[R] Using getSymbols

Gabor Grothendieck ggrothendieck at gmail.com
Tue Feb 3 10:28:34 CET 2009


xts has a bracket notation like this:

u <- getSymbols("PPIACO", src="FRED", verbose=TRUE, auto.assign=FALSE)
u["1970::"]

and zoo uses window just like ts does:

z <- as.zoo(u)
window(z, start = "1970-01-01")


On Mon, Feb 2, 2009 at 11:58 PM, Shruthi Jayaram
<shruthi.jayaram.85 at gmail.com> wrote:
>
> Hi,
>
> How can one ask getSymbols to obtain data within a specified time interval?
> For example, if I am downloading US PPI data:
>
> usppi <- as.zoo(getSymbols("PPIACO", src="FRED", verbose=TRUE,
> auto.assign=FALSE))
>
> How do I ask getSymbols to truncate starting from Jan-1970 until present? I
> looked up the help file but couldn't find anything.
>
> Another newbie question, can I specify the frequency of the data I want from
> FRED? The USPPI data above gives me monthly data, is there a way I can ask
> to obtain annual data?
>
> Thanks very much, I'd be grateful for any help on this.
>
> Shruthi
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