[R] Working with daily data

[spencerg]

Hi, Gabor: 

  
      Is there a general search capability with 
"https://stat.ethz.ch/pipermail/r-sig-finance"?  We can review the 
archives there by Thread, Subject, Author or Date within quarter, but I 
don't see anything that allows me to input a search term. 


      Thanks,
      Spencer

Gabor Grothendieck wrote:
> 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
>> group."
>>
>>
>>     However, Googling for "r-sig-finance daily data" seemed to produce
>> something sensible.
>>
>>     Thanks,
>>     Spencer
>> 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:
>>>  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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>>> ______________________________________________
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>>>       
>>     
>
>