[R] time series

2007-12-04 Thread stephen sefick
I am trying to work with a time series of one observation every fifteen minutes for a length of two years. My question really lies in how to code the timeseries to represent every observation is a fifteen minute interval. Below is the code that I used any help would be appreciated. > x<-read.tabl

[R] Time Series

2009-01-15 Thread Andrew Choens
If I want to make a numerical series, I can do so easily with: series.numbers <- 1:10 But, I don't seem to be able to do the same with time. I want to create a vector with 480 points that corresponds to the 480 minutes in a 8 hour work day. Thus I want series.time to look something like t

[R] Time series

2009-02-15 Thread miya
Hello everyone. I am trying to plot data from a time series in R and have run across some problems. I was wondering if someone could help. I have data taken every 15 minutes of a list of rankings of 25 titles. I want to plot one of the article's titles's ranks as a time series. I've been trying if

[R] Time Series

2009-03-20 Thread Gunnar Hoyer
Hello, I poste my question one more time because I did not get an answer yet. I also searched the internet very intensivly without finding the anwaser to my rather "simple" question. About that, I feel a little bit embarresed. I have trouble to interpret the phase spectrum correctly. Here

[R] Time Series (attribute)

2008-09-05 Thread Oliver Bandel
Hello, what kind of advantages does R's time series offer? Would it be possible to use data with units? For example data from a real time series with certain sampling rates - could they be used so, that the sample-times are measured in millisceonds or microseconds, instead of an index of the pos

[R] time series tests

2007-12-08 Thread pedrosmarques
Hi all, Can anyone clear my doubts about what conclusions to take with the following what puts of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warni

[R] time series tests

2007-12-08 Thread pedrosmarques
Citando [EMAIL PROTECTED]: > > Hi all, > > Can anyone clear my doubts about what conclusions to take with the following > outputs of some time series tests: > > > adf.test(melbmax) > > Augmented Dickey-Fuller Test > > data: melbmax > Dickey-Fuller = -5.4075, Lag order = 15, p-value =

[R] time series tests

2007-12-10 Thread pedrosmarques
Hi all, Can anyone clear my doubts about what conclusions to take with the following outputs of some time series tests: > adf.test(melbmax) Augmented Dickey-Fuller Test data: melbmax Dickey-Fuller = -5.4075, Lag order = 15, p-value = 0.01 alternative hypothesis: stationary Warning mess

[R] Time Series Filtering

2008-12-27 Thread stephen sefick
I would like to isolate a certain frequency in a signal. Does anyone know of a package that uses wavelet filtering to accoplish this task. -- Stephen Sefick Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up

[R] Time series | average

2009-01-02 Thread Abeba Tensai
Hi, I hope that someone can help me write the right commands. I have a data set with 3 columns player_name|number_goals|year|day not every player is listed for every year-day-hour I would like to compute the "growth rate" of each player A so if player scored on day X 3 goals and on day X+1 6 go

Re: [R] Time Series

2009-01-15 Thread Gabor Grothendieck
Try this: library(chron) times("9:00:00") + 0:479/(24*60) Also see R News 4/1 and read the help pages in chron. If you eventually want to use these times with corresponding series data look at the zoo package. On Thu, Jan 15, 2009 at 10:01 AM, Andrew Choens wrote: > If I want to make a numeric

[R] time series regression

2008-04-10 Thread bereket weldeslassie
Dear, I am doing a time series regression (one dependent time series variable, 7 independent time series variables and 32 annual observations). I have the problem of cointegration, autocorrelation and multicollinearity. I am considering an error correction model of the form: diff(lnY(t))=a+b1*lnY(t

[R] time series regression

2008-04-11 Thread bereket weldeslassie
Hi Everyone, I am doing a time series regression (one dependent time series variable, 7 independent time series variables and 32 annual observations). I have the problem of cointegration, autocorrelation and multicollinearity. I am considering an error correction model of the form: diff(lnY(t))=a+

