[R] RODBC Problem
Hi All, I'm using Microsoft Office 2007 Beta version and I have one file in .xlsx format with size 168MB. How can I use odbcConnectExcel in this as this function only supports .xls format? I have huge data containing 603470 rows in a .csv file. Thanks in advance. Sumanta Basak. THIS COMMUNICATION DOES NOT CONSTITUTE INVESTMENT ADVICE OR COUNSEL OR SOLICITATION FOR INVESTMENT IN ANY SECURITY. [[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.
[R] Large data Problem
Hi R-Experts, I'm having a problem with reading a large data file which is in .csv format and size is 120 MB (app.). I was trying to use RODBC package but I found RODBCconnectExcel function only. And can I convert this file to .dbf format? How can I read this file? And also let me know if this was a file in .sas7bdat format, what should I do? Thanks in advance. Sumanta. [[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.
[R] Data Download Probelm from Yahoo
Hi All,
I'm trying to download data using following code.
require(UsingR) ## This is the R-package you need
to run command yahoo.get.hist.quote
#Initialize empty table
closing <-NULL
#Downalod consituents since I don't have it on my comp
download.file("http://www2.standardandpoors.com/spf/csv/index/sp500.csv";,
"Z:/BETA PROJECT/DATA DOWNLOAD FROM YAHOO/Constituents.csv", "internal",
quiet = FALSE, mode = "wb",cacheOK =
TRUE)
constituents<-as.matrix(read.csv("Z:/BETA PROJECT/AUGUST/YEARLY
WORK/MASTER Constituents.csv",header=T))
for (i in constituents[1:250,1])
{
s<-yahoo.get.hist.quote(instrument = sub("\\.","\\-",i),
destfile = paste(i, ".csv", sep = ""), start="1996-01-01",
end="2006-08-28", quote = c("Close"), adjusted =
TRUE, download = TRUE, origin = "1970-01-01", compression = "d")
closing <-cbind.ts(closing ,s)
}
## This will downlaod all data ##
write.csv(closing,"Z:/BETA PROJECT/AUGUST/YEARLY
WORK/yahoooutput1_2000.csv")
But i'm getting the following error. Can anyone explian why?
trying URL 'http://chart.yahoo.com/table.csv?s=A
&a=0&b=01&c=1996&d=7&e=28&f=2006&g=d&q=q&y=0&z=A &x=.csv'
Error in download.file(url, destfile) : cannot open URL
'http://chart.yahoo.com/table.csv?s=A
&a=0&b=01&c=1996&d=7&e=28&f=2006&g=d&q=q&y=0&z=A &x=.csv'
In addition: Warning message:
unable to connect to 'chart.yahoo.com' on port 80.
Thanks a lot in advance.
Sumanta Basak.
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[R] Plot Date
Hi R-Users, First of all i apologize if this is too simple for you. I want to plot an index of which i have daily data for 10 years. I want to plot specific dates in X axis, like 20/05/91 20/12/92 20/07/94 etc. and the index value in Y axis. Please suggest me. Thanks, Sumanta. - Find out what India is talking about on Yahoo! Answers India. [[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
[R] Other models of GARCH
- Find out what India is talking about on Yahoo! Answers India. --- Begin Message --- Subject: Other models of GARCH To: R HELP MIME-Version: 1.0 Content-Type: multipart/alternative; boundary="0-1656081585-1147428333=:42419" Content-Transfer-Encoding: 8bit Content-Length: 583 --0-1656081585-1147428333=:42419 Content-Type: text/plain; charset=iso-8859-1 Content-Transfer-Encoding: 8bit Hi All, Can you please tell me whether "R" can handle other type GARCH models like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these kind of models? Thanks, Sumanta Basak. - What makes Sachin India's highest paid sports celebrity?, Share your knowledge on Yahoo! India Answers --0-1656081585-1147428333=:42419 Content-Type: text/html; charset=iso-8859-1 Content-Transfer-Encoding: 8bit Hi All,Can you please tell me whether "R" can handle other type GARCH models like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these kind of models?Thanks,Sumanta Basak. What makes Sachin India's highest paid sports celebrity?, Share your knowledge on http://us.rd.yahoo.com/mail/in/mailanswers/*http://in.answers.yahoo.com/question/;_ylt=AtXFSxhGhn11UHQxOqvwPAW5HQx.?qid=1006051032399";>Yahoo! India Answers --0-1656081585-1147428333=:42419-- --- End Message --- __ 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] Column Selection
