[R-SIG-Finance] Timeseries data, lattice, and model formulas?
ggrothendieck at gmail.com
Fri Jul 6 15:35:41 CEST 2007
On 7/6/07, icosa atropa <icos.atropa at gmail.com> wrote:
> > Don't know what you are looking for with respect to factors but if you create
> > a zoo object from a factor it remembers where it came from:
> Thanks for the reply. I need to read up on dynlm.
To use dyn just preface lm, glm, etc. with dyn$
> R.e. factors, I have something that looks like this - the first 3
> columns have identifying info, and are the factors that I give to
> lattice, whereas the last column is the actual timeseries.
> > summary(M.full)
> unit_id well_num sampled_on dtw_m
> M1 :5 N:5 Min. :2005-08-04 15:30:00 Min. :-1.571
> M2 :0 S:0 1st Qu.:2005-08-04 15:45:00 1st Qu.:-1.570
> Would the most logical way to use zoo be to create an object for each
> element in the factor matrix, i.e. M1N, M1S, M2N, M2S, ... , and
> create a list or environment of the objects?
Please provide something reproducible and show what you want to do without
More information about the R-SIG-Finance