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?
tsdataset[,"x"]
* 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() creation.
* 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 list elements: 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 index counter.
* 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 :) Regards, Dirk
Don't drink and derive. Alcohol and analysis don't mix.