 08:31 de 16/01/2023, Jeff Newmiller escreveu:
>> Use the Cairo PDF device?
>>
>> On January 16, 2023 12:18:48 AM PST, Dennis Fisher
>> wrote:
>>> R 4.2.2 OS X
>>>
>>> Colleagues
>>>
>>> A file that I have read includes strings like this:
>>> "EVENT ≥ 30 sec" When I include the string in a graphic
>>> using: mtext(STRING, …) it appears as: "EVENT ... 30
>>> sec"
>>>
>>> Is there a simple work-around (short of reformatting all
>>> the strings, then using plotmath)?
>>>
>>> Dennis
>>>
>>> Dennis Fisher MD P < (The "P Less Than" Company) Phone /
>>> Fax: 1-866-PLessThan (1-866-753-7784) www.PLessThan.com
>>>
>>> __
>>> 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.
>>
> Hello,
> I had no problems with
> X11()
> plot(1,1, pch = "")
> text(1, 1, "EVENT ≥ 30 sec")
> #dev.off()
Yes, for me too.
X11() *is* by default the "X11cairo" device and that works, the
same as the "Cairo PDF" device that Jeff mentioned above.
Indeed,
cairo_pdf("utf8-ex.pdf") # works nicely
whereas pdf("utf8-ex.pdf") does not {for me, with default font
families etc}, but rather shows the "..." instead.
*and* gives warnings during the plot
conversion failure on 'EVENT ≥ 30 sec' in 'mbcsToSbcs': dot substituted for
conversion failure on 'EVENT ≥ 30 sec' in 'mbcsToSbcs': dot substituted for
<89>
conversion failure on 'EVENT ≥ 30 sec' in 'mbcsToSbcs': dot substituted for
BTW, a simple one liner for testing is
plot(1, type="n", axes=FALSE, main = "EVENT ≥ 30 sec")
Note that help(pdf) contains
See Also:
pdfFonts, pdf.options, embedFonts, Devices, postscript.
cairo_pdf and (on macOS only) quartz for other devices that
can produce PDF.
More details of font families and encodings and especially
handling text in a non-Latin-1 encoding and embedding fonts can be
found in
Paul Murrell and Brian Ripley (2006). “Non-standard fonts in
PostScript and PDF graphics.” _R News_, *6*(2), 41-47.
.
-
Martin
> Hope this helps,
> Rui Barradas
__
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Printing special characters
Hallo Dennis Is the STRING in R still containing **≥** character? Or it was converted during reading to R to ...? What dput(STRING) result i? Cheers Petr > -Original Message- > From: R-help On Behalf Of Dennis Fisher > Sent: Monday, January 16, 2023 9:19 AM > To: r-help@r-project.org > Subject: [R] Printing special characters > > R 4.2.2 > OS X > > Colleagues > > A file that I have read includes strings like this: > "EVENT ≥ 30 sec" > When I include the string in a graphic using: > mtext(STRING, …) > it appears as: > "EVENT ... 30 sec" > > Is there a simple work-around (short of reformatting all the strings, then > using > plotmath)? > > Dennis > > Dennis Fisher MD > P < (The "P Less Than" Company) > Phone / Fax: 1-866-PLessThan (1-866-753-7784) www.PLessThan.com > > __ > 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.
Re: [R] Printing special characters
Às 08:31 de 16/01/2023, Jeff Newmiller escreveu: Use the Cairo PDF device? On January 16, 2023 12:18:48 AM PST, Dennis Fisher wrote: R 4.2.2 OS X Colleagues A file that I have read includes strings like this: "EVENT ≥ 30 sec" When I include the string in a graphic using: mtext(STRING, …) it appears as: "EVENT ... 30 sec" Is there a simple work-around (short of reformatting all the strings, then using plotmath)? Dennis Dennis Fisher MD P < (The "P Less Than" Company) Phone / Fax: 1-866-PLessThan (1-866-753-7784) www.PLessThan.com __ 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. Hello, I had no problems with X11() plot(1,1, pch = "") text(1, 1, "EVENT ≥ 30 sec") #dev.off() Hope this helps, Rui Barradas __ 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] Printing special characters
How about just 'EVENT > 30 sec' or 'EVENT > 29 sec' ? On Mon, Jan 16, 2023 at 10:19 AM Dennis Fisher wrote: > R 4.2.2 > OS X > > Colleagues > > A file that I have read includes strings like this: > "EVENT ≥ 30 sec" > When I include the string in a graphic using: > mtext(STRING, …) > it appears as: > "EVENT ... 30 sec" > > Is there a simple work-around (short of reformatting all the strings, then > using plotmath)? > > Dennis > > Dennis Fisher MD > P < (The "P Less Than" Company) > Phone / Fax: 1-866-PLessThan (1-866-753-7784) > www.PLessThan.com > > __ > 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. > [[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] Printing special characters
Use the Cairo PDF device? On January 16, 2023 12:18:48 AM PST, Dennis Fisher wrote: >R 4.2.2 >OS X > >Colleagues > >A file that I have read includes strings like this: > "EVENT ≥ 30 sec" >When I include the string in a graphic using: > mtext(STRING, …) >it appears as: > "EVENT ... 30 sec" > >Is there a simple work-around (short of reformatting all the strings, then >using plotmath)? > >Dennis > >Dennis Fisher MD >P < (The "P Less Than" Company) >Phone / Fax: 1-866-PLessThan (1-866-753-7784) >www.PLessThan.com > >__ >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. -- Sent from my phone. Please excuse my brevity. __ 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] Printing special characters
R 4.2.2 OS X Colleagues A file that I have read includes strings like this: "EVENT ≥ 30 sec" When I include the string in a graphic using: mtext(STRING, …) it appears as: "EVENT ... 30 sec" Is there a simple work-around (short of reformatting all the strings, then using plotmath)? Dennis Dennis Fisher MD P < (The "P Less Than" Company) Phone / Fax: 1-866-PLessThan (1-866-753-7784) www.PLessThan.com __ 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.
