[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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