subject:"\[R\] Time and xts"

Re: [R] Time series: xts/zoo object at annual (yearly) frequency

2017-10-06 Thread Gabor Grothendieck

Maybe one of these are close enough:

  xts(c(2, 4, 5), yearqtr(1991:1993))

  as.xts(ts(c(2, 4, 5), 1991))

of if you want only a plain year as the index then then use zoo,
zooreg or ts class:

  library(zoo)
  zoo(c(2, 4, 5), 1991:1993)

  zooreg(c(2, 4, 5), 1991)

  ts(c(2, 4, 5), 1991)

On Fri, Oct 6, 2017 at 2:56 AM, John  wrote:
> Hi,
>
>I'd like to make a time series at an annual frequency.
>
>> a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993"))
> Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) :
>   order.by requires an appropriate time-based object
>> a<-xts(x=c(2,4,5), order.by=1991:1993)
> Error in xts(x = c(2, 4, 5), order.by = 1991:1993) :
>   order.by requires an appropriate time-based object
>
>   How should I do it? I know that to do for quarterly or monthly time
> series, we use as.yearqtr or as.yearmon. What about annual?
>
>Thanks,
>
> John
>
> [[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.



-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.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.

Re: [R] Time series: xts/zoo object at annual (yearly) frequency

2017-10-06 Thread Eric Berger

Hi John,
Here's one way to do it:
vec <- c(2,4,5)
yrs <- seq(from=as.Date("1991-01-01"),by="1 year",length=length(vec))
a <-  xts(x=vec, order.by=yrs)

HTH,
Eric


On Fri, Oct 6, 2017 at 9:56 AM, John  wrote:

> Hi,
>
>I'd like to make a time series at an annual frequency.
>
> > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993"))
> Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) :
>   order.by requires an appropriate time-based object
> > a<-xts(x=c(2,4,5), order.by=1991:1993)
> Error in xts(x = c(2, 4, 5), order.by = 1991:1993) :
>   order.by requires an appropriate time-based object
>
>   How should I do it? I know that to do for quarterly or monthly time
> series, we use as.yearqtr or as.yearmon. What about annual?
>
>Thanks,
>
> John
>
> [[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.
>

[[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] Time series: xts/zoo object at annual (yearly) frequency

2017-10-06 Thread John

Hi,

   I'd like to make a time series at an annual frequency.

> a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993"))
Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) :
  order.by requires an appropriate time-based object
> a<-xts(x=c(2,4,5), order.by=1991:1993)
Error in xts(x = c(2, 4, 5), order.by = 1991:1993) :
  order.by requires an appropriate time-based object

  How should I do it? I know that to do for quarterly or monthly time
series, we use as.yearqtr or as.yearmon. What about annual?

   Thanks,

John

[[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] Time and xts

2011-01-18 Thread rnick


Hi all,

Gabor came up with a very nice of code for my request:

Lines - DateTimeOpenHighLow Close
1/2/200517:05   1.3546  1.3553  1.3546  1.35495
1/2/200517:10   1.3553  1.3556  1.3549  1.35525
1/2/200517:15   1.3556  1.35565 1.35515 1.3553
1/2/200517:25   1.355   1.3556  1.355   1.3555
2/13/2006   5:201.18895 1.18925 1.18835 1.1885

library(zoo)
library(chron)

z - read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2),
 FUN = function(d,t) as.chron(paste(d, t), format = %m/%d/%Y %H:%M))

z$New - z$Open + z$High
zz - z[hours(time(z)) = 2  hours(time(z)) = 8]

The result is:

 zz
   Open High  Low Close  New
(02/13/06 05:20:00) 1.19 1.19 1.19  1.19 2.38

However, my original code needs a for loop. 

Any ideas on how to identify the z positions where time is between 2:00:00
and 07:55:00. 
Could i do it with the following structure?


