Re: [R] Embed function strips out date index

2010-07-01 Thread Manussawee Sukunta
Thank you for all your help. After some sleep last night, I started fresh on the problem with a little clearer thinking. I thought over what Jonathan had said... and I just decided to bypass indexing my data after passing it through the embed function all together. I still was able to perform t

Re: [R] Embed function strips out date index

2010-06-30 Thread Gabor Grothendieck
On Wed, Jun 30, 2010 at 4:32 PM, Manussawee Sukunta wrote: > Hi, > > I'm having especially hard time today and couldn't find any > clue/answer through the internet.  I hope you can help. > > I'm in a process of writing a script to estimate error correction > model, and I was following an example i

Re: [R] Embed function strips out date index

2010-06-30 Thread Manussawee Sukunta
Sorry - I actually thought about it after I'd sent out the first message. When I did >attributes(series) I saw that series$class is 'xts' 'zoo'. I just want to keep some sort of indexing so that I can keep track of what is going on... a sanity check. My database can get quite large. I will try

Re: [R] Embed function strips out date index

2010-06-30 Thread Peter Ehlers
On 2010-06-30 14:32, Manussawee Sukunta wrote: Hi, I'm having especially hard time today and couldn't find any clue/answer through the internet. I hope you can help. I'm in a process of writing a script to estimate error correction model, and I was following an example in Bernhard Pfaff's Anal

Re: [R] Embed function strips out date index

2010-06-30 Thread Jonathan Christensen
Manussawee, What type of object is series? We could help you better if we could reproduce exactly what you are trying to do, which requires more information (you made a good start by including data and code, though). The output of diff is a vector (time series, ...) with length one less than the

[R] Embed function strips out date index

2010-06-30 Thread Manussawee Sukunta
Hi, I'm having especially hard time today and couldn't find any clue/answer through the internet.  I hope you can help. I'm in a process of writing a script to estimate error correction model, and I was following an example in Bernhard Pfaff's Analysis of Integrated and Cointegrated Time Series w