[R] using zoo for daily stock prices

Gabor Grothendieck ggrothendieck at gmail.com
Sat Dec 16 22:45:24 CET 2006


See aggregate.zoo and maybe ?rollapply
For date manipluations see R News 4/1 help desk article and the table at
the end of that article, in particular.
Suggest you also read and follow the last line on every r-help message
when posting.

On 12/10/06, Alfonso Sammassimo <cincinattikid at bigpond.com> wrote:
> Hi all,
>
> Please forgive this newbie posting to the list for the first time if I
> haven't followed proper procedure. I have read through many of the archives
> and find them most useful in learning R.
>
> I have ten years daily data (stock closing prices) which I read in zoo
> format. I am having problems coding R to run a count of how many days in
> each month have a price higher than the first day of that month. I then wish
> to compare counts for all months. Along these lines, is there a simple way
> to index to certain dates(eg first of month, last of month, any specific
> date in one month) and keep looping over each month using such a reference
> point, and then assessing the results for each month?
>
> Any guidance would be sincerely appreciated,
>
> Alfonso Sammassimo
> Melbourne, Australia.
>
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