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 Confidential: This electronic message and all contents contain information from Syntel, Inc. which may be privileged, confidential or otherwise protected from disclosure. The information is intended to be for the addressee only. If you are not the addressee, any disclosure, copy, distribution or use of the contents of this message is prohibited. If you have received this electronic message in error, please notify the sender immediately and destroy the original message and all copies. [[alternative HTML version deleted]] ______________________________________________ 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. ______________________________________________ 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.