[R] Working with daily data
ggrothendieck at gmail.com
Mon May 25 15:54:13 CEST 2009
Your google search or
daily data site:https://stat.ethz.ch/pipermail/r-sig-finance/
both seem to give reasonable results.
On Mon, May 25, 2009 at 9:45 AM, spencerg <spencer.graves at prodsyse.com> wrote:
> Hi, Gabor, et al.:
> What's the best way to search the R-SIG-Finance archives? Are R-SIG-*
> included in any of the main R search engines (at
> "http://www.r-project.org/search.html")? Gmane has an option for
> "gmane.comp.lang.r.finance", but when I tried it just now, I got, "No such
> However, Googling for "r-sig-finance daily data" seemed to produce
> something sensible.
> Gabor Grothendieck wrote:
>> 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:
>> On Mon, May 25, 2009 at 4:45 AM, Menezes, Ian <Ian_Menezes at syntelinc.com>
>>> 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
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