r - Split a database by regular time intervals (6 months each = 131 days) -


i'm beginner r please excuse me advance if question seems basic i'm quite lost between functions can used split database (lubridate, split, daply...).

my data composed stock market index' daily returns 1978 2017. regress y1 on x1, x2, x3 , x4 every 6 months. information, there 262 observations each year. 6 months = 131 trading days.

here extract of (excel) database: 

date	y1	x1	x2	x3	x4  01/06/78	-0,054728735	0,062336581	-0,017447642	0,018066145	0,0137291  01/09/78	-0,0633203	0,051713026	-0,025691177	-0,006909645	-0,015750265  01/10/78	-0,048852901	0,026756766	-0,00910902	-0,013302491	-0,025715185  01/11/78	-0,049357647	0,013119868	-0,005255487	-0,008035708	-0,01565239  01/12/78	-0,044503679	-0,029061109	-0,016565941	-0,01131818	-0,008933417  01/13/78	-0,027863545	-0,044460617	-0,012819194	-0,021071992	-0,015533829  01/16/78	-0,026495125	-0,056336531	-0,007379243	-0,003360595	0,01056797  01/17/78	-0,007670981	-0,041300771	0	-0,00111657	0,019498044  01/18/78	0,000662032	-0,031227275	0,003506725	-0,018967432	-0,003861009

i think best way (i) split database every 6 months, (ii) make linear regression on each 6 month segment.

could tell me if best way, according you? if case show me code split database every 6 month?

thanks lot help!

you create sequence of numbers cooresponding rows of data:

i = c(seq(1,nrow(dat),by=131),nrow(dat))

and use lapply split data:

lapply(seq_along(i)[-length(i)],function(x) dat[i[x]:(i[x+1]-1),])

Comments

Post a Comment

Popular posts from this blog

python - Operations inside variables -

this question has answer here: evaluating mathematical expression in string 12 answers i want make python script finds maximum possible output using 2 operations. problem says there syntax error @ 2nd last line, in b in there. how can fix it? x = 0 = int(input("1st number:")) c = int(input("2nd number:" )) e = int(input("3rd number:" )) in range(4): if == 0: b = "+" elif == 1: b = "-" elif == 2: b = "/" else: b = "*" j in range(4): if j == 0: d = "+" elif j == 1: d = "-" elif j == 2: d = "/" else: d = "*" k = b c d e print(k) if you're after variables e on single line, couldn...
Read more

Generic Map Parameter java -

i having lot of methods of type: public static list<eduusers> getdetails(class c, map<string, integer> params) { list<eduusers> details = null; session session = hibernateutil.getsessionfactory().opensession(); transaction tx = null; try { tx = session.begintransaction(); criteria cr = session.createcriteria(c); (map.entry<string, integer> entry : params.entryset()) { cr.add(restrictions.eq(entry.getkey(), entry.getvalue())); } details = cr.list(); tx.commit(); } catch (exception asd) { log.debug(asd.getmessage()); if (tx != null) { tx.commit(); } } { session.close(); } return details; } i trying have generic method them , have written far: public static <t> list<t> getdetails(class<t> c, class<t> b) { l...
Read more

arrays - What causes a java.lang.ArrayIndexOutOfBoundsException and how do I prevent it? -

what arrayindexoutofboundsexception mean , how rid of it? here code sample triggers exception: string[] name = {"tom", "dick", "harry"}; for(int = 0; i<=name.length; i++) { system.out.print(name[i] +'\n'); } your first port of call should documentation explains reasonably clearly: thrown indicate array has been accessed illegal index. index either negative or greater or equal size of array. so example: int[] array = new int[5]; int boom = array[10]; // throws exception as how avoid it... um, don't that. careful array indexes. one problem people run thinking arrays 1-indexed, e.g. int[] array = new int[5]; // ... populate array here ... (int index = 1; index <= array.length; index++) { system.out.println(array[index]); } that miss out first element (index 0) , throw exception when index 5. valid indexes here 0-4 inclusive. correct, idiomatic for statement here be: for (int index = 0; index <...
Read more