[R] Downloading data from Economagic

[Gabor Grothendieck]

I was only addressing the part about converting it to a zoo object.

Contact the fImport maintainer directly to sort out problems with that package.

On Thu, Jan 1, 2009 at 2:06 AM, RON70 <ron_michael70 at yahoo.com> wrote:
>
> 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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>>> http://www.R-project.org/posting-guide.html
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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.
>>
>>
>
> --
> View this message in context: http://www.nabble.com/Downloading-data-from-Economagic-tp21215913p21239643.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.
>