[R] Date column in downloaded date

R. Michael Weylandt <michael.weylandt@gmail.com> michael.weylandt at gmail.com
Mon Oct 24 16:32:28 CEST 2011


Comments inline. 

On Oct 24, 2011, at 1:43 AM, ajc <arkosark at gmail.com> wrote:

> Hi All:
> 
> If I download yahoo data by getSymbols() in R,

from the quantmod package

> the date column gets
> accompanied along with the downloaded data. There is no column header for
> the date column to access separately.

The "date column" isn't a column in the same sense that the OHLC data is: rather its a time index which is fundamental to the time series object. 

> What is the way to eliminate the date column?

Seems an ill-advised thing to do to a price series but coredata() or as.matrix will do it. 

> 
> If I want to draw a xy scatter plot with the downloaded price (suppose AAPL
> vs NASDAQ), I think the date column is creating problem and the plot
> function is not working.

plot() is working as it should, but I think you are getting tripped up on R's method-dispatch/S3 system. Without code I can't be sure what you've tried but I'd guess you did something like

plot(AAPL, NASDAQ)

R notes that the first input is an xts so it automatically calls plot.xts(), which is a plot method for xts objects. plot.xts() throws an error/warning (can't remember which right now) because there's no sensible way to plot two time series against each other qua time series. Rather try this:

plot( coredata(Cl(AAPL)), coredata(Cl(NASDAQ)) )

This strips the time-series-ness from the close series and should produce the desired scatterplot. Offtopic, isn't this graph usually done in return space?

> 
> Please advise on this as I am very new to R.
> 
> Thanks.
> 
> 
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