[R-SIG-Finance] Specifying data by date

James j at jtoll.com
Wed Jul 9 23:55:32 CEST 2008


Hi,

I have a dataframe with data from the yahooSeries function, I am  
trying to figure out if there is a way to calculate the standard  
deviation on a specific time period by simply entering a beginning  
and end date.  For example, could I calculate the standard deviation  
for the month of March 2007, by simply giving a beginning date and an  
end date?  Or better yet, the SD for March for the past 20 years.

Really, I guess I just need a way to coax the appropriate range of  
data from the dataframe into a vector so that I can perform the  
necessary calculation.  Any suggestions?  Thanks.

James



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