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

monthodon foussereauxj at hotmail.com
Tue Jul 31 16:57:18 CEST 2012


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. 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
LTot=matrix(,nrow=OGCol)  
# 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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