[R-sig-Finance] [R] TsayData
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Mon Jun 12 19:26:37 CEST 2006
Unfortunately, the Tsay data sets got lost in the fSeries package.
They are downloadable from the authors web site at
http://www.gsb.uchicago.edu/fac/ruey.tsay/teaching/fts/
You can also use the follwing (untested) function to download
the data sets from the web site mentioned above.
Diethelm Wuertz
tsaySeries =
function(query = "d-ibmln", file = "tempfile",
source = "http://www.gsb.uchicago.edu/fac/ruey.tsay/teaching/fts/",
save = FALSE, sepCSV = ";", try = TRUE, ...)
{ # A function implemented by Diethelm Wuertz
# Description:
# Downloads *.dat data sets from R Tsay's textbook
# Value:
# A data frame.
# Examples:
# tsaySeries(query = "d-ibmln") 1-column
# tsaySeries(query = "d-vwew") 3-column
# FUNCTION:
# Download:
if (try) {
# Try for Internet Connection:
z = try(tsaySeries(query = query, file = file, source = source,
save = save, try = FALSE))
if (class(z) == "try-error" || class(z) == "Error") {
return("No Internet Access")
} else {
return(z)
}
} else {
# File name:
queryFile = paste(query, ".dat", sep = "")
# For S-Plus Compatibility:
if (class(version) != "Sversion") {
# R:
method = NULL
} else {
# SPlus
method = "wget"
}
# Download and temporarily store:
download.file(url = paste(source, queryFile, sep = ""),
destfile = file, method = method)
# Scan the file and transform into data frame:
ans = read.table(file, ...)
# Save download ?
if (save) {
write.table(z, file, quote = FALSE, col.names = FALSE,
sep = sepCSV)
} else {
unlink(file)
}
# Return Value:
return(ans)
}
# Return Value:
invisible()
}
SUMANTA BASAK wrote:
>Hi,
>
>I'm trying to work with TsayData in fSeries package.
>How can i fetch any time series data of this package.
>Please advice.
>
>Thanks,
>Sumanta Basak.
>
>
>Send instant messages to your online friends http://in.messenger.yahoo.com
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