Lines- DateTimeOpenHighLow Close
1/2/200517:05   1.3546  1.3553  1.3546  1.35495
1/2/200517:10   1.3553  1.3556  1.3549  1.35525
1/2/200517:15   1.3556  1.35565 1.35515 1.3553
1/2/200517:25   1.355   1.3556  1.355   1.3555
2/13/2006   5:201.18895 1.18925 1.18835 1.1885

library(zoo)
library(chron)

z- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN =
function(d,t) as.chron(paste(d, t), format = %m/%d/%Y %H:%M))

n=5

entrytrade-function(k)

{

   new[k]-open[k]+high[k]
}

for (x in seq(from=1,to=n,by=1))
{
while (z[time(x)=2   time(x)=7:55])
{
entrytrade(x)
}
}

Based on what i have seen the problem lies in the for loop and more
specifically in the while statement. That's the error i get:

Error in while (z[time(x) = 2  time(x) = 7:55]) { : 
  argument is of length zero

Thanks
-- 
View this message in context: 
http://r.789695.n4.nabble.com/Time-and-xts-tp3219825p3224058.html
Sent from the R help mailing list archive at Nabble.com.

__
R-help@r-project.org mailing list
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] Time and xts

2011-01-18 Thread Hugo Mildenberger

Nicos, 

there are certainly better / faster methods to compare a time range which I 
simply don't know of, but the condensed code below should do it. Your main 
problem was that you can't compare time(x) to 7:55, since the 
latter expression denotes a sequence from 7 to 55 in R. Consequently, such
an expression compares time(x) with all integer numbers between 7 and 55:

time(z[1]) = 7:55 
 [1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[13] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[25] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[37] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE
[49] FALSE

length(z[time(z) = 2  time(z) = 7:55])
[1] 0

Your while loop was therefore equivalent to 

m=vector(numeric,0);
while(m) print(1);


Best 

Hugo

-- snip --
 library(zoo)
library(chron)

Lines- DateTimeOpenHighLow Close
1/2/200517:05   1.3546  1.3553  1.3546  1.35495
1/2/200517:10   1.3553  1.3556  1.3549  1.35525
1/2/200517:15   1.3556  1.35565 1.35515 1.3553
1/2/200517:25   1.355   1.3556  1.355   1.3555
3/14/2006   5:211.18895 2.18925 1.18835 1.1885
3/14/2006   7:562.18895 3.18925 1.18835 1.1885
2/13/2006   5:201.18895 1.18925 1.18835 1.1885

z- read.zoo(con-textConnection(Lines), header = TRUE, index = list(1, 2), FUN 
= function(d,t) as.chron(paste(d, t), format = %m/%d/%Y %H:%M))
close(con);

entrytrade - function(k) { k$Open+k$High }

#Note: A binary and operator () instead a logical () is needed here
new - entrytrade( z[hours(time(z)) = 2  ( hours(time(z)) + 
minutes(time(z))/100 = 7.55 ) ] );

print(new);

--- snip ---

On Tuesday 18 January 2011 22:36:12 rnick wrote:
 
 Hi all,
 
 Gabor came up with a very nice of code for my request:
 
 Lines - DateTimeOpenHighLow Close
 1/2/200517:05   1.3546  1.3553  1.3546  1.35495
 1/2/200517:10   1.3553  1.3556  1.3549  1.35525
 1/2/200517:15   1.3556  1.35565 1.35515 1.3553
 1/2/200517:25   1.355   1.3556  1.355   1.3555
 2/13/2006   5:201.18895 1.18925 1.18835 1.1885
 
 library(zoo)
 library(chron)
 
 z - read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2),
  FUN = function(d,t) as.chron(paste(d, t), format = %m/%d/%Y %H:%M))
 
 z$New - z$Open + z$High
 zz - z[hours(time(z)) = 2  hours(time(z)) = 8]
 
 The result is:
 
  zz
Open High  Low Close  New
 (02/13/06 05:20:00) 1.19 1.19 1.19  1.19 2.38
 
 However, my original code needs a for loop. 
 