Hi All, I have 500 variables time series data for 10 years data. I have sorted 10 out of them according to them. Now my group is giving character string. But i want to fetch those varaible data from theoriginal data. How can i do this? Suppose, total is the data of 500*1500 data. Now i sort 10 variables. >grp >"A41" "A48","A489" Now how can i fetch only these three variable data from original data? Thanks, Sumanta. - Catch all the FIFA World Cup 2006 action on Yahoo! India Click here [[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
[R] Basic NA handling problem
Hi All, I need your help in NA handling. I've following data series. x<-c(1,4,5,8,NA,4,NA,5,5,1,2,7,8,9,NA,NA,NA,15,6,8) Now i want to interpolate where NA value persists. Like, between 9 and 5 there are three NA's. So, that should be interpolated like, 1st NA-> (15-9)/4 2nd NA-> 1st NA value + (15-9)/4 Can i get help on this using a 'for' loop. Actually i have huge daily time series with lots of NA values where i need to make these values. Please help. Thanks, Sumanta Basak. - [[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
Re: [R] Yahoo data download problem
Hi Petr,
Thanks for the solution. But my problem is still there. I have 500 company
names in a single column in an excel sheet of S&P 500 index. I need to call all
those compnies in a 'for' loop and write that whole dataset into a text file.
I've developed the following one, but the problem is getting all those company
names in a vector.
h<-c("GE","MMM")
s<-matrix(0,3818,2)
for (i in 1:2)
{
s[,i]<-yahoo.get.hist.quote(instrument = h[i], destfile = paste(h[i], ".csv",
sep = ""), start="1996-01-01",
end="2006-06-16", quote = c("Close"), adjusted = TRUE,
download = TRUE, origin = "1970-01-01",
compression = "d")
write.csv(s,file="Z:/yahoo.out.csv")
}
Here i have taken only two compnies. But i want to fetch all the company names
and put them in a vector so that i can call them in a 'for' loop. Please guide.
Thanks,
Sumanta Basak.
Petr Pikal <[EMAIL PROTECTED]> wrote: Hi
On 16 Jun 2006 at 8:52, SUMANTA BASAK wrote:
Date sent: Fri, 16 Jun 2006 08:52:22 +0100 (BST)
From:SUMANTA BASAK
To: R HELP ,
[EMAIL PROTECTED]
Subject: [R] Yahoo data download problem
> Hi all R-Experts,
>
> I'm facing one problem in yahoo data downloading. I'm suing Windows
> XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download
> data. I need 500 companies of S&P index daily 'closing price' data for
> last ten years. My questions are:
>
> 1) I have all the ticker names of S&P 500 companies in a .csv format.
> I'm reading those names in R and they are coming as data.frame object.
> How can i change this to a vector?
df<-data.frame(x=sample(letters,10))
as.vector(df$x)
[1] "g" "b" "p" "u" "r" "q" "j" "h" "o" "k"
>
HTH
Petr
>
> 2) How can i get all companies data downloaded using a simple "for"
> loop?
>
> I'm using the following function for a single stock data.
>
>
> library(gdata)
> s<-yahoo.get.hist.quote(instrument = "mo", destfile = paste("mo",
> ".csv", sep = ""), start="1996-01-01",
> end="2006-06-16", quote = c("Close"), adjusted =
> TRUE, download = TRUE, origin = "1970-01-01",
> compression = "d")
>
>
> Thanks,
> Sumanta Basak.
>
>
> -
>
>
> [[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
Petr Pikal
[EMAIL PROTECTED]
-
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[R] Yahoo data download problem
Hi all R-Experts,
I'm facing one problem in yahoo data downloading. I'm suing Windows XP, R
2.2.0, and i'm using yahoo.get.hist.quote function to download data. I need 500
companies of S&P index daily 'closing price' data for last ten years. My
questions are:
1) I have all the ticker names of S&P 500 companies in a .csv format. I'm
reading those names in R and they are coming as data.frame object. How can i
change this to a vector?