[R] time series plot

2008-02-06 Thread Ana Quit�rio
Dear all. I want to add a vertical line in my time series series plot. If i had an anual data I do: plot(data,v="2008"), but if I want to add a vertical line in fisrt quarter of 2008, how can i do? Thanks a lot Ana -- __ R-help@r-project.org mailing l

[R] Time series panel

2008-03-07 Thread GRAHAM LEASK
I have a set of data that consists of a number of biological measurements. The columns are Time that runs from 01/01/2005 to 01/5/2007, Group which has 23 levels and postcode which is nested within group. This is a balanced panel but the number of postcodes differs within groups, from 15 to

[R] Time Series Object

2008-03-19 Thread stephen sefick
I have a time series object that is made up of readings at 15 minutes for two years (this is why I am not posting data series). I have made this a time series with y = ts(x, frequency=96) ninety six is the number of 15minutes in a day. I want to smooth this series with k = kernel("modified.dani

[R] time series regression

2008-03-20 Thread bereket weldeslassie
Hi Everyone, I am trying to do a time series regression using the lm function. However, according to the durbin watson test the errors are autocorrelated. And then I tried to use the gls function to accomodate for the autocorrelated errors. My question is how do I know what ARMA process (order) to

[R] Time series analysis

2007-09-18 Thread Giusy
Hello, my name is Giusy and it's the first time I post in this forum. I'm a beginner with R, I have to use it to analyse time series and I need some help about these problems: 1. In my time series there are some NA values, but functions (arimaId, arima,..) seem not to work in this case...what coul

[R] Time series graphs

2007-09-20 Thread Bill Pepe
I'm fairly new to S-Plus and I need to get this done quickly. Suppose I have the following fake data below: There are two companies, call them Bob and Tom. Each have two variables, call them A and B, that have observations. Bob

Re: [R] Time series

2009-02-16 Thread stephen sefick
?zoo On Mon, Feb 16, 2009 at 1:16 AM, miya wrote: > > Hello everyone. > I am trying to plot data from a time series in R and have run across some > problems. I was wondering if someone could help. > I have data taken every 15 minutes of a list of rankings of 25 titles. I > want to plot one of the

[R] Time series prediction

2009-02-16 Thread dan ben moshe
that there is a basis for my belief.  I therefore need to compare samples of different lengths, to find the distance between them. I am asking for suggestions on how to compute a distance between my samples. I have thought of using the R time series function spectrum on each sample, and comparing the

[R] Time series forecasting

2009-04-05 Thread pgary
Dear all: I'm a newbie and an amateur seeking help with forecasting the next in a non-stationary time series, with constraints of 1 (low) and 27 (high) applicable to all. What I need help with is the solution concept. The series has 439 observations as of last week. I'd like to analyze obs 1

[R] Time Series smoothing

2009-08-06 Thread voidobscura
I have a set of data (in a matrix). I spliced a column out and parsed it as.ts (time series). I then plotted the time series but I found that it was very noisy. I wanted to smooth it out. However, I am having some problems smoothing and plotting the smoothed version. > A <- as.ts(read.table

[R] Time series reliability questions

2008-07-23 Thread John Theal
Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I

Re: [R] Time Series (attribute)

2008-09-05 Thread Gabor Grothendieck
The zoo package can handle series with times of any class that is totally ordered and provides certain methods. That includes all common time classes and allows for you to define new time classes too. See library(zoo) ?zoo and the three vignettes (i.e. pdf documents) that come with it. On Fri,

[R] Time series (ts) questions.

2008-09-21 Thread rkevinburton
I have been working with the base time series object (ts) and I had a couple of questions that hopefully this group can help me with: 1) What is the best why to append an observation to an existing time-series? Suppose I have a time series: t <- ts(1:12, frequency=5) This would generate two co

[R] Time Series Issues, Stationarity ..

