[R] Working with daily data

Gabor Grothendieck ggrothendieck at gmail.com
Mon May 25 13:28:44 CEST 2009


Check out the xts, zoo and quantmod packages.
xts has a vignette (pdf document) and zoo has
three vignettes.

Also look at:
?read.zoo in zoo to read your data, or
?getSymbols in quantmod.to fetch data from the net, and
the discussion list:
  https://stat.ethz.ch/mailman/listinfo/r-sig-finance

On Mon, May 25, 2009 at 4:45 AM, Menezes, Ian <Ian_Menezes at syntelinc.com> wrote:
> Hello
>
>
>
> I have daily S&P 500 from 1950 for which I would like to do some time
> series analysis in R. Could someone please show me an example of how to
> create a ts/ irts object for my data? Additionally, how do I create
> monthly subsamples of the data. I've experimented with the window
> function but haven't had any luck.
>
>
>
> Thank you
>
>
>
> Ian
>
>
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