Downloading data from Economagic
Thanks Gabor for your reply. However it seems that data is not downloaded properly. Please take a look on downloaded data :
tail(dat2, 20)
GMT
libor/day-ussnon
2008-11-25 0.93125
2008-11-26 0.98750
2008-11-28 NA
2008-12-01 1.08750
2008-12-02 NA
2008-12-03 0.88125
2008-12-04 0.51875
2008-12-05 NA
2008-12-08 0.18625
2008-12-09 NA
2008-12-10 NA
2008-12-11 NA
2008-12-12 0.11875
2008-12-15 0.11938
2008-12-16 NA
2008-12-17 0.13250
2008-12-18 NA
2008-12-19 0.11000
2008-12-22 NA
2008-12-23 0.11750
Data for 2008-12-22 is given as NA, whereas in the website it is 0?11375.
Does anyone have a better idea on how to download data from Economagic more
efficiently?
Gabor Grothendieck wrote:
Try this (last line only needed if you want times as Date class):
library(zoo)
z <- zoo(as.matrix(dat2), time(dat2))
time(z) <- as.Date(time(z)) # optional
or you can use as.zoo.timeSeries from the devel version of zoo:
source("http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/*checkout*/pkg/R/as.zoo.R?rev=557&root=zoo")
z <- as.zoo(dat2)
time(z) <- as.Date(time(z)) # optional
On Tue, Dec 30, 2008 at 6:25 AM, RON70 <ron_michael70 at yahoo.com> wrote:
Oh my mistake, I missed the argument nDaysBack = 366. However pls let me know how to change the data to zoo object. RON70 wrote:
I was trying to dw data from Economagic [http://www.economagic.com/em-cgi/data.exe/libor/day-ussnon], using following code : library(fimport) dat2 = economagicSeries("libor/day-ussnon", frequency = "daily") Here I see that data is not complete, downloaded data starts from "2007-12-31 ", whereas actual data is available from 2001. secondly, how I convert that data to a Zoo-object?
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______________________________________________ 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.
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