[R] Creation of a vector of time series from a data frame

R. Michael Weylandt michael.weylandt at gmail.com
Tue Jul 31 19:36:36 CEST 2012

Err... some fundamental problems here.

On Tue, Jul 31, 2012 at 9:57 AM, monthodon <foussereauxj at hotmail.com> wrote:
> Hello,
> I am a new user of R. I am trying to create a vector of time series called
> "LTot" from a data frame. The purpose is to call LTot element from a loop
> to make multiple regressions over a large number of regressors.

This might be dangerous -- running multiple multiple-regressions seems
like a way to get spurious p-values. Just be careful.

>Here a piece of R code
> OGData <- read.table("heartatk4R.txt", header=TRUE)
> OGCol <- ncol(OGData)
> OGRow <- nrow(OGData)
> S1.ts=ts(OGData[,1])
> # Definition of the time series vector

"Time series vector" doesn't exist.

A vector is a collection of "atomic" elements (strings, doubles = real
numbers, integers, or a few others) -- e.g.,

x <- c(1,2,3)
y <- c("A","B","C")

are vectors.

You can also have a "generic" vector (or list) but that's more advanced.

Time series, however, cannot be elements of a vector since they are
themselves vectors with some added properties.

> LTot=matrix(,nrow=OGCol)

This line makes a matrix (of one column) not a vector, as the name
suggests. Somewhat technical note: Note however that a "matrix" is
really just a vector to which we have added an additional attribute of
dimensionality. Just like a time series is a vector to which we have
added the additional detail of "time".

I think you would be much better served to read some of the
introductory material that comes with your R distribution, and then to
look at time series material in particular.


seems like a good place to start.

Once you've got time series under your feet, look at the dynlm package
which does these sorts of things.


> # assignment of each column of the data frame to an element of the time
> series vector
> for (i in 1:OGCol) {LTot[1:OGRow,i] <- ts(OGData[,i]);}
> When I run R, I got the following error message:
> Error in LTot[1:OGRow, i] <- ts(OGData[, i]) : subscript out of bounds
> I will appreciate it if somebody could help me on this issue.
> Thank you.
> X.
> --
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