Re: [R] yahoo finance data feed to R
On Wednesday 15 August 2007 12:27 pm, Szymon Plucinski wrote: > Hello, > > I was wondering if it is possible to create a live data feed from Yahoo > Finance stock data into an R program? Do any such modules already exist? > Thanks for any help. > > Szymon > > [[alternative HTML version deleted]] > > __ > R-help@stat.math.ethz.ch 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. library(fCalendar) ?yahooImport -- Nestor M. Arguea, Chair Department of Marketing and Economics University of West Florida 11000 University Parkway Pensacola, FL 32514 Phone: (850)474-3071 Fax: (850)474-3069 __ R-help@stat.math.ethz.ch 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] Degrees of freedom using Box.test()
It's Ljung and Box (1978) saying that for large number of observations a chi
squared with lags-p-q, should provide a good approximation "for most
practical purposes" (p. 298 of reference above).
Nestor
On Wednesday 08 March 2006 4:00 am, Patrick Burns wrote:
> You are saying that the penalty on the degrees of freedom
> should be the same whether the model was fit with 100
> observations or 1 million observations. You are also saying
> that some tests should have negative degrees of freedom.
> So I don't think your proposal is the right answer, though
> presumably there should be some penalty.
>
> There is a working paper on the Burns Statistics website
> about robustness in Ljung-Box tests, but this issue is not one
> that is covered.
>
>
> Patrick Burns
> [EMAIL PROTECTED]
> +44 (0)20 8525 0696
> http://www.burns-stat.com
> (home of S Poetry and "A Guide for the Unwilling S User")
>
> Nestor Arguea wrote:
> >After an RSiteSeach("Box.test") I found some discussion regarding the
> > degrees of freedom in the computation of the Ljung-Box test using
> > Box.test(), but did not find any posting about the proper degrees of
> > freedom.
> >
> >Box.test() uses "lag=number" as the degrees of freedom. However, I
> > believe the correct degrees of freedom should be "number-p-q" where p and
> > q are the number of estimated parameters (for instance, in a Box-Jenkins
> > family of models). This, according to the main source in documentation of
> > Box.test:
> >
> >G. M. Ljung and G. E. P. Box, On a measure of Lack of Fit in Time Series
> >Models, Biometrika, Vol. 65, No. 2 (August, 1978), pp. 297-303.
> >
> >One can still compute the correct p-value with
> >
> >>1-pchisq(value,correctdf)
> >
> >Nestor
> >(R 2.2.1 on Linux, Suse 9.3)
>
> __
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
--
Nestor M. Arguea, Chair
Department of Marketing and Economics
University of West Florida
11000 University Parkway
Pensacola, FL 32514
Phone: (850)474-3071
Fax: (850)474-3069
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Degrees of freedom using Box.test()
After an RSiteSeach("Box.test") I found some discussion regarding the degrees
of freedom in the computation of the Ljung-Box test using Box.test(), but did
not find any posting about the proper degrees of freedom.
Box.test() uses "lag=number" as the degrees of freedom. However, I believe
the correct degrees of freedom should be "number-p-q" where p and q are the
number of estimated parameters (for instance, in a Box-Jenkins family of
models). This, according to the main source in documentation of Box.test:
G. M. Ljung and G. E. P. Box, On a measure of Lack of Fit in Time Series
Models, Biometrika, Vol. 65, No. 2 (August, 1978), pp. 297-303.
One can still compute the correct p-value with
>1-pchisq(value,correctdf)
Nestor
(R 2.2.1 on Linux, Suse 9.3)
--
Nestor M. Arguea, Chair
Department of Marketing and Economics
University of West Florida
11000 University Parkway
Pensacola, FL 32514
Phone: (850)474-3071
Fax: (850)474-3069
__
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Scatterplot with corner at (0, 0)
> plot(x,y,xlim=c(0,max(x)),ylim=c(0,max(y))) Nestor On Monday 06 February 2006 10:10 pm, you wrote: > I have two vectors, x and y, and I want to create a scatterplot. I > want the lower left corner to be at (0, 0). I can create a scatterplot > just by calling plot (x, y), but I am quite throroughly stymied and > frustrated by the problem of putting the lower left corner at (0, 0), > despite many tries. > > Thomas L. Jones, Ph.D., Computer Science > > __ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html -- Nestor M. Arguea, Chair Department of Marketing and Economics University of West Florida 11000 University Parkway Pensacola, FL 32514 Phone: (850)474-3071 Fax: (850)474-3069 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Attach a time series object
That did it. Thanks. Nestor On Saturday 19 November 2005 10:34 pm, you wrote: > Try this: > >attach(as.list(my.time.series)) > > On 11/19/05, Nestor Arguea <[EMAIL PROTECTED]> wrote: > > Is there an attach-like command for time series objects? > > Thanks in advance, __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Attach a time series object
Is there an attach-like command for time series objects? Thanks in advance, Nestor __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
