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

[Jeff Ryan]

The xts (a subclass of zoo) package has a comprehensive vignette as well:

http://cran.r-project.org/web/packages/xts/vignettes/xts.pdf

For general data manipulation and plotting of time-series in finance,
there are many examples on the quantmod site (of the package quantmod
and xts).

http://www.quantmod.com/examples/
http://www.quantmod.com/examples/data/
http://www.quantmod.com/examples/charting/

This list is quite an excellent way to see how people use the
zoo/xts/timeSeries/ etc.

Make some time to browse though some results on Nabble's archive:

http://n4.nabble.com/Rmetrics-f925806.html

HTH
Jeff


On Wed, Dec 23, 2009 at 6:50 PM, Stephen J. Barr <stephenjbarr at gmail.com> wrote:
> 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
>
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com