[R-SIG-Finance] merging tseries with a table

[Joshua Ulrich]

On Tue, Sep 29, 2015 at 9:39 AM, aschmid1 <aschmid1 at stevens.edu> wrote:
> I'm trying to merge prices obtained with get.hist.quote():
>>
>> head(mkt_prc)
>
>            AdjClose
> 2009-01-02 36.21114
> 2009-01-05 36.04547
> 2009-01-06 36.42040
> 2009-01-07 35.34793
> 2009-01-08 35.40897
> 2009-01-09 34.67655
>
> with data from a csv table:
>>
>> head(gdp_tab)
>
>        Date Actual
> 1 1/31/2001    1.4
> 2 2/28/2001    1.1
> 3 3/29/2001    1.0
> 4 4/27/2001    2.0
> 5 5/25/2001    1.3
> 6 6/29/2001    1.2
>
> I use command (as far as my imagination goes):
>  x<-merge(gdp_tab, mkt_prc, by.x="Date", by.y=index(mkt_prc))
>
> and it gives me an error:
> Error in fix.by(by.y, y) : 'by' must match numbers of columns
>
> Any suggestions on how to do this?

Convert gdp_tab to zoo before you merge.

gdp_tab <- read.table(text="Date Actual
1/31/2001 1.4
2/28/2001 1.1
3/29/2001 1.0
4/27/2001 2.0
5/25/2001 1.3
6/29/2001 1.2", header=TRUE, as.is=TRUE)
library(zoo)
z <- zoo(gdp_tab$Actual, as.Date(gdp_tab$Date, "%m/%d/%Y"))
mkt_prc <- tseries::get.hist.quote("SPY")
x <- merge(mkt_prc, z)

> Thanks! Alec
>
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Joshua Ulrich  |  about.me/joshuaulrich
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