[R] Problem with get.hist.quote() in tseries

[Gabor Grothendieck]

There is no head.ts and x[1:10,] has the side effect of converting
it from class ts to class matrix.   Use window 

  window(x, end = start(x)[1]+10)

instead or use 

  head(as.zoo(x)) 

since there is a head.zoo in the 'zoo' package.

On 8/19/05, Ajay Narottam Shah <ajayshah at mayin.org> wrote:
> When using get.hist.quote(), I find the dates are broken. This is with
> R 2.1.1 on Mac OS X `panther'.
> 
> > library(tseries)
> Loading required package: quadprog
> 
>    'tseries' version: 0.9-27
> 
>    'tseries' is a package for time series analysis and computational
>    finance.
> 
>    See 'library(help="tseries")' for details.
> 
> > x <- get.hist.quote("^VIX")
> trying URL 'http://chart.yahoo.com/table.csv?s=^VIX&a=0&b=02&c=1991&d=7&e=18&f=2005&g=d&q=q&y=0&z=^VIX&x=.csv'
> Content type 'text/csv' length unknown
> opened URL
> .......... .......... .......... .......... ..........
> .......... .......... .......... .......... ..........
> .......... .......... .......... .......... ..........
> 
> downloaded 150Kb
> 
> > head(x)
> [1] 26.62 27.93 27.19    NA    NA 28.95
> > x[1:10,]
>       Open  High   Low Close
>  [1,] 26.62 26.62 26.62 26.62
>  [2,] 27.93 27.93 27.93 27.93
>  [3,] 27.19 27.19 27.19 27.19
>  [4,]    NA    NA    NA    NA
>  [5,]    NA    NA    NA    NA
>  [6,] 28.95 28.95 28.95 28.95
>  [7,] 30.38 30.38 30.38 30.38
>  [8,] 33.30 33.30 33.30 33.30
>  [9,] 31.33 31.33 31.33 31.33
> [10,] 32.63 32.63 32.63 32.63
> > plot(x)
>  (dates don't show).
> > str(x)
>  mts [1:5343, 1:4] 26.6 27.9 27.2   NA   NA ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr [1:4] "Open" "High" "Low" "Close"
>  - attr(*, "tsp")= num [1:3] 33240 38582     1
>  - attr(*, "class")= chr [1:2] "mts" "ts"
> 
> I wonder what I'm doing wrong.
> 
> --
> 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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