[R] Help with time series
eduard.pieterse at macquarie.com
Wed Oct 21 13:00:07 CEST 2009
I am having trouble getting the plotting of multiple time series to work.
I have used RBloomberg to download data, which I then convert to a data
frame. After I have calculated my new index values, I would like to plot the
My problem is that I can't get the plot feature to show the dates properly.
The resultant data frame DATA has row.names in the first column, which
contains the dates from the RBloomberg download.
Could one of the R wizards please point me in the right direction?
Thanks in advance
Summary of my code:
conn <- blpConnect(iface="COM", timeout=12000,
data <- blpGetData(conn, tickers, "PX_LAST", start = chron("01/01/00"), end
= NULL,barsize = NULL, barfields = NULL, retval = NULL)
DATA <- data.frame(data)
A few calculations
Strategy <- as.ts(DATA[,5])
Index <- as.ts(DATA[,6])
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