Hi Werner;

quantmod 0.3-8 running under Gentoo x86_64 and R-2.11.1 provides:


library(quantmod)
Loading required package: xts
Loading required package: zoo
Loading required package: Defaults
Loading required package: TTR
getSymbols("^AEX", from ="1999-01-01")
[1] "AEX"
head(monthlyReturn(AEX))
         monthly.returns
Jan 1999    -0.024654471
Feb 1999     0.007573907
Mar 1999     0.001510856
Apr 1999     0.068146686
May 1999    -0.033930813
Jun 1999     0.012868642

Jan

On Mon, Sep 20, 2010 at 4:35 PM, Werner Erselina <w.erselina@gmail.com>wrote:

> Dear R-finance list,
>
> Why is the Monthly Return function from the Quantmod packge showing a
> return
> for the month december 1998. When my data begins at 1999-01-04 (YYYY-MM-DD)
>
> > getSymbols("^AEX", from ="1999-01-01")
> [1] "AEX"
> > head(monthlyReturn(AEX))
>         monthly.returns
> dec 1998    -0.024654471
> jan 1999     0.007573907
> feb 1999     0.001510856
> mrt 1999     0.068146686
> apr 1999    -0.033930813
> mei 1999     0.012868642
>
> Greetings,
>
> Werner
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> 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.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

	[[alternative HTML version deleted]]

