[R-SIG-Finance] general zoo tutorial available?

[Eric Zivot]

I would like to mention the nice free tutorial on time series objects in R
by the Rmetrics folks, available here

http://www.rmetrics.org/ebooks

There's lots of good stuff in this tutorial on both zoo, xts, timeSeries and
timeDate objects. 

ez
-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Stephen J.
Barr
Sent: Wednesday, December 23, 2009 4:51 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] general zoo tutorial available?

Hello,

I am working on a dataset of some intraday data. I haven't used R for this
too much, so I have a few general questions.

1) What is the best way to structure the data? The CSV is from WRDS, ordered
by symbol and then by datetime. Should I dump this into 1 zoo object, or
have one zoo object per symbol?

2) The questions I would initially like to look at are:
for a given [minute, 2 minute interval, hour, etc], what was the total
volume, average volume, average price, etc. What is a good reference for
learning how to do these kinds of things?

3) What is the best way to plot these time series?

Thanks,
-stephen

	[[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.