2) How can i get all companies data downloaded using a simple "for" loop?
I'm using the following function for a single stock data.
library(gdata)
s<-yahoo.get.hist.quote(instrument = "mo", destfile = paste("mo", ".csv", sep =
""), start="1996-01-01",
end="2006-06-16", quote = c("Close"), adjusted = TRUE,
download = TRUE, origin = "1970-01-01",
compression = "d")
Thanks,
Sumanta Basak.
-
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[R] TsayData
Hi, I'm trying to work with TsayData in fSeries package. How can i fetch any time series data of this package. Please advice. Thanks, Sumanta Basak. Send instant messages to your online friends http://in.messenger.yahoo.com __ 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] Object call
Hi All,
I have a function like this:
windowlength<-function(x)
{
mat <- matrix(rnorm(331*12),331,12)
z <- rep(seq(0,331,by=11)+1, each=2)
zz <- z[-c(1,length(z))]
ind <- as.data.frame(matrix(zz, nr=2))
lapply(ind, function(x) mat[x[1]:x[2],])
cat("For",x/4,"month i.e",x,"week, number of windows is = ",length(ind),"\n")
jj<-length(ind)
beta_val<-matrix(0,jj,ncol(mat))
prc_chng<-matrix(0,jj,ncol(mat))
p<-x-1
for (j in 2:ncol(mat))
{
i<-1
k<-1
while (i<=jj)
{
beta_val[i,j]<-cov(mat[(k):(k+p),1],mat[(k):(k+p),j])/sd(mat[(k):(k+p),1])
prc_chng[i,j]<-((mat[(k+p),j]-mat[(k),j])/mat[(k),j])*100
k<-k+p
i<-i+1
}
}
## NEW MATRIX - JUST DELETE THE FIRST COLUMN ##
beta_val<-beta_val[,(-1)]
prc_chng<-prc_chng[,(-1)]
return(beta_val)
return(prc_chng)
win.size<-c(12,36,48,96)
for(i in 1:4)
{
hh<-windowlength(x=win.size[i])
return(hh)
}
}
How can i access the beta_val & prc_chng after running this code? I returned
beta_val & prc_chng but after running the function, while i'm trying to see
beta_val & prc_chng, it's giving an error: Error: object "beta_val" not found.
Please help me.
Thanks,
Sumanta Basak.
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What makes Sachin India's highest paid sports celebrity?, Share your knowledge
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[R] Other models of GARCH
Hi All, Can you please tell me whether "R" can handle other type GARCH models like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these kind of models? Thanks, Sumanta Basak. - What makes Sachin India's highest paid sports celebrity?, Share your knowledge on Yahoo! India Answers Send instant messages to your online friends - NOW [[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
[R] Basic function help
Hi All,
Can you please tell me if i write a function, and want to return certain
object, can "R" work on it? I know this works in S-Plus.
function(x)
{ ...
a<-..
reaturn(a)
}
Does this work in "R"?
Thanks,
Sumanta.
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[R] Help In Function
Hi All,
I need a basic help from you. I've built a function like this,
windowlength<-function(x)
{
z <- rep(seq(0,331,by=x-1)+1, each=2)
zz <- z[-c(1,length(z))]
ind <- as.data.frame(matrix(zz, nr=2))
j<-lapply(ind, function(x) mat[x[1]:x[2],])
cat("For",x/4,"month number of windows is = ",length(ind),"\n")
}
windowlength(x=12)
I need to know how can i give command in "R" so that instead of giving the last
line, i.e "R" will ask the user to give the value of x? I mean to say,
1) It will ask user "Give the value of x"
2) Then user inputs 12, and R gives the ultimate result.
Thanks,
Sumanta Basak.
