[R] get.hist.quote - is great, but am I missing something?

Heywood, Giles Giles.Heywood at CommerzbankIB.com
Wed Mar 3 11:37:16 CET 2004


If you use priceIts() in package 'its' (Irregular Time Series), you get
similar functionality, and the labelling etc in plot() recognizes the
calendar.  You can also do further calendar-based extractions, etc.

- Giles

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Ajay Shah
> Sent: 03 March 2004 09:55
> To: r-help
> Subject: [R] get.hist.quote - is great, but am I missing something?
> 
> 
> I find it's just great to be able to say:
> 
>   library(tseries)
>   x <- get.hist.quote(instrument="ongc.ns")
> 
> and it gets a full time-series of the stock price of the symbol
> ongc.ns from Yahoo quote.
> 
> However, once my hopes have been raised by such beauty :-) I get
> disappointed when I do
> 
> > plot(x)
> 
> and the annotation is horrible! The x axis is not labelled as
> dates. The default plot method for get.hist.quote should be better,
> no?
> 
> I was not able to understand the object returned by get.hist.quote. If
> I say:
> 
> > summary(x)
>       Open             High             Low            Close      
>  Min.   : 397.0   Min.   : 407.3   Min.   :395.1   Min.   :398.4  
>  1st Qu.: 494.2   1st Qu.: 501.4   1st Qu.:482.7   1st Qu.:490.4  
>  Median : 614.9   Median : 622.7   Median :600.7   Median :610.0  
>  Mean   : 615.6   Mean   : 627.1   Mean   :599.7   Mean   :611.9  
>  3rd Qu.: 690.5   3rd Qu.: 707.4   3rd Qu.:676.2   3rd Qu.:691.5  
>  Max.   :1000.0   Max.   :1000.0   Max.   :930.0   Max.   :944.9  
>  NA's   :  88.0   NA's   :  88.0   NA's   : 88.0   NA's   : 88.0  
> 
> there is no mention of a 'time' variable. And, I'm unable to extract
> (say) a vector of closing prices - e.g. if I say:
> 
> > closingprices <- x$Close
> > print(closingprices)
> NULL
> 
> I guess I'm not understanding the object that get.hist.quote makes. In
> general, what are R facilities for discovering what a given object is?
> 
> -- 
> Ajay Shah                                                   Consultant
> ajayshah at mayin.org                      Department of Economic Affairs
> http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi
> 
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