[R] Downloading data from Economagic

RON70 ron_michael70 at yahoo.com
Thu Jan 1 08:06:14 CET 2009


Thanks Gabor for your reply. However it seems that data is not downloaded
properly. Please take a look on downloaded data :

> tail(dat2, 20)
GMT
           libor/day-ussnon
2008-11-25          0.93125
2008-11-26          0.98750
2008-11-28               NA
2008-12-01          1.08750
2008-12-02               NA
2008-12-03          0.88125
2008-12-04          0.51875
2008-12-05               NA
2008-12-08          0.18625
2008-12-09               NA
2008-12-10               NA
2008-12-11               NA
2008-12-12          0.11875
2008-12-15          0.11938
2008-12-16               NA
2008-12-17          0.13250
2008-12-18               NA
2008-12-19          0.11000
2008-12-22               NA
2008-12-23          0.11750

Data for 2008-12-22 is given as NA, whereas in the website it is 0·11375.
Does anyone have a better idea on how to download data from Economagic more
efficiently?




Gabor Grothendieck wrote:
> 
> Try this (last line only needed if you want times as Date class):
> 
> library(zoo)
> z <- zoo(as.matrix(dat2), time(dat2))
> time(z) <- as.Date(time(z)) # optional
> 
> 
> or you can use as.zoo.timeSeries from the devel version of zoo:
> 
> source("http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/*checkout*/pkg/R/as.zoo.R?rev=557&root=zoo")
> z <- as.zoo(dat2)
> time(z) <- as.Date(time(z)) # optional
> 
> 
> 
> On Tue, Dec 30, 2008 at 6:25 AM, RON70 <ron_michael70 at yahoo.com> wrote:
>>
>> Oh my mistake, I missed the argument nDaysBack = 366.
>>
>> However pls let me know how to change the data to zoo object.
>>
>>
>> RON70 wrote:
>>>
>>> I was trying to dw data from Economagic
>>> [http://www.economagic.com/em-cgi/data.exe/libor/day-ussnon], using
>>> following code :
>>>
>>> library(fimport)
>>> dat2 = economagicSeries("libor/day-ussnon", frequency = "daily")
>>>
>>> Here I see that data is not complete, downloaded data starts from
>>> "2007-12-31 ", whereas actual data is available from 2001.
>>>
>>> secondly, how I convert that data to a Zoo-object?
>>>
>>
>> --
>> View this message in context:
>> http://www.nabble.com/Downloading-data-from-Economagic-tp21215913p21215929.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
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>>
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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