[tech-spec] For the R beginners...It's the tiny things in life that can make a difference...
- From: "Vincent C. Fulco" <vfulco@xxxxxxxxxxxxx>
- To: tech-spec@xxxxxxxxxxxxx
- Date: Tue, 12 Apr 2005 09:17:51 -0400
Dear beginning R students on TechSpec-
I just stumbled across a small and very elementary item which has
cleared up some confusion for me. Steve Wisdom was gracious enough to
include a significant amount of price data in his Rolling US/SP code
example from April 8th. At times, I like to look at the underlying raw
data series in .txt format to understand how one might "store" large
data sets for use in R. I'm still toying with a long term idea to store
some fundamental IS/BS/CF statement items in RDBMS for further
manipulation as we had reasonable success mining accounting data at my
old firm even with the embedded time lag.
While reviewing the above .txt file, I could not understand the format
since it appeared to be a list of instrument codes and then a series of
lists each grouped by date.
SP1 ND1 VIX VXN Z_1 GX1 VG1 NI1 HI1 FDT TU1 TY1 US1 MOV USS G_1
RX1 JB1 EUR GBP CHF JPY CL1 HO1 HU1 NG1 GC1 PL1 SI1 HG1 S_1 W_1
O_1 C_1 LC1 FC1 LH1 PB1 SB1 KC1 CC1 CT1
1/1/1996 898.9 NA 12.52 NA 4416.5 3578.5 NA 19385 7979 5.50 91.03
78.17 78.03 88.52 38.5 85.93 76.56 90.10 NA 1.5525 1.1566 103.45
-15.83 -25.30 -50.09 6.760 494.3 218.3 7.04 128.55 467.25 860.25
197.50 481.75 58.85 NA 64.15 -20.90 8.76 56.30 1581 144.95
1/2/1996 905.5 NA 12.19 NA 4430.5 3626.0 NA 19385 8157 5.50 90.99
78.08 77.91 94.75 38.5 85.65 76.83 90.10 NA 1.5545 1.1590 103.95
-15.57 -23.99 -49.12 7.000 498.1 218.3 7.22 126.10 480.75 856.50
201.75 485.75 58.43 NA 62.12 -22.90 8.99 52.65 1594 144.57
So I asked myself, how does the read.table() function parse that data
especially since I thought I understood data input by now?
Of course! How basic...By removing the "word wrap" feature on MS
notepad which I use for readability, the data formats back to the
original, correct and simple list of time series as Steve intended and
expected it to be displayed.
Hope this mundane item helps,
Vince
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