[R-SIG-Finance] Analyzing data using quantmod:

Brian G. Peterson brian at braverock.com
Tue Jan 11 14:01:34 CET 2011

On 01/11/2011 06:42 AM, rajesh kona wrote:
> I have recently started using R and i am interested in back-testing historic
> data related to Indian commodity market. I am using quantmod for the
> analysis. Can any body explain me how to use buildModel and how to train it
> for forecasting.

There are many posts on the quantmod website, in the quantmod 
documentation, and in the list archives for this list about using 
buildModel.  After you've reviewed these, perhaps you would be so kind 
as to follow the admonition in the posting guide and prepare a 
reproducible example that demonstrates what you are trying to do.

Assuming that you are trying to use a formula-class linear regression 
model (or similar), buildModel is quite elegant.  If you're trying to do 
something more complex, you'll need a different tool (but quantmod 
remains invaluable for many other time series manipulation and charting 


   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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