SMA & large n
After the call to to.monthly(), SPY only has 180 rows. Quite simply, you can't take a 377-period MA of a series that only has 180 observations. -- Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com
On Tue, Sep 27, 2011 at 7:42 AM, Anna Dunietz <anna.dunietz at gmail.com> wrote:
Hi List!
I would like to calculate the 377-day simple moving average on closing
prices using the SMA function, but an error is always returned:
SMA(Cl(SPY),n=377)Error in runSum(x, n) : Invalid 'n'
Here is some code in order for you to quickly reproduce what I am doing:
getSymbols("SPY", from='1995-01-01', to='2010-01-01',
index.class=c("POSIXt","POSIXct"))
SPY = to.monthly(SPY, indexAt='endof')
mysma<-SMA(Cl(SPY),n=377)
Thank you very much!
Anna
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