 Any ideas on how to identify the z positions where time is between 2:00:00
 and 07:55:00. 
 Could i do it with the following structure?
 
 
 Lines- DateTimeOpenHighLow Close
 1/2/200517:05   1.3546  1.3553  1.3546  1.35495
 1/2/200517:10   1.3553  1.3556  1.3549  1.35525
 1/2/200517:15   1.3556  1.35565 1.35515 1.3553
 1/2/200517:25   1.355   1.3556  1.355   1.3555
 2/13/2006   5:201.18895 1.18925 1.18835 1.1885
 
 library(zoo)
 library(chron)
 
 z- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN =
 function(d,t) as.chron(paste(d, t), format = %m/%d/%Y %H:%M))
 
 n=5
 
 entrytrade-function(k)
 
 {
 
new[k]-open[k]+high[k]
 }
 
 for (x in seq(from=1,to=n,by=1))
 {
   while (z[time(x)=2   time(x)=7:55])
   {
   entrytrade(x)
   }
 }
 
 Based on what i have seen the problem lies in the for loop and more
 specifically in the while statement. That's the error i get:
 
 Error in while (z[time(x) = 2  time(x) = 7:55]) { : 
   argument is of length zero
 
 Thanks


__
R-help@r-project.org mailing list
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] Time and xts

2011-01-16 Thread rnick


Hi all,
I have run into a problem and some help would be highly appreciated.
I have a .csv with the following columns:
DateTimeOpenHighLow Close
1/2/200517:05   1.3546  1.3553  1.3546  1.35495
1/2/200517:10   1.3553  1.3556  1.3549  1.35525
1/2/200517:15   1.3556  1.35565 1.35515 1.3553
1/2/200517:25   1.355   1.3556  1.355   1.3555
….
…..
2/13/2006   5:201.18895 1.18925 1.18835 1.1885

1)  Without using zoo, xts or any other time series object, I am trying to
run this code but fails to pass the argument to the function

#n is the length of the series

for (t in seq(from=10,to=n,by=1))
{
while (time[t]=='02:00:00')
{
entrytrade(t)
}
}
Is this possible to do? If yes, any ideas what I am doing wrong?

2)  I have also tried with xts by creating the object like this
lines-data.frame(date,time,open,high,low,close)
z - read.zoo(lines, header = TRUE, index = list(1, 2), FUN = function(d,t)
as.POSIXct(paste(date,time), format = %m/%d/%Y %H:%M)) 
x-as.xts(z)

However, I am unable to call just the time and run the above for loop. any
ideas here?

Thanks

-- 
View this message in context: 
http://r.789695.n4.nabble.com/Time-and-xts-tp3219722p3219722.html
Sent from the R help mailing list archive at Nabble.com.

__
R-help@r-project.org mailing list
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] Time and xts

2011-01-16 Thread robert denham

Assuming your csv file looks like:

Date,Time,Open,High,Low,Close
1/2/2005,17:05,1.3546,1.3553,1.3546,1.35495
1/2/2005,17:10,1.3553,1.3556,1.3549,1.35525
1/2/2005,17:15,1.3556,1.3556,1.35515,1.3553
1/2/2005,17:25,1.355,1.3556,1.355,1.3555

You could do something like:

aa - read.csv(tmp.csv,header=TRUE,stringsAsFactors=FALSE)
aa$DateTime - as.POSIXct(paste(aa$Date,aa$Time),format = %d/%m/%Y %H:%M)

This gives you a column of POSIXct dates which might be useful for
your comparison. It leaves the Time column as text, so you should be
able to compare strings like in the code you presented, or you can
extract whatever you want from the dates using as.POSIXlt and
extracting the component:
names(as.POSIXlt(aa$DateTime[1]))


