[R] 600 people's time series

Jannis bt_jannis at yahoo.de
Sun Apr 17 22:58:35 CEST 2011


Your questions are as basic that it smells like home/classwork. Try to 
formulate precise questions and not questions like "how do I solve this 
general problem" and you are much mor likely to get answers.

To get you started:

For questions on how to plot values from dataframes please have a look 
either at "an introduction to R (pdf)", some basic textbooks or just 
google: "r-project plotting tutorial" (the second link should get you 
started)

For the regression I would loop through all ids and calculate the 
regression for a subset of the dataframe like:

for (i:1:...)
{
invest = DF$invest[DF$id==i]
payout=....
invest.norm=invest/mean(...)
l.model=lm(...)
}


You will have to find out the details yourself. We will happily help if 
you post some precise (!) questions in case you get stuck!


Jannis

On 04/16/2011 07:15 PM, 苏江东Su Jiangdong wrote:
> Hi there,
>
> I have a data frame DF of over 600 people's short term trade data in time
> order. Below is the super simplified structure of the data.
>
>           id     invest     payout
> [1]      1  10               -1
> [2]      1          33           33
> [3]      1  20               -5
> [4]      2          200          33
> [5]      2          33        -20
> [6]      3           5          -5
> [7]      3  5        -5
>
> id is each person's id. Each person have invested many times in the sampling
> period, in temporal order.
>
> What I want to check is the correlation between invest and payout.
>
> 1. How do I run the regression for each person, with the "invest" being
> devided by the mean or medium of the person's "invest"?
> 2. How do I plot a graph with y axis being invest/mean(invest) and x axis
> being payout, all 600 people's dots superimposed on one graph?
>
> I tried to use
>
> for (i in 1:(dim (DF)[1]-1))
>   {
> if (DF[i,1]=DF[i+1,1])   id.lm<- lm(invest ~ payput, data=DF)
> }
>
> But I don't know how to superimpose graphs onto each other.
>
> Thanks a lot!
>
> Su
>
> 	[[alternative HTML version deleted]]
>
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