2007-11-26 Thread Ozcan Asilkan
Hello, I am very new to R and Time Series. I need some help including R codes about the following issues. I' ll really appreciate any number of answers... # I have a time series data composed of 24 values: myinput = c(n1,n2...,n24); # In order to make a forecasting a, I use the following codes r

Re: [R] time series plot

2008-02-06 Thread jim holtman
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. > It all depends on how you constructed the x-axis. You can try abline(v=2008.25) On Feb 6, 2008 6:41 PM, Ana Quitério <[EMAIL PROTECTED]> wrote: > De

[R] time-series noise filter

2008-10-19 Thread Thomas
Hello, I have a very large data set (collected automatically) of animal heart frequencies. The data of course forms a time series. My problem is I do not only have the real heart frequencies, but also quite a lot of non-sense noise which needs to be filtered out. Visually inspecting the data (

Re: [R] Time series graphs

2007-09-20 Thread Gabor Grothendieck
Using plot.zoo in the zoo package try this: Lines <- "Bob.A Bob.BTom.ATom.B Jan 84 9 8 Feb 7 5 4 7 Mar 6 8 4 4 Apr 3 7

Re: [R] Time series graphs

2007-09-20 Thread Scionforbai
In pure R (without other packages) is IMHO simpler to understand (at least if data are so simple: months 1 till 9 with no missing values...). All you need is: dummybob <- ' month A B Jan 8 4 Feb 7 5 Mar 6 8 Apr 3 7 May 5 1 Jun 6 4 Jul 2 8 Aug 1 2 Sep 4 3 ' bob <- read.t

Re: [R] Time series forecasting

2009-04-05 Thread Stephan Kolassa
Hi Perry, my impression after a very cursory glance: this looks like noise. Perhaps you should think a little more about your series - what kind of seasonality there could be (is this weekly data? or monthly?), whether the peaks and troughs could be due to some kind of external driver, whethe

Re: [R] Time Series smoothing

2009-08-06 Thread Giovanni Petris
Please do read the posting guides and give us a reproducible example. We don't know what the errors you get from HoltWinters are. I guess we need to see the data you are using etc. Giovanni Petris > Date: Thu, 06 Aug 2009 11:33:58 -0700 (PDT) > From: voidobscura > Sender: r-help-boun...@r-proje

Re: [R] Time Series smoothing

2009-08-06 Thread voidobscura
Hello, [5956] 10242.793600 10233.872700 10229.265400 10230.835200 10230.715500 [5961] 10233.706500 10231.821200 10235.511800 10232.515900 10240.365800 [5966] 10244.216100 10252.208800 10249.710600 10249.591500 10258.640800 [5971] 10263.172300 10263.327800 10271.161200 10268.512200 10268.465800 [5

Re: [R] Time Series smoothing

2009-08-07 Thread Giovanni Petris
My guess is that your data, 'x', has frequency 1, or is not a ts object altogether. In both cases there is no meaningful way of extracting a sesonal component from the data. However, as you can see in the help page, HoltWinters has an argument 'gamma' that, when given the value 0, allows to fit no

[R] Time Series Format Error

2009-09-24 Thread Steve_Friedman
I have rec'd the following error: P34annual <- read.table("A:\\Data\\Output\\Sparrow\\Hydro_Data\\P34_Annual.txt", header=TRUE, sep=",", stringsAsFactors= FALSE, skip=1) P34annual$GS <- rep(1.86, dim(P34annual)[1]) P34annual$Depth <- as.numeric(P34annual$P34_stage) - as.numeric(P34annual$G

[R] time series by calendar week

2008-07-08 Thread collonil
hello, i cant find a solution on this (might be) easy problem: i have a time serie by carlandar weeks, so for every carlendar week i have a value. now i would like to use the functions for time series, so i change structur to a time serie with cam <- ts(number,start=c(2001,1),deltat=7/365) or

[R] Time Series - Long Memory Estimation

2008-07-21 Thread Fotis Papailias
Dear R-Users, I am doing a research on Time Series, especially on the estimation of the fractional exponent in long memory time series (for those who know). However there are three estimators already built-in the fracdiff package (GPH, Sperio, MLE) I was wondering if there is someone who had used

[R] Time Series - Long Memory Estimation

2008-07-21 Thread Fotis Papailias
Dear R-Users, I am doing a research on Time Series, especially on the estimation of the fractional exponent in long memory time series (for those who know). However there are three estimators already built-in the fracdiff package (GPH, Sperio, MLE) I was wondering if there is someone who had used

