First I have a matrix called stocks1:
> class(stocks1)
[1] "matrix"
Here are the first 5 rows of the last 4 columns:
> stocks1[1:5,2:5]
[,1] [,2] [,3] [,4]
[1,] 80.73 31.95 25.4 25.69
[2,] 83.66 31.95 27.12 25.2
[3,] 83.27 32.93 28.74 26.29
[4,] 83.9 34.07 29.77 26.6
[
I have the following array:
> head(stocks)
DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUTPRC RET
1 19950131 EWST 10001 3EWST A 2224 -7.75000
-0.031250
2 19950228 EWST 10001 3EWST A 2224 7.54688
-0.026210
3 19950331 EWST 10001 3
I have an array called "stocks" which contains numeric dates, ticker
symbols,prices, etc.
> stocks[1:3,]
DATETICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUT PRC
RET
1 19950131 EWST 10001 3 EWST A
2224 -7.75000 -0.031250
2 19950228 EWST 10001
tc.
Thanks.
Leigh
From: Henrique Dallazuanna [mailto:www...@gmail.com]
Sent: Monday, August 02, 2010 8:12 PM
To: Leigh E. Lommen
Cc: r-help@r-project.org
Subject: Re: [R] sorting by date
a <- c( 20071031,20071130, 20071231)
sort(a)
Or if you want conve
I am unsure how to sort a column by date if it is currently in the form:
MMDD
For example the months:
20071031
20071130
20071231
Etc.
Regards,
Leigh
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I would like to do the Durban-Watson test on a time series of log returns.
2 questions:
1) If I am just trying to find out if there is serial correlation, what do
I do for the residuals? there is no model, so do I just use the log returns
(time series) itself?
2) what is the code in R t
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