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

[Adrian Trapletti]

>
> 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?


It depends what you want to do. But it all behaves as it is documented. 
Since the object returned by get.hist.quote is a multivariate time 
series (class "mts") plot.mts is called. As documented, the times are 
given in Julian dates since 1899-12-30. Therefore the "horrible" 
annotation.

If you would like a more user-friendly plot, try plotOHLC(x).

>
> 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?

I suggest, you study first one of the beginners manuals of the R 
environment: http://cran.r-project.org/manuals.html
Then you would easily see that, e.g., x[,"Close"] gives you the series 
of closing prices, time(x) gives you the series of times and so on...

>
> -- 
> Ajay Shah Consultant
> ajayshah at mayin.org Department of Economic Affairs
> http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
>
>

best
Adrian


--
Dr. Adrian Trapletti
Trapletti Statistical Computing
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