Re: [R] Time series reliability questions

2008-07-23 Thread Achim Zeileis
On Wed, 23 Jul 2008, John Theal wrote: EViews and Gretl give comparable (and I am inclined to presume, correct) results. R on the other hand, has the exogenous regressor with a negative coefficient. If I use other data I encounter the same problem - agreement between EViews and Gretl, disagree

[R] Time series, least squares line

2008-08-05 Thread Gareth Campbell
Hello, I have a time-series of standards measured for Refractive index. They are daily standards, however, I didn't run one everyday so some days have no data. I can plot the values, but the x-axis does not represent the correct time series (i.e. it's just an evenly spaced 1,2,3 type axis). I w

[R] Time Series x-axis labeling

2008-09-08 Thread KarstenW
Hello, how is it possible to plot a time series of monthly data over several years such that the x-axis shows the first letter of the month and displays a grid line at every year? I am new to R and had no real success until now. I have: > library(utils) > oneMonth = 1.0 / 12.0 > tsData = ts(rnorm

Re: [R] Time series (ts) questions.

2008-09-22 Thread Gabor Grothendieck
Try this to append 100 to the end of the series, say: tt <- ts(1:12, frequency=5) # sample data ts(c(tt, 100), start = start(tt), frequency = frequency(tt)) On Mon, Sep 22, 2008 at 2:17 AM, <[EMAIL PROTECTED]> wrote: > I have been working with the base time series object (ts) and I had a couple

[R] time series analysis with covariates

2007-11-25 Thread Daniel Malter
Hi, I am trying to analyze a time series with covariates. Since I have basically no prior experience with time series modeling, I followed a procedure suggested by Wooldridge, but I slightly changed the procedure and wanted to ask whether it is sound or flawed in your opinion. Wooldridge suggests

Re: [R] Time Series Issues, Stationarity ..

2007-11-26 Thread John C Frain
With 24 values you are asking the impossible from your data. If you use the standard Box Jenkins approach rather than an automatic ARIMA and using any prior knowledge of the data you might manage some form of forecast. Look at graphs of the data and their first differences. Look at graphs of the

Re: [R] Time Series Issues, Stationarity ..

2007-11-26 Thread Uwe Ligges
Ozcan Asilkan wrote: > Hello, > > I am very new to R and Time Series. I need some help including R codes > about the following issues. I' ll really appreciate any number of > answers... > > # I have a time series data composed of 24 values: > myinput = c(n1,n2...,n24); > # In order to make a f

Re: [R] Time Series Issues, Stationarity ..

2007-11-29 Thread John C Frain
Look at the R help files for predict.Arima rather than using forecast to forecast an ARIMA model. You might plot your data and the first difference and you should be able to come to a conclusion about stationarity. With your very small data set you need a very parsimonious model. Knowledge about

[R] Time series plots with ggplot

2009-02-03 Thread Harsh
Hi, I am newbie user of ggplot and would like some assistance in implementing time series plots. I'd like to know how the tsdiag plot can be made in ggplot? Thanks Harsh Singhal Decisions Systems, Mu Sigma Inc. __ R-help@r-project.org mailing list http

[R] Time Series - ARIMA differencing problem

2009-03-05 Thread thefurryblur
Hi, I have been using this website ( http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm ) to help me to fit ARIMA models to my data. At the moment I have two possible methods to use. Method 1 If I use arima(ts.data, order=c(1,2,0), xreg=1:length(t

[R] Time Series - ARIMA differencing problem

2009-03-05 Thread thefurryblur
Hi, I have been using this website ( http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm ) to help me to fit ARIMA models to my data. At the moment I have two possible methods to use. Method 1 If I use arima(ts.data, order=c(1,2,0), xreg=1:length(

Re: [R] time series by calendar week

2008-07-08 Thread stephen sefick
I don't know if this will help, but look at the zoo, chron, and Posix Date Time packages/classes. On Tue, Jul 8, 2008 at 10:25 AM, collonil <[EMAIL PROTECTED]> wrote: > > hello, > > i cant find a solution on this (might be) easy problem: > > i have a time serie by carlandar weeks, so for every ca