Robert


On Sun, Jan 16, 2011 at 2:20 PM, rnick nikos.rachma...@gmail.com wrote:

 Hi all,
 I have run into a problem and some help would be highly appreciated.
 I have a .csv with the following columns:
 Date    Time    Open    High    Low     Close
 1/2/2005        17:05   1.3546  1.3553  1.3546  1.35495
 1/2/2005        17:10   1.3553  1.3556  1.3549  1.35525
 1/2/2005        17:15   1.3556  1.35565 1.35515 1.3553
 1/2/2005        17:25   1.355           1.3556  1.355           1.3555
 ….
 …..
 2/13/2006       5:20    1.18895 1.18925 1.18835 1.1885

 1)      Without using zoo, xts or any other time series object, I am trying to
 run this code but fails to pass the argument to the function

 #n is the length of the series

 for (t in seq(from=10,to=n,by=1))
 {
        while (time[t]=='02:00:00')
        {
                entrytrade(t)
        }
 }
 Is this possible to do? If yes, any ideas what I am doing wrong?

 2)      I have also tried with xts by creating the object like this
 lines-data.frame(date,time,open,high,low,close)
 z - read.zoo(lines, header = TRUE, index = list(1, 2), FUN = function(d,t)
 as.POSIXct(paste(date,time), format = %m/%d/%Y %H:%M))
 x-as.xts(z)

 However, I am unable to call just the time and run the above for loop. any
 ideas here?

 Thanks

 --
 View this message in context: 
 http://r.789695.n4.nabble.com/Time-and-xts-tp3219722p3219722.html
 Sent from the R help mailing list archive at Nabble.com.

 __
 R-help@r-project.org mailing list
 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
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] Time and xts

2011-01-16 Thread Gabor Grothendieck

On Sat, Jan 15, 2011 at 11:20 PM, rnick nikos.rachma...@gmail.com wrote:

 Hi all,
 I have run into a problem and some help would be highly appreciated.
 I have a .csv with the following columns:
 Date    Time    Open    High    Low     Close
 1/2/2005        17:05   1.3546  1.3553  1.3546  1.35495
 1/2/2005        17:10   1.3553  1.3556  1.3549  1.35525
 1/2/2005        17:15   1.3556  1.35565 1.35515 1.3553
 1/2/2005        17:25   1.355           1.3556  1.355           1.3555
 ….
 …..
 2/13/2006       5:20    1.18895 1.18925 1.18835 1.1885

 1)      Without using zoo, xts or any other time series object, I am trying to
 run this code but fails to pass the argument to the function

 #n is the length of the series

 for (t in seq(from=10,to=n,by=1))
 {
        while (time[t]=='02:00:00')
        {
                entrytrade(t)
        }
 }
 Is this possible to do? If yes, any ideas what I am doing wrong?

Posted code needs to be self contained and reproducible so that others
can copy it from your post, paste it into R and see the same problem
you are seeing. See last line to every r-help message.


 2)      I have also tried with xts by creating the object like this
 lines-data.frame(date,time,open,high,low,close)
 z - read.zoo(lines, header = TRUE, index = list(1, 2), FUN = function(d,t)
 as.POSIXct(paste(date,time), format = %m/%d/%Y %H:%M))
 x-as.xts(z)

 However, I am unable to call just the time and run the above for loop. any
 ideas here?

If by calling the time is intended to refer to extracting the time
then time(x) gives a vector of times.

-- 
Statistics  Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

__
R-help@r-project.org mailing list
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] Time series: xts/zoo object at annual (yearly) frequency

Re: [R] Time series: xts/zoo object at annual (yearly) frequency

[R] Time series: xts/zoo object at annual (yearly) frequency

Re: [R] Time and xts

Re: [R] Time and xts

[R] Time and xts

Re: [R] Time and xts

Re: [R] Time and xts

8 matches

Site Navigation

Mail list logo

Footer information