[R-SIG-Finance] fImport, yahooSeries, aggregation
John P. Burkett
burkett at uri.edu
Fri May 23 04:32:01 CEST 2008
In R version 2.6.1 running under Gentoo Linux, the commands
library(fImport)
yahooSeries("^FTSE", from = "2006-01-01", "2007-12-31", quote = "Close",
aggregation = "m")
select the first business day of each month. I would prefer to select
the last business day of each month. Suggestions about how to do so
would be much appreciated.
--
John P. Burkett
Department of Environmental and Natural Resource Economics
and Department of Economics
University of Rhode Island
Kingston, RI 02881-0808
USA
phone (401) 874-9195
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