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Re: [R] Break Matrix
Hi, Thanks for reply. I'm sorry that i forgot to mention that from 2nd matrix the first row values of the second matrix (and so on..) will be the first row (and so on..). Please help me. Thanks, SB. Jacques VESLOT <[EMAIL PROTECTED]> wrote: split(as.data.frame(matrix(rnorm(331*12),331,12)), gl(ceiling(331/12),12,331)) --- Jacques VESLOT CNRS UMR 8090 I.B.L (2ème étage) 1 rue du Professeur Calmette B.P. 245 59019 Lille Cedex Tel : 33 (0)3.20.87.10.44 Fax : 33 (0)3.20.87.10.31 http://www-good.ibl.fr ------- SUMANTA BASAK a écrit : > Hi All, > > I have a (331*12) matrix. I wan t to braek it into 28 parts each window > having 12 rows, so that each matrix become (12*12) matrix. How can i do this. > > Thanks, > Sumanta. > > > - > > Send instant messages to your online friends - NOW > [[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 > - Send instant messages to your online friends - NOW [[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
[R] Break Matrix
Hi All, I have a (331*12) matrix. I wan t to braek it into 28 parts each window having 12 rows, so that each matrix become (12*12) matrix. How can i do this. Thanks, Sumanta. - Send instant messages to your online friends - NOW [[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
[R] Garch Simulation
Hi All, I'm trying to do a GARCH simulation in R 2.3.0 release in Windows XP. I've seen ?garchsim function but that is for garch (1,1) and ?garch gives an example for ARCH simulation. Can anyone help me how can i extend the help shown in ?garch to GARCH simulation? Please help me in this regard. I posted this yesterday, but didn't received any help. Please look into this. Thanks, Sumanta Basak. __ 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] GARCH SIMULATION
Hi All, I,m trying to do a GARCH simulation in R 2.3.0 release in Windows XP. I've seen garchsim function but that is for garch (1,1) and ?garch gives an example for ARCH simulation. Can anyone help me how can i extend the help shown in ?garch to GARCH simulation? Please help me in this regard. Thanks, Sumanta Basak. __ 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] Giving Error
I tried your code, but it's giving the following error.. Error in match.fun(FUN) : argument "FUN" is missing, with no default __ 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] Breaking a matrix into parts
Hi, I've a matrix in 20*11 order. There are 11 variables, i.e 11 columns and each variable have 20 row data. Now i want to calculate covariance between any variable with others taking 4 rows at a time, so that there will be 5 blocks. How can i do this using any R-function? If i want to do it in any 'loop' function? Thanks a lot, SB. __ 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] Break into Parts
Hi R-Experts, I have a vector of length 72. I want to break it into 12 parts and want to take standerd deviation of each group. Please help me in this regard. Thanks, Sumanta. - [[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
[R] Extract AIC, BIC
Hi All, How can extract AIC,BIC from a fitted Garch model? -- SUMANTA BASAK. [[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
[R] Text Problem
Hi All, I'm running garch models for different combinations, like (1,1),(1,2) etc. in a for loop. But, when i'm running it, R is showing a text "* ESTIMATION WITH ANALYTICAL GRADIENT * ". How can delete it? Any options for this? -- SUMANTA BASAK. [[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
[R] Sort Problem
Hi All, I have certain combinations for which I have some value, e.g. 0 1 20 0 2 15 1 1 40 1 2 52 Now I need to sort this list for which I'll get the combination against the lowest value. In this case, 15, and the combination will be 0 2. -- SUMANTA BASAK. [[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
[R] Help with Combination
Hi R-Experts, I want to make a combination of different numbers 0,1,2,3 on which I want to fit a garch model. I want to automate this for several grach fitting combinations. I mean there will be several combinations and for each combination my time series will fit a garch model. I have got success to do the following. Please help me. com <- c(0,1,2,3) mat <- matrix(0, length(com)^2, 2) Sumanta Basak. THIS COMMUNICATION DOES NOT CONSTITUTE INVESTMENT ADVICE OR COUNSEL OR SOLICITATION FOR INVESTMENT IN ANY SECURITY. [[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
[R] Data File Size Problem
Hi R-Experts, I have a huge data file of size over 100MB, and this is in .dat format. Is it possible to work with this in the current version of R in Windows-XP machine? If not, please let me know the remedy of this. Can R handle large dataset like this? I know SAS is compatiable for this. But i want to try it in R. -- SUMANTA BASAK. [[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
[R] R-Help List
Sumanta Basak.
