[R] TS data frames
edd at debian.org
Sun May 18 19:56:25 CEST 2003
On Sun, May 18, 2003 at 02:21:08PM -0400, Welch, Ivo wrote:
> hi chaps: apologies, more naive beginner's questions. my data sets
> contain multiple time series and look like
> date x y
> 196211 12 1
> 196212 4 2
> 196301 44 5
> so dataset <- read.table("data.dat", header=T); works well enough.
> tsdataset<- ts(dataset, freq=12, start=c(1962,11)) also seems to work.
> summary(tsdataset) and print(tsdataset) show that this operation did
> what I intended.
> * Alas, tsdataset$x no longer works. how do I specify data series
> inside tsdataset now?
> * Is there a time-series equivalent of read.table(), preferably allowing
> me to specify that the data column is the appropriate data in yyyymm format?
No, just write yourself a simple wrapper doing read.table() and then ts()
> * For arguments sake, let's assume I want to do something with every
> variable in my data set. for example, I want to convert every single
> data series into a time series. "for (a in names(dataset)) a<-ts(a)" of
> course does not do what I want, because the destination is a vector
> named a, not a vector named by the contents of a. I need sort of an
> eval. similarly "for (a in names(dataset)) a<- uppercase-name(a)".
> Generically, how do I do something with every single series in a data
> set, and then assign it back to replace the old series within the data set?
I am sure there are more elegant ways to do it, I typically just assign to
for (i in 1:length(names(dataset)))
a[[i]] <- ts(dataset[i])
> * unrelated: are there a push, pop, shift functions for vectors, ala perl?
AFAIK not in base, you could emulate it, though. I needed something similar
recently and just hid it inside a list, and in- and decremented a hidden
> * unrelated: summary(vector) gives information in a row.
> summary(dataset) gives information in blocks. can it be instructed to
> give information in rows, too? where would I find documentation on
> issues like this?
How about the code? Requires some familiarity with the S language, though.
> sorry for all these questions. help appreciated.
My pleasure. Always nice to see other financial economists around here :)
Don't drink and derive. Alcohol and analysis don't mix.
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