[R] Time series reliability questions

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I

[R] Problem with tsboot

I'm trying to bootstrap some regression coefficients so that I can estimate confidence intervals, but boot is not producing results. Can anybody suggest what I'm doing wrong here? > SpecPress <- ts(rnorm(501)) > Returns <- ts(rnorm(501)) > BootData <- data.frame(cbind(SpecPress, Returns)) >

Re: [R] X Axis labeling with class zoo

Hi Gabor, Sorry to bother you again, I'm having trouble controlling the margins on a multiplot window. Using a previous example you posted in the archives: library(zoo) # test data z <- structure(c(21,34,33,41,39,38,37,28,33,40), index = structure(c(8044,8051,8058,8065,8072,

Re: [R] Secondary Y axis title

I think 'usr' can be used to specify the extent of the plotting region. So it is useful if, say, you are creating a multiplot window and want to scale all plots for comparison. I think that (for multiplots) xlim has limited usefulness. On 23-Oct-07, at 10:12 PM, Dave Hewitt wrote: > No p

[R] X Axis labeling with class zoo

I'm using zoo to plot multiple data series, however, I am having trouble adjusting the x-axis labeling on a multiple series plot. For example, if I create a zoo object that consists of a date series and a numerical series and then plot it, I can adjust the x axis labeling using axis.Date(1,

Re: [R] Secondary Y axis title

gt; [1], lty = 1, lwd = 2) > > par(new = TRUE) > > plot(z[,2], type = "l", ann = FALSE, yaxt = "n", col = "blue", lty > = 2, lwd = 2) > > axis(4) > > legend(x = "topleft", bty = "n", lty = c(1,2), lwd = c(2,2), >

Re: [R] Secondary Y axis title

sions of R (2.6.0, unpatched) and zoo (1.4-0) as Gabor. I am using R under Mac OS X. Dave Hewitt wrote: > I was curious about the exact same question that John Theal posed - > how to get a second y-axis label for a plot of two data series against > a common x (in my case, time). > &

Re: [R] Secondary Y axis title

I am doing wrong/missing. On 18-Oct-07, at 4:54 PM, hadley wickham wrote: > On 10/18/07, John Theal <[EMAIL PROTECTED]> wrote: >> I have the following R code to create a plot with two y axes. I am >> essentially trying to >> plot a price series with a volume series

[R] Secondary Y axis title

I have the following R code to create a plot with two y axes. I am essentially trying to plot a price series with a volume series on the same graph. (i.e. to compare price with volume). I can label the first y axis successfully, but the problem is in labeling the 2nd y-axis. Essentially, t