Analyst - Quantitative Services
Direct Line: +91.80.4151 5842
Mobile : (080) 9886282470
Fax: +91.80.4151 5809
[EMAIL PROTECTED] <mailto:[EMAIL PROTECTED]>
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Second Floor, Block A.
Diamond District.
# 150, Airport Road.
Bangalore - 560008, India.
www.ambaresearch.com <http://www.ambaresearch.com>
---
THIS COMMUNICATION DOES NOT CONSTITUTE INVESTMENT ADVICE OR COUNSEL OR
SOLICITATION FOR INVESTMENT IN ANY SECURITY.
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Re: [R] read txt?
What kind of file are you trying to read in R? If it is comma delimited,
then try,
Z<-read. table(""c:/temp/q.txt", sep=",", header=TRUE) ##[header=TRUE
if you have variable names in your file ##
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of linda.s
Sent: Thursday, March 23, 2006 3:29 PM
To: Chuck Cleland
Cc: R-help@stat.math.ethz.ch
Subject: [R] read txt?
which kind of txt file can be read into R? can anyone give me an
example?
I used a txt file and the result is:
Warning message:
incomplete final line found by readTableHeader on 'c:/temp/q.txt'
Linda
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Re: [R] Help on factanal.fit.mle
Try this link also. http://tolstoy.newcastle.edu.au/R/help/02b/0943.html -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of souvik banerjee Sent: Wednesday, March 15, 2006 12:44 PM To: r-help@stat.math.ethz.ch Subject: [R] Help on factanal.fit.mle Hi Can anybody please suggest me about the documentation of "factanal.fit.mle()" (Not factanal()-- searching factanal.fit.mle() in R always leads to factanal()). Is there any function for doing principal component factor analysis in R. Regards Souvik Bandyopadhyay JRF, Dept Of Statistics Calcutta University [[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 __ 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] Help on factanal.fit.mle
In mva package, try ?prcomp. -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of souvik banerjee Sent: Wednesday, March 15, 2006 12:44 PM To: r-help@stat.math.ethz.ch Subject: [R] Help on factanal.fit.mle Hi Can anybody please suggest me about the documentation of "factanal.fit.mle()" (Not factanal()-- searching factanal.fit.mle() in R always leads to factanal()). Is there any function for doing principal component factor analysis in R. Regards Souvik Bandyopadhyay JRF, Dept Of Statistics Calcutta University [[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 __ 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] Boxplot Help Needed
Hi R-Experts, How can I show all the relevant measures like mean, median, min. value, max. value, outlier in a single boxplot diagram? Suppose I have a data set c(2,4,5,7,12,14,15,13,8,5,23,98,11) Sumanta Basak. [[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
[R] Error in RBloomberg
Hello R-Experts,
Currently I'm using "RBloomberg" package in R-2.2.1 in Windows machine (
XP). When I'm running one specific example using blpGetData given in
help file I'm getting the following error message.
conn <- blpConnect()
edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",
start=chron("1/1/06"), end=chron("1/31/06"))
The error message: Error in any (origin(chronDate) != orig) : couldn't
find function "origin".
Any help regarding this is appreciated in advance.
Thanks,
Sumanta Basak.
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[R] Bloomberg Data Import to R
Hi R-Experts,
Can anyone tell me how Bloomberg data can be directly downloaded to R?
Is there any package?
Sumanta Basak.
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[R] Help In Sequence of Dates
Dear R-users,
First of all, I'm sorry if this is a simple question. I want a daily
date series which will be a sequence. E.g. starting from 07/03/1962 to
12/03/1997. Thanks in advance. I want to paste this date series with the
data series I have.
Thanks & Regards,
Sumanta Basak.
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[R] KALMAN FILTER HELP
Hi All,
Currently I'm using DSE package for Kalman Filtering. I have a dataset
of one dependent variable and seven other independent variables. I'm
confused at one point. How to declare the input-output series using
TSdata command. Because the given example at page 37 showing some error.
rain <- matrix(rnorm(86*17), 86,17)
radar <- matrix(rnorm(86*5), 86,5)
mydata <- TSdata(input=radar, output=rain)
input data:
Error: evaluation nested too deeply: infinite recursion /
options(expressions=)?
