[R] Help with data type

[Don MacQueen]

It's because Delta isn't a number. Or, more accurately,  Delta[1] and 
Delta[i-1] are not numbers. The are objects that have a class, and 
therefore an internal structure:

>  class(Delta[1])
[1] "xts" "zoo"

To understand what's going on, you need to understand the structure 
of these classes, and what operations you can and can't do on them. 
In the meantime, however, try

    as.numeric(Delta[i]) > as.numeric(Delta[i-1])

-Don



At 7:48 AM -0700 8/3/09, ehxpieterse wrote:
>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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-- 
--------------------------------------
Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA
925-423-1062