[R] Analyzing Intervals between Data

Jia Ying Mei jiamei at Princeton.EDU
Sun Jul 27 02:09:20 CEST 2008


The truth is, I really don't have any idea what I want to do code-wise, 
because I'm not familiar with doing this kind of stuff in R.

What I need is the mean and median for the spell length of a price (i.e. 
prices change over time, but what is the mean and median of the length 
of each interval between changes?), see the attached economist pdf file 
for an idea of what data I am trying to get.

So, I have these two text files that I can merge and fill in the missing 
values like so:

 > fmt<-"%m/%d/%y"
 > dd<-read.csv("Desktop/R/CDSdate.txt")
 > dd$Date<-as.Date(dd$Date, fmt)
 > data<-read.zoo("Desktop/R/Countrydata.txt", head=T, format=fmt, 
 >newdata<-merge(data, zoo(,dd$Date)
 >Finaldata<-na.locf(newdata, fromLast=TRUE)

I need some way after this to find the mean and median of the intervals 
themselves between each price change by country. Looking at the 
breakdown below, that seems to be mean and median of prices within 
certain intervals (not sure though), but that is not what I need.

Attached is the rough code in Stata for those who know Stata and can 
convert into R, but for a different set of data that is formatted the 
same way. I feel like I've come back to square 1, but ANY help would be 
appreciated, thanks! If not clear, I can definitely clarify points.

Jia Ying Mei

PS. I want to do this in R because I know it will be less complicated in 
R and because I don't own Stata.

jim holtman wrote:
> The original example that you sent was in the long format:
>> brkdn(intervals~country,jymint.df,num.desc=c("mean","median"))
> Breakdown of intervals by country
>      Level       mean     median
>         au       0.01          0
>         br      -0.07          1
>         cn      -0.32          2
>         in       0.31         -1
>         us       -0.4          7
>> head(jymint.df,20)
>      country intervals
> au1       au        65
> au2       au       -54
> au3       au        27
> au4       au       -35
> au5       au        23
> au6       au        29
> au7       au        -4
> au8       au       -49
> au9       au        42
> au10      au       -48
> au11      au        51
> au12      au        27
> au13      au       -11
> au14      au         0
> au15      au       -37
> au16      au        33
> au17      au       -32
> au18      au       -12
> It was not clear exactly how you wanted to come up with the intervals,
> but if you want to do them by country, then the logical place to start
> is the long format.  Can you provide and example of exactly what you
> would be doing with the data to get the intervals.  It is hard to tell
> from a "word" description what type of data transformations you would
> like to do.  Take a small subset of the data and show what the
> before/after objects might look like.
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