[R] Working with daily data
spencer.graves at prodsyse.com
Mon May 25 15:45:59 CEST 2009
Hi, Gabor, et al.:
What's the best way to search the R-SIG-Finance archives? Are
R-SIG-* included in any of the main R search engines (at
"http://www.r-project.org/search.html")? Gmane has an option for
"gmane.comp.lang.r.finance", but when I tried it just now, I got, "No
However, Googling for "r-sig-finance daily data" seemed to produce
Gabor Grothendieck wrote:
> Check out the xts, zoo and quantmod packages.
> xts has a vignette (pdf document) and zoo has
> three vignettes.
> Also look at:
> ?read.zoo in zoo to read your data, or
> ?getSymbols in quantmod.to fetch data from the net, and
> the discussion list:
> On Mon, May 25, 2009 at 4:45 AM, Menezes, Ian <Ian_Menezes at syntelinc.com> wrote:
>> I have daily S&P 500 from 1950 for which I would like to do some time
>> series analysis in R. Could someone please show me an example of how to
>> create a ts/ irts object for my data? Additionally, how do I create
>> monthly subsamples of the data. I've experimented with the window
>> function but haven't had any luck.
>> Thank you
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