I am a newbie here.
Please, I am trying to run a simple unit root test importing my own txt data (btc.txt). I used the wizard tool to import (it only has 1 column), and then I was trying to set the data using the following steps:
library tsmt;
fname = "btc.txt";
//Load Data
btc = loadd("btc.txt");
p = 0;
l = 3;
{ alpha, tstat_adf, adf_t_crit } = vmadfmt(btc, p, l);
print "tstat_adf"; tstat_adf;However, I couldn't go through.
Thank you
5 Answers
0
0
The problem is that loadd does not know what type of file it is. If this file has a header (or variable name) on the first line, then you should change the name to btc.csv and loadd will work.
Alternatively, you could add a file schema to the front of the file name to tell loadd that it is a CSV file, like this:
// Use file schema 'csv://' to tell loadd that
// btc.txt is a CSV file.
btc = loadd("csv://btc.txt");0
Hi, sorry. But it did not work.
new;
fname = "btc.txt";
btc = loadd("csv://BTC.txt");
p = 0;
l = 3;
{ alpha, tstat_adf, adf_t_crit } = vmadfmt(btc, p, l);
print "tstat_adf"; tstat_adf;
Invalid characters in headers: '-' in '-0.133531'
Currently active call:
File formula_parse.src, line 219, in __reader_init
end;
Traceback:
File formula_parse.src, line 172, in __loadFormula
__reader_init(r);
File formula_parse.src, line 87, in __LoadFormulaCallback
retp(__loadFormula(&r, ...));
File saveload.src, line 70, in __loadd
ret = __LoadFormulaCallback(dataset, formula, tmp, tmp, 0, tmp, string_read);
File saveload.src, line 80, in loadd
retp(__loadd(dataset, 0, ...));
Please, follow my txt (header)
-0.133531
0.133531
-0.470004
0.182322
0
0
0
0.154151
-0.154151
0
0
0
0
0
0.154151
0
As I mentioned, loadd is for data files with variable names. Your file does not have variable names at the top. That is why you got the error message:
Invalid characters in headers: '-' in '-0.133531'
You can either add a variable name to the first line of the file, or use csvReadM.
btc = csvReadM("bc.txt");Your Answer
5 Answers
The problem is that loadd does not know what type of file it is. If this file has a header (or variable name) on the first line, then you should change the name to btc.csv and loadd will work.
Alternatively, you could add a file schema to the front of the file name to tell loadd that it is a CSV file, like this:
// Use file schema 'csv://' to tell loadd that
// btc.txt is a CSV file.
btc = loadd("csv://btc.txt");Hi, sorry. But it did not work.
new;
fname = "btc.txt";
btc = loadd("csv://BTC.txt");
p = 0;
l = 3;
{ alpha, tstat_adf, adf_t_crit } = vmadfmt(btc, p, l);
print "tstat_adf"; tstat_adf;
Invalid characters in headers: '-' in '-0.133531'
Currently active call:
File formula_parse.src, line 219, in __reader_init
end;
Traceback:
File formula_parse.src, line 172, in __loadFormula
__reader_init(r);
File formula_parse.src, line 87, in __LoadFormulaCallback
retp(__loadFormula(&r, ...));
File saveload.src, line 70, in __loadd
ret = __LoadFormulaCallback(dataset, formula, tmp, tmp, 0, tmp, string_read);
File saveload.src, line 80, in loadd
retp(__loadd(dataset, 0, ...));
Please, follow my txt (header)
-0.133531
0.133531
-0.470004
0.182322
0
0
0
0.154151
-0.154151
0
0
0
0
0
0.154151
As I mentioned, loadd is for data files with variable names. Your file does not have variable names at the top. That is why you got the error message:
Invalid characters in headers: '-' in '-0.133531'
You can either add a variable name to the first line of the file, or use csvReadM.
btc = csvReadM("bc.txt");