[R] Help with data type

ehxpieterse eduard.pieterse at macquarie.com
Mon Aug 3 16:48:10 CEST 2009


Hi there,

Using a quantmod function, I calculate the daily change between two points
in a time series. However, I don't think I am using the data correctly.

Code:
getSymbols("^GSPC", src="yahoo")
CloseData <- Cl(GSPC)
Delta <- diff(CloseData, lag=1)
for (i in 3:length(Delta)) {
 if (Delta[i]>Delta[i-1]) sum <- sum + Delta  
}

I can't seem to use the Delta variable. Can anyone point me in the right
direction to transform the variable into a usable one? 

Example:
> Delta[i-1]
           GSPC.Close
2000-01-04      -55.8
> Delta[i]
           GSPC.Close
2000-01-05       2.69
> Delta[i-1]*10
           GSPC.Close
2000-01-04       -558
> Delta[i-1]+Delta[i]
Data:
numeric(0)

Index:
NULL

Thanks in advance,
Eduard


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