From: jim holtman <jholtman_at_gmail.com>

Date: Sun, 27 Jul 2008 00:45:46 -0400

Date: Sun, 27 Jul 2008 00:45:46 -0400

I think I understand it now. So if there is any change (even very small), then that starts a new interval.

On Sat, Jul 26, 2008 at 9:38 PM, Jia Ying Mei <jiamei_at_princeton.edu> wrote:

> Hi Jim,

*>
**> I did define it, although I guess I wasn't clear. The spell length is
**> essentially the interval of time between price changes. So in the data, say
**> a price starts at 3, and then 150 days later, the price changes to 4. The
**> "spell length" is 150, the interval of time between the price change. I am
**> looking, country by country, for the mean and median of these lengths of
**> times themselves.
**>
**> So I am not actually doing anything with the data within the intervals
**> (because the data doesn't change), but finding information about the
**> intervals themselves. I hope that clears it up? Thanks for dealing with my
**> questions.
**>
**> Jia Ying Mei
**>
**> jim holtman wrote:
**>>
**>> 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)
**>>>> library(zoo)
**>>>> 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.
**>>>
**>
*

-- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem you are trying to solve? ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Sun 27 Jul 2008 - 04:47:58 GMT

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