using "to.weekly" on a zoo object
Hodgess, Erin wrote:
Dear Finance People: I used the "get.hist.quote" to get the S&P as seen below:
spc <- get.hist.quote(instrument = "^gspc", start = "1998-01-01",
+ quote = "Close") trying URL 'http://chart.yahoo.com/table.csv?s=^gspc&a=0&b=01&c=1998&d=3&e=05&f=2010&g=d&q=q&y=0&z=^gspc&x=.csv' Content type 'text/csv' length unknown opened URL .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... ... downloaded 183 Kb time series starts 1998-01-02 Then I use the to.weekly to convert to weekly data:
spc.w <- to.weekly(spc) str(spc.w)
An ?xts? object from 1998-01-02 to 2010-04-05 containing: Data: num [1:641, 1:4] 975 977 939 979 957 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:4] "spc.Open" "spc.High" "spc.Low" "spc.Close" Indexed by objects of class: [Date] TZ: Original class: 'zoo' xts Attributes: NULL My question is: I only need the "Close" section. The other ones (Open, High, Low) are duplicates. Is there a way just to return the Close component, please?
spc.wc <- Cl(to.weekly(spc))
?Cl
# or
spc.wc <- to.weekly(spc)[,"spc.Close"]
# or
spc.wc <- Cl(spc[endpoints(spc,on='weeks'),])
?endpoints
There is quite a lot of data in the list archives on to.period and endpoints.
Also, subsetting R objects is a FAQ, covered in any good introduction to R.
Regards,
- Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock