Re: [R] help on timeseries

Thanks Frederic. that solved the problem. Thanks again. Cameron -- View this message in context: http://r.789695.n4.nabble.com/help-on-timeseries-tp3076866p3095633.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org

Re: [R] help on timeseries

Hi: This is more or less the same idea as the other respondent, but uses function rle() instead. The function: findDates <- function(df) { u <- rle(df$Signals) n <- length(u$values) ends <- with(u, cumsum(lengths)[values == -1]) begins <- with(u, cumsum(lengths)[values == 1]

Re: [R] help on timeseries

riginal Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of cameron Sent: 07 December 2010 17:42 To: r-help@r-project.org Subject: [R] help on timeseries i have time series of momentum signal. I want to get the date of each of the "-1" s

[R] help on timeseries

i have time series of momentum signal. I want to get the date of each of the "-1" signal period. for example , the first period of -1 signal begins on 2005-9-21 and ends on 2005-9-28. 2nd period of -1 signal begins on 2005-09-30 and ends on 2005-10-28. Thx Cameron datePx