[R-SIG-Finance] Replacing zoo time series values
Research
risk2009 at ath.forthnet.gr
Wed May 12 10:33:09 CEST 2010
Hello,
I am importing data, say S&P 500 from yahoo:
SPyf<-yahooSeries("^GSPC", file="SPyahoo.csv", frequency="daily",
nDaysBack=400)
SPCOMPd<-(SPyf[,4])
a<-time(SPCOMPd)
SPd<-zoo(SPCOMPd,as.POSIXct(a))
I am not sure if the above is correct but I am trying to convert a
timeSeries object to zoo.
> is(SPCOMPd)
[1] "timeSeries" "structure" "vector"
>
> is(SPd)
[1] "zoo"
I can do
SPCOMPd[1]<-SPCOMPd[2]+SPCOMPd[3]
with the timeseries object.
Is it possible to do something like:
SPd[1]<-(SPd[2]+SP[3])/2
with the zoo object?
I get:
Error in SPd[1] <- (SPd[2] + SP[3])/2 : replacement has length zero
Thanks in advance,
Costas
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