[R-SIG-Finance] preserving dates in output of tseries
aschmid1
aschmid1 at stevens.edu
Thu May 1 18:34:38 CEST 2014
I've been stuck for a while with seemingly simple task. I calculate
returns using data from yahoo:
etf = "SPY"
startDate = "2008-12-01"
endDate = "2014-04-04"
prc <- get.hist.quote(instrument = etf, startDate, endDate, quote =
"AdjClose", provider = "yahoo" )
tt<-as.zoo(prc)
dates<-index(tt)
r<-diff(log(tt))
tab<-r
> head(tab)
AdjClose
2008-12-02 0.03776569
2008-12-03 0.02372065
2008-12-04 -0.02345690
2008-12-05 0.03038800
2008-12-08 0.03432357
2008-12-09 -0.01657462
But when I save results to a file, dates are replaced:
write.table(tab, file=filename, quote=F)
Here is the contents of the output file:
AdjClose
1 0.0377656920201943
2 0.0237206482126213
3 -0.0234569003540432
4 0.0303880024180421
5 0.0343235654549394
6 -0.0165746208209656
What can be done about this?
Thanks! Alec
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