[R-SIG-Finance] xts time series object - merge
Gabor Grothendieck
ggrothendieck at gmail.com
Mon Sep 29 06:39:55 CEST 2008
See ?last or ?window.zoo
Be sure to read the xts vignette and the 3 zoo vignettes.
On Mon, Sep 29, 2008 at 12:09 AM, zubin <zubin at dowlaty.com> wrote:
> I did notice the merge produces a 'zoo' object. How would i subset this new
> zoo object by date, i like to use the subset command similar to
> chartSeries, where you state for example: 'last 4 months'?
>
> UYG.Close GLD.Close VIX.Close
> 2007-01-03 NA 62.28 12.04
> 2007-01-04 NA 61.65 11.51
> 2007-01-05 NA 60.17 12.14
> 2007-01-08 NA 60.48 12.00
> 2007-01-09 NA 60.85 11.91
> 2007-01-10 NA 60.59 11.47
>
> zubin wrote:
>
> Sweet, this works well! thx
>
>
> Gabor Grothendieck wrote:
>
> Try this:
> library(quantmod)
> getSymbols(c("GOOG", "IBM", "MSFT"))
> tech <- merge(GOOG, IBM, MSFT)
> ?merge.zoo
> On Sun, Sep 28, 2008 at 11:07 PM, zubin <binabina at bellsouth.net> wrote:
>
>
> Hello, using R to extract data from yahoo using getSymbols. I have a few
> sets of symbols I need to merge together to conduct some modeling. How does
> one merge multiple xts data objects into one equivalent data frame
> representation so I can explore and model>?
>
>
>
More information about the R-SIG-Finance
mailing list