[R] Time Series Data Analysis

[PIKAL Petr]

Hi

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Kapil Shukla
> Sent: Saturday, March 01, 2014 6:23 PM
> To: r-help at r-project.org
> Subject: [R] Time Series Data Analysis
>
> Hi All
>
> I am totally new to R so this question may sound basic to many of you.
> I am trying to use R for time series analysis of some financial
> instruments.

Well, the best package for beginners is R-intro.pdf which is located probably in doc directory.

> Currently i have hourly data of a stock which has OPEN/HIGH/LOW/CLOSE
> in a CSV file. I used read.table to import the data in R in to a
> dataframe but i am following below issues:
>
> 1. Date is coming in character format and i am not sure whats the best
> package of function to format the date in "DD/MM/YY HH:MM" format 2.

to convert character to date/time use
?strptime

Then you can set xlim parameters.

> When i plot the data using PLOT() data points are so overlapping on the
> chart that its hard to identify the data points. I am not able to
> specify XLIM parameter as my dates are in character. I tried using the
> C() function to provide the first hour and last hour of the data but it
> won't accept it.

Why you wanted to set contrasts attribute to your factor? Or you used concatenation function c?


> Is there any better package for plotting time series data.
> 3. Any package which can help me plot the candle stick chart for this
> OHLC data and help me do some statistical analysis on the data.

Second hit from google was package candlesticks. Did you used it? What statistical analysis do you have on mind, there is 2000+ packages in R which are mainly amed to do statistical analysis. Without further details you probably do not get reasonable answer

Regards
Petr

PS. Do not post in HTML.
> PLEASE do read the posting guide http://www.R-project.org/posting-
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>
> Thanks in Advance.
>
> Regards
> Kapil
>
>       [[alternative HTML version deleted]]
>
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