Hello,
The error is not reproducible, the second code line gives:
data<-xts(x=data$PRICE,order.by=tm)
#Error in data$PRICE : object of type 'closure' is not subsettable
Please post a data example in dput format.
dput(head(data, 30)) # post the output of this or similar
Hope this helps,
Rui Barradas
Às 01:13 de 10/10/20, Zixuan Qi escreveu:
Hello,
My programming is as follows.
library(highfrequency)
library(data.table)
library(xts)
tm<-seq.POSIXt(from = as.POSIXct("2020-08-20 09:30:00"),to = as.POSIXct("2020-08-20
15:59:00"),by='min')
data<-xts(x=data$PRICE,order.by=tm)
data <- as.data.table(data)
setnames(data,c('index'),c('DT'))
setnames(data,c('V1'),c('PRICE'))
LMtest <- intradayJumpTest(pData = data,volEstimator = "RM", driftEstimator = "none",RM =
"bipower", lookBackPeriod = 20,on = 'minutes', k = 5, marketOpen = "09:30:00",marketClose = "15:59:00")
plot(LMtest)
However, the error is that ''Error in xy.coords(x, y, setLab = FALSE) : 'x' and
'y' lengths differ''. I don't know how to correct it.
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