[R] Analyzing Intervals between Data

jim holtman jholtman at gmail.com
Sun Jul 27 03:09:12 CEST 2008

You need to provide a definition of what the "spell length" is since I
am not an economist.  Given that you have a list of prices, how do you
determine the spell length and then what do you do with the data in
each interval?  This is what you would have to clarify, at from my
point of view, so that we could understand what you want to do with
the data.  I assume that if you have the data, then there was some
manual (automated function in some other language) that did a
transformation on the data.  Maybe someone else with an economic
background can point you in the right direction.

On Sat, Jul 26, 2008 at 8:09 PM, Jia Ying Mei <jiamei at princeton.edu> wrote:
> Hi,
> 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, sep="\t")
>>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.

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