Re: [R] time series by calendar week

2008-07-08 Thread Jeffrey J. Hallman
Or look at the fame package, which has ti (TimeIndex) and tis (TimeIndexedSeries) classes that handle this kind of problem. I think it's simpler and faster than the zoo stuff, but then I would say that, since I wrote it. Jeff "stephen sefick" <[EMAIL PROTECTED]> writes: > I don't know if this wi

Re: [R] time series by calendar week

2008-07-08 Thread Gabor Grothendieck
On Tue, Jul 8, 2008 at 10:25 AM, collonil <[EMAIL PROTECTED]> wrote: > > hello, > > i cant find a solution on this (might be) easy problem: > > i have a time serie by carlandar weeks, so for every carlendar week i have a > value. now i would like to use the functions for time series, so i change >

Re: [R] Time Series - Long Memory Estimation

2008-07-21 Thread Fotis Papailias
thanks for the reply. right, there are some functions in Rmetrics concerning long memory, however the estimator I am searching for is not included. {For anyone who's interested in long memory, the Rmetrics package-collection offers pretty much the same as several other packages do separately. Actu

Re: [R] Time series, least squares line

2008-08-05 Thread stephen sefick
do you want just a date time stamp or do you want other things. There are many ways to skin this cat, but we are going to need more information... as a first start try looking at the zoo package. stephen On Tue, Aug 5, 2008 at 5:47 PM, Gareth Campbell <[EMAIL PROTECTED]> wrote: > Hello, > > I

Re: [R] Time series, least squares line

2008-08-05 Thread Daniel Malter
l Gesendet: Tuesday, August 05, 2008 5:48 PM An: R Help Betreff: [R] Time series, least squares line Hello, I have a time-series of standards measured for Refractive index. They are daily standards, however, I didn't run one everyday so some days have no data. I can plot the values, but the

Re: [R] Time series, least squares line

2008-08-05 Thread Gabor Grothendieck
The zoo package can represent time and plot such time series using both classic and lattice graphics There are three vignettes that come with the package that you can read for more info. Also see ?zoo ?plot.zoo ?xyplot.zoo Regarding ols see ?lm or the dyn or dynlm packages both of which work with

Re: [R] Time Series x-axis labeling

2008-09-08 Thread Gabor Grothendieck
Try this: plot(tsData, ylab="Values", xlab="Zeit", xaxt = "n") axis(1, time(tsData), rep(substr(month.abb, 1, 1), length = length(tsData)), cex.axis = .3, tcl = -.5) jan <- time(tsData)[cycle(tsData) == 1] # january axis(1, jan, FALSE, tcl = -1) abline(v = jan, lty = 2) and also look at

[R] time series contains internal NAs error

2009-01-19 Thread Harsh
Hello R List, I seem to have a peculiar problem. When using time series data, I get the following error when running the acf and pacf function. Using the function acf(dtxts,plot= TRUE,xaxt = "n",col="red",na.action = na.omit) (where dtxts is a time series object created with package "xts" ) result

Re: [R] Time series plots with ggplot

2009-02-03 Thread hadley wickham
On Tue, Feb 3, 2009 at 12:58 PM, Harsh wrote: > Hi, > I am newbie user of ggplot and would like some assistance in > implementing time series plots. > > I'd like to know how the tsdiag plot can be made in ggplot? It's not particularly easy because the code for tsdiag interweaves computing statist

Re: [R] Time Series - ARIMA differencing problem

2009-03-06 Thread thefurryblur
Uploaded the data and my comparison. Hopefully this will help illustrate and solve the problem. http://www.nabble.com/file/p22371555/data.csv data.csv http://www.nabble.com/file/p22371555/arima%2Bmethods.docx arima+methods.docx -- View this message in context: http://www.nabble.com/Time-Series

