[R-SIG-Finance] A bug report on quantmod::getSymbols (or a bug in FRED)

Ajay Shah ajayshah at mayin.org
Thu Mar 18 06:30:03 CET 2010


Folks,

Here's a blemish:

  library(quantmod)
  getSymbols("PPIACO", src="FRED")
  PPIACO[342:347,]

which gives me:

           PPIACO
1941-06-01   15.0
1941-07-01   15.3
1941-08-01   15.6
1941-09-01   15.8
<NA>         15.9
1941-11-01   15.9

where, as you see, the date for October 1941 is missing. This could be
a mistake in the underlying FRED data or it could be a flaw in
getSymbols.FRED.

Hope this helps,

-- 
Ajay Shah                                      http://www.mayin.org/ajayshah  
ajayshah at mayin.org                             http://ajayshahblog.blogspot.com
<*(:-? - wizard who doesn't know the answer.



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