Re: [R] Adjusting length of series

Lekgatlhamang, lexi Setlhare Mon, 02 Jul 2012 05:24:00 -0700

Hi David and AK,
I have been trying to implement your suggestions since yesterday, but I 
encountered some challenges.
Â 
As for David's suggestions, I could only implement it after some 
modifications.Â Using an abridgedÂ version of my data, I dpud my dataset and 
then show my steps below.
Â 
> dput(ydata)
structure(c(68.1000000000004, -34.8000000000002, 90.3999999999996, 
54.6000000000004, -172.3, 51.8000000000002, 175, 79.8000000000002, 
-35.7000000000007, 130.5, 116.8, -67.5, 164.5, 514.8, -326.1, 
98.4000000000005, 160.2, 53.1999999999998, 283.6, -111.6, 127.8, 
-17.3000000000002, 286.3, NA, NA, -102.900000000001, 125.2, -35.7999999999993, 
-226.900000000001, 224.1, 123.2, -95.1999999999998, -115.500000000001, 
166.200000000001, -13.6999999999998, -184.3, 232, 350.3, -840.900000000001, 
424.500000000001, 61.7999999999993, -107, 230.400000000001, -395.200000000001, 
239.400000000001, -145.1, 303.6, NA, NA, NA, 228.1, -160.999999999999, 
-191.100000000001, 451.000000000001, -100.900000000001, -218.4, 
-20.3000000000011, 281.700000000002, -179.900000000001, -170.6, 
416.3, 118.3, -1191.2, 1265.4, -362.700000000002, -168.799999999999, 
337.400000000001, -625.600000000001, 634.600000000001, -384.500000000001, 
448.700000000001, NA, NA, -164.457840999999, 17.0793539999995, 
95.9767880000009, 680.238166999999, -491.348690999999, -274.694009, 
-256.332907, 469.62296, -146.431891, -41.0772019999995, -106.970104, 
757.688263999999, -1689.214533, 2320.098952, -1446.97942, 516.384521, 
-375.277650999999, 293.867029999999, 417.845195, 278.198807, 
-968.592033999999, -314.195986, NA, NA, NA, 181.537194999999, 
78.8974340000013, 584.261378999998, -1171.586858, 216.654681999999, 
18.3611019999998, 725.955867, -616.054851, 105.354689000001, 
-65.8929020000005, 864.658367999999, -2446.902797, 4009.313485, 
-3767.078372, 1963.363941, -891.662171999999, 669.144680999999, 
123.978165, -139.646388, -1246.790841, 654.396048, NA, 4937, 
5005.1, 4970.3, 5060.7, 5115.3, 4943, 4994.8, 5169.8, 5249.6, 
5213.9, 5344.4, 5461.2, 5393.7, 5558.2, 6073, 5746.9, 5845.3, 
6005.5, 6058.7, 6342.3, 6230.7, 6358.5, 6341.2, 6627.5, 4187.5, 
4296.004835, 4240.051829, 4201.178177, 4258.281313, 4995.622616, 
5241.615228, 5212.913831, 4927.879527, 5112.468183, 5150.624948, 
5147.704511, 5037.81397, 5685.611693, 4644.194883, 5922.877025, 
5754.579747, 6102.66699, 6075.476582, 6342.153204, 7026.675021, 
7989.395645, 7983.524235, 7663.456839), .Dim = c(24L, 7L), .Dimnames = list(
Â Â Â  NULL, c("DCred1", "DCred2", "DCred3", "DBoBC2", "DBoBC3", 
Â Â Â  "CredL1", "BoBCL1")), .Tsp = c(2001.08333333333, 2003, 12
), class = c("mts", "ts"))
Â 
NB: the NAs in the dataset emanated from laggingÂ or differencing the series
Â 
David's suggestion
Â df<-data.frame(DCred1,DCred2,DCred3,DBoBC2,DBoBC3,CredL1,BoBCL1)
Error in data.frame(DCred1, DCred2, DCred3, DBoBC2, DBoBC3, CredL1, BoBCL1) : 
Â  arguments imply differing number of rows: 23, 22, 21, 24


So I modified as follows:
length(DCred3)Â  # finding the minimum length of various series
[1] 21