Re: [R] Time Series - ARIMA differencing problem

2009-03-06 Thread thefurryblur
The docx file (which includes graphs) can be opened with either Microsoft Office 2007 or if you have an earlier version: Google for the compatibility pack ...OR use openoffice 3. thefurryblur wrote: > > Uploaded the data and my comparison. Hopefully this will help illustrate > and solve the prob

[R] Time series ARIMAX and multivariate models

2009-05-05 Thread Ramanath Roy
Dear Lillian, I would request you if you provide me the knowledge of how build ARIMAX model in R? It would be great help for me. Thanks Ramanath [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/

[R] "time series", "longitudinal data" or "trajectories"

2009-06-05 Thread Christophe Genolini
Hi the list Strictly speaking, this is not a "R" question, but I need the information for the creation of a package. My question is about vocabulary: What is the difference between "time series", "longitudinal data" and "trajectories"? Sincerely Christophe __

[R] time series fiting and residual computing

2009-07-15 Thread Yogesh Tiwari
Dear 'R' Users, I have CO2 timeseries which I want to fit with fourth harmonic function and then would like to compute residuals. I tried with two option but not sure which one is correct, kindly any one can help correcting me: # #I would like to fit a model with Fourth harmonic function as: #m(

Re: [R] time series contains internal NAs error

2009-01-19 Thread stephen sefick
It would be helpful to have a reproducible dataset to track down what is happening. On Mon, Jan 19, 2009 at 3:45 AM, Harsh wrote: > Hello R List, > I seem to have a peculiar problem. When using time series data, I get > the following error when running the acf and pacf function. > Using the func

Re: [R] time series contains internal NAs error

2009-01-19 Thread Harsh
Very Sorry for the oversight. The dataset that I have used is: Sunspots,Datefield 9.5,1/1/1900 2.7,1/1/1901 5,1/1/1902 24.4,1/1/1903 42,1/1/1904 63.5,1/1/1905 53.8,1/1/1906 62,1/1/1907 48.5,1/1/1908 43.9,1/1/1909 18.6,1/1/1910 5.7,1/1/1911 3.6,1/1/1912 1.4,1/1/1913 9.6,1/1/1914 47.4,1/1/1915 57.1

Re: [R] time series contains internal NAs error

2009-01-19 Thread Achim Zeileis
On Mon, 19 Jan 2009, stephen sefick wrote: It would be helpful to have a reproducible dataset to track down what is happening. True. Although in this case it's relatively easy to guess what went wrong. The user probably has some irregular series, for example daily with missing days: x <

Re: [R] time series contains internal NAs error

2009-01-19 Thread Gabor Grothendieck
The statement to read in the data is missing from your post but I suspect that you are representing the data as daily data so its filling in 364 or 365 NA's between points. Represent it as the annual data that it is. Try this: Lines <- "Sunspots,Datefield 9.5,1/1/1900 2.7,1/1/1901 5,1/1/1902 24.

Re: [R] time series contains internal NAs error

2009-01-19 Thread Achim Zeileis
On Mon, 19 Jan 2009, Gabor Grothendieck wrote: The statement to read in the data is missing from your post but I suspect that you are representing the data as daily data so its filling in 364 or 365 NA's between points. Represent it as the annual data that it is. One further pointer: Also loo

[R] TIme Series AR to MA and (viceversa)

2008-11-04 Thread [EMAIL PROTECTED]
Hi, I am new to using R for Time series analysis. I was wondering if there are any functions that can convert ARMA or ARIMA time series into their corresponding AR or MA time series representations (by calculating the corresponding AR or MA coefficients). Thanks a lot Kris.

