[R] Date column in downloaded date
R. Michael Weylandt <michael.weylandt@gmail.com>
michael.weylandt at gmail.com
Mon Oct 24 16:32:28 CEST 2011
Comments inline.
On Oct 24, 2011, at 1:43 AM, ajc <arkosark at gmail.com> wrote:
> Hi All:
>
> If I download yahoo data by getSymbols() in R,
from the quantmod package
> the date column gets
> accompanied along with the downloaded data. There is no column header for
> the date column to access separately.
The "date column" isn't a column in the same sense that the OHLC data is: rather its a time index which is fundamental to the time series object.
> What is the way to eliminate the date column?
Seems an ill-advised thing to do to a price series but coredata() or as.matrix will do it.
>
> If I want to draw a xy scatter plot with the downloaded price (suppose AAPL
> vs NASDAQ), I think the date column is creating problem and the plot
> function is not working.
plot() is working as it should, but I think you are getting tripped up on R's method-dispatch/S3 system. Without code I can't be sure what you've tried but I'd guess you did something like
plot(AAPL, NASDAQ)
R notes that the first input is an xts so it automatically calls plot.xts(), which is a plot method for xts objects. plot.xts() throws an error/warning (can't remember which right now) because there's no sensible way to plot two time series against each other qua time series. Rather try this:
plot( coredata(Cl(AAPL)), coredata(Cl(NASDAQ)) )
This strips the time-series-ness from the close series and should produce the desired scatterplot. Offtopic, isn't this graph usually done in return space?
>
> Please advise on this as I am very new to R.
>
> Thanks.
>
>
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