Can anyone explain it to me what's going wrong in this? In my data set,
I have "Change in Exchange Rate" as my dependent variable and seven
other economic variables as independent variables. I'm trying to
forecast "Change in Exchange Rate" using available dataset of 244
points. How can declare the input and output dataset in this framework?
I hope I'm right to explain in this way what ultimately I'm going to do.
After having a TSdata object, I want to use toSS to convert the TS model
into state space model, and then use l.SS. Am I right in my thinking?
Please advice, and many thanks in advance.
--
SUMANTA BASAK.
Analyst.
Phone No. - 080 - 41989937 (O)
09886047620 (M)
Amba Research (India) Pvt Ltd.
G02 Prestige Loka.
7/1, Brunton Road.
Bangalore - 560025.
India.
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[R] Use Of makeARIMA
Hi R-Experts,
Currently I'm using an univariate time series in which I'm going to
apply KalmanLike(),KalmanForecast (),KalmanSmooth(), KalmanRun(). For I
use it before makeARIMA () but I don't understand and i don't know to
include the seasonal coefficients. Can anyone help me citing a suitable
example? Thanks in advance.
------
SUMANTA BASAK.
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Re: [R] grouping data
Hi Subhabrata,
I'm not totally sure what you are looking for. You can try to separate
both male and female category by creating subset.
t<- read.csv ("agesubject1.csv", header = TRUE)
t.male<-subset(t,sex=="male")
t.female<-subset(t,sex="female")
See whether you want this??
Thanks & Regards,
SUMANTA BASAK.
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Subhabrata
Sent: Saturday, December 24, 2005 1:02 PM
To: r-help
Subject: [R] grouping data
Hello R-users/experts,
I am new to R-
I have a simple question:
Let say I have a data set as follows
temp:[file attached]
the data structure is a follows:
sex age
female 28
female 53
female 53
female 36
male 42
male 29
male 43
male 36
male 41
Here we are grouping all male value into male and all female value in to
female
as follows:
t<- read.csv("agesubject1.csv", header = TRUE)
male <- t$age[t$sex == "male"]
female <- t$age[t$sex == "female"]
Now say for example I have a similar data setas follows:
sex age time
female 28 1
female 53 2
female 53 3
female 36 4
male 42 4
male 29 4
male 43 5
male 36 6
male 41 7
Now I want to accept both the values male and female.
Is it possible. i.e. instead of onle age I want age and time both.
So all ages for male and their corresponding time will be loaded.
Thanks for any help
With Regards
Subhabrata Pal
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[R] Kalman Filter Forecast using 'SSPIR'
Dear R Users,
I am new to state-space modeling. I am using SSPIR
package for Kalman Filter. I have a data set containing one dependent
variable and 7 independent variables with 250 data points. I want to use
Kalman Filter for forecast the future values of the dependent variable
using a multiple regression framework. I have used ssm function to
produce the state space (SS) object, but I am bit confused that how can
I predict the future values.
Thanks a lot in advance.
SUMANTA BASAK.
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[R] Help
Hi R-Users,
I apologize if it is too simple question for all. I have a multivariate
dataset having 7 variables as independent and 1 dependent variable. 248
data points are there. I want to do out sample forecast first
considering 156 points. So I'll have to start from 157th point and
calculate the 157th y_hat value. In this way it will go to 248th data
point. Can any one tell me how I can do with for loop. Thanks a lot in
advance.
Thanks & Regards,
SUMANTA BASAK.
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[R] FIGARCH
Hi All,
Does R have the function for FIGARCH?
SUMANTA BASAK.
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[R] FIGARCH
Hi All,
Currently I'm working in FIGARCH process [Fractionally Integrated
Generalized Autoregressive Conditional Heteroscedasticity]. I've already
got the codes to do the process in S-Plus. Can anyone help me to do it
in R?
Thanks,
SUMANTA BASAK.
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