[R] Time series analysis with irregular time-series

2009-04-02 Thread Wesley Roberts
Dear R users I am currently investigating time series analysis using an irregular time series. Our study is looking at vegetation change in areas of alien vegetation growth after clearing events. The irregular time series is sourced from Landsat ETM+ data, over a six year period I have 38 scene

Re: [R] "time series", "longitudinal data" or "trajectories"

2009-06-05 Thread Robert A LaBudde
At 04:02 PM 6/5/2009, Christophe Genolini wrote: Hi the list Strictly speaking, this is not a "R" question, but I need the information for the creation of a package. My question is about vocabulary: What is the difference between "time series", "longitudinal data" and "trajectories"? Sincere

Re: [R] "time series", "longitudinal data" or "trajectories"

2009-06-06 Thread Christophe Genolini
Thanks for yours answers. So if I understand: - Trajectories are continuous, the other are discrete. - The difference between time series and longitudinal is that time series are made at regular time whereas longitudinal are not ? - Repeated measures are over a short period of time. So if I me

Re: [R] "time series", "longitudinal data" or "trajectories"

2009-06-06 Thread Robert A LaBudde
At 04:54 AM 6/6/2009, Christophe Genolini wrote: Thanks for yours answers. So if I understand: - Trajectories are continuous, the other are discrete. - The difference between time series and longitudinal is that time series are made at regular time whereas longitudinal are not ? - Repeated meas

Re: [R] TIme Series AR to MA and (viceversa)

2008-11-04 Thread Prof Brian Ripley
On Tue, 4 Nov 2008, [EMAIL PROTECTED] wrote: Hi, I am new to using R for Time series analysis. I was wondering if there are any functions that can convert ARMA or ARIMA time series into their corresponding AR or MA time series representations (by calculating the corresponding AR or MA coeffi

Re: [R] TIme Series AR to MA and (viceversa)

2008-11-04 Thread Giovanni Petris
Sounds like a homework problem... In general, the AR or MA representation of an ARMA process will be of infinite order. GP > Date: Tue, 04 Nov 2008 07:10:03 -0800 (PST) > From: "[EMAIL PROTECTED]" <[EMAIL PROTECTED]> > Sender: [EMAIL PROTECTED] > Precedence: list > DomainKey-Signature: a=rsa-s

Re: [R] Time series graphs, question about using zoo

2007-09-20 Thread fang liu
on my graph, is there any thing wrong? >From: "Gabor Grothendieck" <[EMAIL PROTECTED]> >To: "Bill Pepe" <[EMAIL PROTECTED]> >CC: r-help@r-project.org >Subject: Re: [R] Time series graphs >Date: Thu, 20 Sep 2007 14:15:54 -0400 > >Using plot.zo

Re: [R] Time series graphs, question about using zoo

2007-09-20 Thread Gabor Grothendieck
the plot, which I think it should be right. but the problem is that > the x-axis still have month (Jan, ) on it and I didnot get "A,B,C,D" on my > graph, is there any thing wrong? > > > > >From: "Gabor Grothendieck" <[EMAIL PROTECTED]> > >To

[R] time-series data and time-invariant missing values

2009-04-06 Thread Kunzler, Andreas
Dear list, I have some problems with time-series data and missing values of time-invariant informations like sex or the birth-date. Assume a data (d) structure like id birth sex year of observation 1 NA NA 2006 1 1976-01-01 male2007 1

[R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread Dominik Hattrup
Hi Experts, I would like to present time series data in meaningful way in building some graphics. I've tried: (1) plot(ts(mbaye3)) and (2) plot(ts(mbaye3), start=1990) But I always get this error-message: Fehler [error] in plotts(x = x, y = y, plot.type = plot.type,

[R] Time Series - Function to fit ARIMA and GARCH components

2007-10-16 Thread jStat
I'm searching for a function to fit a conditional mean structure (ARIMA) and a conditional variance structure (GARCH) to a data set for one model. Particularly, I'm trying to fit an IMA(1,1)+GARCH(1,1) model to a data set. However, I can't seem to find a function that will let me specify both the

Re: [R] time-series data and time-invariant missing values

2009-04-06 Thread Gabor Grothendieck
Check out na.locf in the zoo package. Here we fill in NAs going forward and just in case there were NAs right at the beginning we fill them in backward as well. library(zoo) x <- as.Date(c(NA, "2000-01-01", NA)) x2 <- na.locf(x, na.rm = FALSE) x2 <- na.locf(x2, fromLast = TRUE, na.rm = FALSE) gi

