thankx to everyone for your valuable suggestions. one query regarding the
GARCH model.
I have applied the GARCH model for the same data that I send you all . and
my results coming like
Error in .sgarchfit(spec = spec, data = data, out.sample = out.sample, :
ugarchfit-->error: function requires at least 100 data
points to run
can you suggest something on it.
On Fri, Sep 22, 2017 at 6:02 AM, Gabor Grothendieck <ggrothendi...@gmail.com
> wrote:
> Assuming the input data.frame, DF, is of the form shown reproducibly
> in the Note below, to convert the series to zoo or ts:
>
> library(zoo)
>
> # convert to zoo
> z <- read.zoo(DF)
>
> # convert to ts
> as.ts(z) #
>
>
> Note:
>
> DF <- structure(list(year = c(1980, 1981, 1982, 1983, 1984), cnsm = c(174,
> 175, 175, 172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3),
> with = c(60.3, 60.5, 60.2, 60.1, 60.7)), .Names = c("year",
> "cnsm", "incm", "with"), row.names = c(NA, -5L), class = "data.frame")
>
>
> On Sat, Sep 16, 2017 at 8:10 AM, yadav neog <yadavn...@gmail.com> wrote:
> > oky.. thank you very much to all of you
> >
> >
> > On Sat, Sep 16, 2017 at 2:06 PM, Eric Berger <ericjber...@gmail.com>
> wrote:
> >
> >> You can just use the same code that I provided before but now use your
> >> dataset. Like this
> >>
> >> df <- read.csv(file="data2.csv",header=TRUE)
> >> dates <- as.Date(paste(df$year,"-01-01",sep=""))
> >> myXts <- xts(df,order.by=dates)
> >> head(myXts)
> >>
> >> #The last command "head(myXts)" shows you the first few rows of the xts
> >> object
> >> year cnsm incm wlth
> >> 1980-01-01 1980 173.6527 53.3635 60.3013
> >> 1981-01-01 1981 175.4613 53.6929 60.4980
> >> 1982-01-01 1982 174.5724 53.4890 60.2358
> >> 1983-01-01 1983 171.5070 53.2223 60.1047
> >> 1984-01-01 1984 173.3462 53.2851 60.6946
> >> 1985-01-01 1985 171.7075 53.1596 60.7598
> >>
> >>
> >> On Sat, Sep 16, 2017 at 9:55 AM, Berend Hasselman <b...@xs4all.nl>
> wrote:
> >>
> >>>
> >>> > On 15 Sep 2017, at 11:38, yadav neog <yadavn...@gmail.com> wrote:
> >>> >
> >>> > hello to all. I am working on macroeconomic data series of India,
> which
> >>> in
> >>> > a yearly basis. I am unable to convert my data frame into time
> series.
> >>> > kindly help me.
> >>> > also using zoo and xts packages. but they take only monthly
> >>> observations.
> >>> >
> >>> > 'data.frame': 30 obs. of 4 variables:
> >>> > $ year: int 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 ...
> >>> > $ cnsm: num 174 175 175 172 173 ...
> >>> > $ incm: num 53.4 53.7 53.5 53.2 53.3 ...
> >>> > $ wlth: num 60.3 60.5 60.2 60.1 60.7 ...
> >>> > --
> >>>
> >>> Second try to do what you would like (I hope and think)
> >>> Using Eric's sample data
> >>>
> >>> <code>
> >>> zdf <- data.frame(year=2001:2010, cnsm=sample(170:180,10,
> replace=TRUE),
> >>> incm=rnorm(10,53,1), wlth=rnorm(10,60,1))
> >>> zdf
> >>>
> >>> # R ts
> >>> zts <- ts(zdf[,-1], start=zdf[1,"year"])
> >>> zts
> >>>
> >>> # turn data into a zoo timeseries and an xts timeseries
> >>>
> >>> library(zoo)
> >>> z.zoo <- as.zoo(zts)
> >>> z.zoo
> >>>
> >>> library(xts)
> >>> z.xts <- as.xts(zts)
> >>> z.xts
> >>> </code>
> >>>
> >>> Berend Hasselman
> >>>
> >>> > Yadawananda Neog
> >>> > Research Scholar
> >>> > Department of Economics
> >>> > Banaras Hindu University
> >>> > Mob. 9838545073
> >>> >
> >>> > [[alternative HTML version deleted]]
> >>> >
> >>> > ______________________________________________
> >>> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >>> > https://stat.ethz.ch/mailman/listinfo/r-help
> >>> > PLEASE do read the posting guide http://www.R-project.org/posti
> >>> ng-guide.html
> >>> > and provide commented, minimal, self-contained, reproducible code.
> >>>
> >>> ______________________________________________
> >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >>> https://stat.ethz.ch/mailman/listinfo/r-help
> >>> PLEASE do read the posting guide http://www.R-project.org/posti
> >>> ng-guide.html
> >>> and provide commented, minimal, self-contained, reproducible code.
> >>>
> >>
> >>
> >
> >
> > --
> > Yadawananda Neog
> > Research Scholar
> > Department of Economics
> > Banaras Hindu University
> > Mob. 9838545073
> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/
> posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
--
Yadawananda Neog
Research Scholar
Department of Economics
Banaras Hindu University
Mob. 9838545073
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
