Replacing zoo time series values
Try
library(fImport)
library(zoo)
SPyf<-yahooSeries("^GSPC", file="SPyahoo.csv", frequency="daily", nDaysBack=400)
z <- as.zoo(SPyf)
z[,1] <- (z[,2]+z[,3])/2
colnames(z)[1] <- "hilo"
See the three vignettes that come with zoo for many examples. In
particular, vignette("zoo-quickref") illustrates the use of the
tseries package to read a series from yahoo directly into a zoo
object. Also see the related quantmod and xts packages.
On Wed, May 12, 2010 at 4:33 AM, Research <risk2009 at ath.forthnet.gr> wrote:
Hello,
I am importing data, say S&P 500 from yahoo:
? ?SPyf<-yahooSeries("^GSPC", file="SPyahoo.csv", frequency="daily",
nDaysBack=400)
? ?SPCOMPd<-(SPyf[,4])
? ?a<-time(SPCOMPd)
? ?SPd<-zoo(SPCOMPd,as.POSIXct(a))
I am not sure if the above is correct but I am trying to convert a
timeSeries object to zoo.
is(SPCOMPd)
[1] "timeSeries" "structure" ?"vector"
is(SPd)
[1] "zoo" I can do SPCOMPd[1]<-SPCOMPd[2]+SPCOMPd[3] with the timeseries object. Is it possible to do something like: SPd[1]<-(SPd[2]+SP[3])/2 with the zoo object? I get: Error in SPd[1] <- (SPd[2] + SP[3])/2 : replacement has length zero Thanks in advance, Costas
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