Working with daily data

Hi, Gabor, et al.:

? ? What's the best way to search the R-SIG-Finance archives? ?Are R-SIG-*
included in any of the main R search engines (at
"http://www.r-project.org/search.html")? ?Gmane has an option for
"gmane.comp.lang.r.finance", but when I tried it just now, I got, "No such
group."


? ? However, Googling for "r-sig-finance daily data" seemed to produce
something sensible.

? ? Thanks,
? ? Spencer
Gabor Grothendieck wrote:

Check out the xts, zoo and quantmod packages.
xts has a vignette (pdf document) and zoo has
three vignettes.

Also look at:
?read.zoo in zoo to read your data, or
?getSymbols in quantmod.to fetch data from the net, and
the discussion list:
?https://stat.ethz.ch/mailman/listinfo/r-sig-finance

On Mon, May 25, 2009 at 4:45 AM, Menezes, Ian <Ian_Menezes at syntelinc.com>
wrote:

Hello



I have daily S&P 500 from 1950 for which I would like to do some time
series analysis in R. Could someone please show me an example of how to
create a ts/ irts object for my data? Additionally, how do I create
monthly subsamples of the data. I've experimented with the window
function but haven't had any luck.



Thank you



Ian


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