# Then dataframe construction
dframe<- data.frame(Dcre1=DCred1[1:21],Dcre2=DCred2[1:21],Dcre3=DCred3[1:21],
+ Dbobc2=DBoBC2[1:21],Dbobc3=DBoBC3[1:21],CredL=CredL1[1:21],BoBCL=BoBCL1[1:21])
# Then estimated regression
> regCred<- lm(Dcre1~Dcre2+Dcre3+Dbobc2+Dbobc3+CredL+BoBCL, data=dframe)
> summary(regCred)
# Worked well as shown by results below
Call:
lm(formula = Dcre1 ~ Dcre2 + Dcre3 + Dbobc2 + Dbobc3 + CredL + 
Â Â Â  BoBCL, data = dframe)
Residuals:
Â Â Â  MinÂ Â Â Â Â  1QÂ  MedianÂ Â Â Â Â  3QÂ Â Â Â  Max 
-69.516 -27.695Â  -8.085Â  13.851 107.276 
Coefficients:
Â Â Â Â Â Â Â Â Â Â Â Â  Estimate Std. Error t value Pr(>|t|)Â Â Â  
(Intercept) 159.32304Â  157.15209Â Â  1.014 0.327873Â Â Â  
Dcre2Â Â Â Â Â Â Â  -0.75527Â Â Â  0.17262Â  -4.375 0.000634 ***
Dcre3Â Â Â Â Â Â Â  -0.21006Â Â Â  0.08656Â  -2.427 0.029329 *Â  
Dbobc2Â Â Â Â Â Â Â  0.05111Â Â Â  0.06565Â Â  0.779 0.449197Â Â Â  
Dbobc3Â Â Â Â Â Â Â  0.03106Â Â Â  0.03510Â Â  0.885 0.391108Â Â Â  
CredLÂ Â Â Â Â Â Â  -0.10967Â Â Â  0.04933Â  -2.223 0.043177 *Â  
BoBCLÂ Â Â Â Â Â Â Â  0.09756Â Â Â  0.03097Â Â  3.150 0.007087 ** 
---
Signif. codes:Â  0 â***â 0.001 â**â 0.01 â*â 0.05 â.â 0.1 â 
â 1 
Residual standard error: 52.3 on 14 degrees of freedom
Multiple R-squared: 0.9331,Â Â Â Â  Adjusted R-squared: 0.9044 
F-statistic: 32.55 on 6 and 14 DF,Â  p-value: 1.911e-07 
Â 
This is good, but couldn't I code the process for my 15 variable model?
Perhaps that is where the use of
Dcr<- lapply(..., function(x) ...)
comes in?
Â 
AK, if you spare some minutes,Â please use my dput data to illustrate the 
suggestion you made, I searched the lapply function (using ??lapply) but could 
not get a handle of how to use it in my case. My dput data is as shown below.
Â 
Â Â Â Â Â Â Â Â  DCred1 DCred2Â  DCred3Â Â Â Â Â  DBoBC2Â Â Â Â Â  DBoBC3 
CredL1Â Â  BoBCL1
Feb 2001Â Â  68.1Â Â Â Â  NAÂ Â Â Â Â  NAÂ Â Â Â Â Â Â Â Â  
NAÂ Â Â Â Â Â Â Â Â  NA 4937.0 4187.500
Mar 2001Â  -34.8 -102.9Â Â Â Â Â  NAÂ  -164.45784Â Â Â Â Â Â Â Â Â  NA 5005.1 
4296.005
Apr 2001Â Â  90.4Â  125.2Â Â  228.1Â Â Â  17.07935Â Â  181.53719 4970.3 4240.052
May 2001Â Â  54.6Â  -35.8Â  -161.0Â Â Â  95.97679Â Â Â  78.89743 5060.7 4201.178
Jun 2001 -172.3 -226.9Â  -191.1Â Â  680.23817Â Â  584.26138 5115.3 4258.281
Jul 2001Â Â  51.8Â  224.1Â Â  451.0Â  -491.34869 -1171.58686 4943.0 4995.623
Aug 2001Â  175.0Â  123.2Â  -100.9Â  -274.69401Â Â  216.65468 4994.8 5241.615
Sep 2001Â Â  79.8Â  -95.2Â  -218.4Â  -256.33291Â Â Â  18.36110 5169.8 5212.914
Oct 2001Â  -35.7 -115.5Â Â  -20.3Â Â  469.62296Â Â  725.95587 5249.6 4927.880
Nov 2001Â  130.5Â  166.2Â Â  281.7Â  -146.43189Â  -616.05485 5213.9 5112.468
Dec 2001Â  116.8Â  -13.7Â  -179.9Â Â  -41.07720Â Â  105.35469 5344.4 5150.625
Jan 2002Â  -67.5 -184.3Â  -170.6Â  -106.97010Â Â  -65.89290 5461.2 5147.705
Feb 2002Â  164.5Â  232.0Â Â  416.3Â Â  757.68826Â Â  864.65837 5393.7 5037.814
Mar 2002Â  514.8Â  350.3Â Â  118.3 -1689.21453 -2446.90280 5558.2 5685.612
Apr 2002 -326.1 -840.9 -1191.2Â  2320.09895Â  4009.31348 6073.0 4644.195
May 2002Â Â  98.4Â  424.5Â  1265.4 -1446.97942 -3767.07837 5746.9 5922.877
Jun 2002Â  160.2Â Â  61.8Â  -362.7Â Â  516.38452Â  1963.36394 5845.3 5754.580
Jul 2002Â Â  53.2 -107.0Â  -168.8Â  -375.27765Â  -891.66217 6005.5 6102.667
Aug 2002Â  283.6Â  230.4Â Â  337.4Â Â  293.86703Â Â  669.14468 6058.7 6075.477
Sep 2002 -111.6 -395.2Â  -625.6Â Â  417.84519Â Â  123.97817 6342.3 6342.153
Oct 2002Â  127.8Â  239.4Â Â  634.6Â Â  278.19881Â  -139.64639 6230.7 7026.675
Nov 2002Â  -17.3 -145.1Â  -384.5Â  -968.59203 -1246.79084 6358.5 7989.396
Dec 2002Â  286.3Â  303.6Â Â  448.7Â  -314.19599Â Â  654.39605 6341.2 7983.524
Jan 2003Â Â Â Â  NAÂ Â Â Â  NAÂ Â Â Â Â  NAÂ Â Â Â Â Â Â Â Â  
NAÂ Â Â Â Â Â Â Â Â  NA 6627.5 7663.457

Thanks kindly. Lexi
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Re: [R] Adjusting length of series

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