[R-sig-finance] Re: average values for time series

[Massimo Sabbatini]

Dear all,
I kind of solved the problem:
if I set

Sys.setlocale("LC_ALL", "en")

then priceIts works. It's a locale issue, then. But I have no clue how 
to properly fix it. Do you have suggestions ?

Best regards,
Massimo


Achim Zeileis wrote:
> On Fri, 29 Apr 2005 09:01:33 +0200 Massimo Sabbatini wrote:
> 
> 
>>Dear all,
>>I followed Dirk's suggestions and got:
>>
>> > IBM <- priceIts("IBM",quote="Close")
>>Errore in validObject(.Object) : invalid class "its" object: Missing 
>>values in dates
>>
>>I tried with other securities but I get the same error.
>>
>>x1 <- priceIts(instrument=c("^ftse"), start="1998-01-01", quote =
>>"Close") Errore in validObject(.Object) : invalid class "its" object:
>>Missing values in dates
>>
>>I would appreciate if you could give me any hints.
> 
> 
> I cannot reproduce the error above using its 1.0.4 and R 2.1.0. For me
> the above works smoothly.
> Z
> 
> 
>>Best regards,
>>Massimo
>>
>>
>>
>>Dirk Eddelbuettel wrote:
>>
>>>On 27 April 2005 at 06:37, Jonathan Q. wrote:
>>>| New to R, currently use FAME.  One of the things I like about FAME
>>>| is that if I have a series, say the near month for a commodity, I
>>>| can set the series property so when i view weekly data, the data
>>>| is the average of the daily data.  alternatively, for other series
>>>| like stock
>>>
>>>There are probably several ways to do that. 
>>>
>>>| prices I can have the series always display the last value (i.e.,
>>>| monthly would take last value in month vs the average).  also able
>>>| to
>>>
>>>The its package does that pretty well:
>>>
>>>
>>>
>>>>library(its)				## verbose output suppressed here
>>>>IBM<-priceIts("IBM",quote="Close")	## fetches from Yahoo!
>>>>head(IBM)
>>>
>>>           IBM Close
>>>1991-01-02    112.12
>>>1991-01-03    112.50
>>>1991-01-04    112.12
>>>1991-01-07    110.25
>>>1991-01-08    109.00
>>>1991-01-09    106.87
>>>
>>>
>>>>head(extractIts(IBM, find="last", period="week"))
>>>
>>>           IBM Close
>>>1991-01-04    112.12
>>>1991-01-11    108.12
>>>1991-01-18    117.62
>>>1991-01-25    122.62
>>>1991-02-01    126.87
>>>1991-02-08    129.50
>>>
>>>
>>>>head(extractIts(IBM, find="last", period="month"))
>>>
>>>           IBM Close
>>>1991-01-31    126.75
>>>1991-02-28    128.75
>>>1991-03-28    113.87
>>>1991-04-30    103.00
>>>1991-05-31    106.12
>>>1991-06-28     97.12
>>>
>>>I just taught myself how to the other part with zoo -- pretty slick:
>>>
>>>
>>>
>>>>library(zoo)				## once again verbose output nixed
>>>>IBMzoo <- zoo(IBM)			## turn its object into zoo object
>>>>head(aggregate(IBMzoo, format(dates(IBM), "%Y-%m"), mean))
>>>
>>>
>>>1991-01 115.4127
>>>1991-02 132.2053
>>>1991-03 123.3240
>>>1991-04 109.6800
>>>1991-05 104.2241
>>>1991-06 100.8970
>>>
>>>
>>>This runs aggregate() over the zoo() object where the on-the-fly
>>>factor is computed from the underlying POSIXt date representation,
>>>and the aggregating function, here mean, is then passed over each
>>>unique factor set.
>>>
>>>Hope this helps,  Dirk
>>>
>>
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>>https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>
> 
>