I'm not running R 2.8.0 yet, so I can't comment on your error 
specifically, but I will note that function Return.calculate from 
package PerformanceAnalytics will work with your zoo object from 
get.hist.quote for calculating returns from prices.

rsp500 <- Return.calculate(get.hist.quote(ticker[1], start = from, end = 
till, compression=freque[fq], quote="Close"))

Regards,

    - Brian

Bastian Offermann wrote:
> hello,
>
> does anybody know by any chance why the function ?returns in package 
> timeSeries (formerly fSeries) cannot be applied to zoo objects? And 
> converting zoo objects into class timeSeries does not seem to work as 
> well.
>
> E.g.
>
> ticker <- c("^GSPC", "MSFT", "MMM", "DAI", "GS")
> from <- "1970-10-19"              # of type "YYYY-MM-DD"
> till <- "2007-12-31"
> freque <- c("d", "w", "m", "y")
> fq <- 3                           # input 1 for "d", 2 for "w" etc.
>
> sp500 <- get.hist.quote(ticker[1], start = from, end = till, 
> compression=freque[fq], quote="Close")
> rsp500 <- returns(get.hist.quote(ticker[1], start = from, end = till, 
> compression=freque[fq], quote="Close"))
>
>
> above code returns error msg.:
>
> Error in .classEnv(thisClass) :
>  unable to find an environment containing class "zoo"
>
> I upgraded my version from 2.7.1 to 2.8.0 and found that the package 
> fSeries has been changed to timeSeries. ?returns always worked fine as 
> coded above and suddenly caused errors as the one above after I had 
> installed 2.8.0. I am now using 2.7.1 again, but the error remains. 
> operating system is windows vista.
>
> thanks in advance.
>
> regards
>
> bo
>
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.


	[[alternative HTML version deleted]]

