[R-sig-finance] R-sig-finance Digest, Vol 13, Issue 6

[Konrad Banachewicz]

Dear Igor,

>From: "Igor Pikovsky" <Igor.Pikovsky at rogge.co.uk>
>I have a few questions about timeSeries objects:
>
>1. How can I assign names to individual series in a multivariate object?
>I have tried specifying colNames parameter in timeSeries function, but
>it had been ignored.
>
that's curious; by timeSeries You mean the ts function from tseries ?
read.ts is always worth trying (if You can merge the data into one file 
and then
read it jointly), or You can work with the dse package by Paul Gilbert.

>2. How can I merge together several multivariate timeSeries objects, all
>having roughly the same dates? The mergeSeries function does something
>very different, apparently.
>
try ts.union from the stats package - of course the issue of what You 
mean by "roughly the same dates"
remains ...

>3. The documentation mentions that I need to set the environment
>variable TZ to "GMT". I have tried setting TZ, tz, zone and timezone,
>but am still getting a lot of warnings about timezone from various
>functions. Sys.date says I have GMT set.
>
no clue why You get the error here, sorry

>4. in timeSeries plot, how can I add a legend? Otherwise plotting a
>multivariate timeSeries is pretty useless...
>
extensive description (through a ton of examples :) can be found at  
Ajay Shah's webpage:
http://www.mayin.org/ajayshah/KB/R/

hope this helps,

konrad