Problem with get.hist.quote() in tseries
There is no head.ts and x[1:10,] has the side effect of converting it from class ts to class matrix. Use window window(x, end = start(x)[1]+10) instead or use head(as.zoo(x)) since there is a head.zoo in the 'zoo' package.
On 8/19/05, Ajay Narottam Shah <ajayshah at mayin.org> wrote:
When using get.hist.quote(), I find the dates are broken. This is with R 2.1.1 on Mac OS X `panther'.
library(tseries)
Loading required package: quadprog 'tseries' version: 0.9-27 'tseries' is a package for time series analysis and computational finance. See 'library(help="tseries")' for details.
x <- get.hist.quote("^VIX")
trying URL 'http://chart.yahoo.com/table.csv?s=^VIX&a=0&b=02&c=1991&d=7&e=18&f=2005&g=d&q=q&y=0&z=^VIX&x=.csv' Content type 'text/csv' length unknown opened URL .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... downloaded 150Kb
head(x)
[1] 26.62 27.93 27.19 NA NA 28.95
x[1:10,]
Open High Low Close [1,] 26.62 26.62 26.62 26.62 [2,] 27.93 27.93 27.93 27.93 [3,] 27.19 27.19 27.19 27.19 [4,] NA NA NA NA [5,] NA NA NA NA [6,] 28.95 28.95 28.95 28.95 [7,] 30.38 30.38 30.38 30.38 [8,] 33.30 33.30 33.30 33.30 [9,] 31.33 31.33 31.33 31.33 [10,] 32.63 32.63 32.63 32.63
plot(x)
(dates don't show).
str(x)
mts [1:5343, 1:4] 26.6 27.9 27.2 NA NA ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:4] "Open" "High" "Low" "Close" - attr(*, "tsp")= num [1:3] 33240 38582 1 - attr(*, "class")= chr [1:2] "mts" "ts" I wonder what I'm doing wrong. -- Ajay Shah Consultant ajayshah at mayin.org Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
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