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Hello All I need some help regarding calculating 9 period cci, I did it this way: >library(TTR) >data(ttrc) >cci <- CCI(ttrc[,c("High","Low","Close")] , ma = list("SMA", n=20), c=0.015)) Error in do.call(maType...
great, thanks a lot!!! 2011/9/19 Daniel Cegie?ka <daniel.cegielka at gmail.com>: >> getSymbols('RHT') >> CCI(cbind(Hi(RHT), Lo(RHT), Cl(RHT)),n=20,ma="SMA",c=0.015) > > best regards, > daniel > > > 2011/9/20 Bharat Kherwa...
Hi Guys, I have some daily tick data like this, V1 V2 1 spy,20110815 09:30:00,119.18,119.19,119.18,119.19,0,0,0.0,false 2 spy,20110815 09:30:01,119.21,119...
Dear Amjad Try these: #install.packages("fracdiff") library(fracdiff); # FYI: You can simulate ARFIMA this way: z1<-fracdiff.sim(512,ar=c(0.21,0.2),d=0.3); #using : fit<-fracdiff(data1,nar=3,nma=3,h=.Machine$double...
It does, Thanks a lot, Have a great weekend ahead, Sincerely Bharat On Fri, Sep 16, 2011 at 4:24 PM, R. Michael Weylandt <michael.weylandt at gmail.com> wrote: > The following (admittedly inelegant) code worked for me to get...
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