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread David Winsemius
I am not an expert, but I will sometimes take a shot at answering a question when the construction of an example it not too difficult. In your case that does not occur. I would need to do multiple cut and pastes and spend a bunch of time doing unnecessary work. I have zoo and tseries packag

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread Dominik Hattrup
Hi David, GOOD POINT! dput() seems to be very useful. I will use it in my future post!! THX dput(mbaye3) structure(c(0, 0, 0, 0, 0, 3, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 2, 0, 0, 0, 0, 0, 0, 0, 0, 1, 3, 1, 0, 0, 0,

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread Gabor Grothendieck
Each series should be a column, not a row. See ?t On Sat, Feb 7, 2009 at 11:12 AM, Dominik Hattrup wrote: > Hi Experts, > > I would like to present time series data in meaningful way in building > some graphics. I've tried: > > (1) plot(ts(mbaye3)) > > and > > (2) plot(ts(mbaye3), start=

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread David Winsemius
Thanks. It did give me the opportunity to discover one reason why dput() may not be a totally general solution to the problem of minimizing R-help responder time. That structure depends on an object that is not included, namely the mbaye dataset that you constructed mbaye3 from. I was able

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread Dominik Hattrup
It's working now! Thank You Guys!! t.mbaye3 <- t(mbaye3) plot(ts(t.mbaye3)) Now I am searching for an alternative to ylim, which is not working. I am not the first one :): https://stat.ethz.ch/pipermail/r-help/2004-October/059376.html https://stat.ethz.ch/pipermail/r-help/2006-J

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread Gabor Grothendieck
Try library(zoo) plot(zoo(t.mbaye3), ylim = c(0, 20)) or to put them all on the same plot: plot(zoo(t.mbaye3), screen = 1, col = 1:10) On Sat, Feb 7, 2009 at 2:07 PM, Dominik Hattrup wrote: > It's working now! Thank You Guys!! > >t.mbaye3 <- t(mbaye3) >plot(ts(t.mbaye3)) > > No

Re: [R] Time Series Graphics - "cannot plot more than 10 series"

2009-02-07 Thread Dominik Hattrup
Perfect! the zoo-library is great. Thank You Gabor! Dom Gabor Grothendieck schrieb: > Try > > library(zoo) > plot(zoo(t.mbaye3), ylim = c(0, 20)) > > or to put them all on the same plot: > > plot(zoo(t.mbaye3), screen = 1, col = 1:10) > > On Sat, Feb 7, 2009 at 2:07 PM, Dominik Hattrup > wro

Re: [R] Time series graphs, question about using zoo [SEC=UNCLASSIFIED]

2007-09-20 Thread Crombie, Joe
CTED] [mailto:[EMAIL PROTECTED] On Behalf Of fang liu Sent: Friday, 21 September 2007 8:35 AM To: r-help@r-project.org Subject: Re: [R] Time series graphs, question about using zoo Hi, Can you tell me what is the meaning for "tail, 1" in "aggregate"? I also want to get some s

Re: [R] Time Series - Function to fit ARIMA and GARCH components

2007-10-16 Thread Hannu Kahra
I guess that is not available, but you can fit MA(1)+GARCH(1,1) to the first difference of the series using garchFit available in the (Rmetrics) fGarch package. -Hannu On 10/17/07, jStat <[EMAIL PROTECTED]> wrote: > > > I'm searching for a function to fit a conditional mean structure (ARIMA) > an

[R] Time Series w/irregular frequency, how to construct a time series object?

2008-08-20 Thread Marco Leandro Carmosino
Hello, I am having trouble constructing a time series object for my data. This is because the frequency is irregular: one year, there may be only 100 individuals, another 200. There are 100 measurements for every individual. I have the observations in a data frame with the year that they were take

Re: [R] Time Series w/irregular frequency, how to construct a time series object?

2008-08-20 Thread Gabor Grothendieck
The zoo package can represent irregular time series. On Wed, Aug 20, 2008 at 4:41 AM, Marco Leandro Carmosino <[EMAIL PROTECTED]> wrote: > Hello, > > I am having trouble constructing a time series object for my data. This is > because the frequency is irregular: one year, there may be only 100 > i