Hy Jan and Jeff,

Hereby the output for the sessioninfo:

> sessionInfo()
R version 2.11.1 (2010-05-31)
i386-pc-mingw32

locale:
[1] LC_COLLATE=Dutch_Netherlands.1252  LC_CTYPE=Dutch_Netherlands.1252
[3] LC_MONETARY=Dutch_Netherlands.1252 LC_NUMERIC=C
[5] LC_TIME=Dutch_Netherlands.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] quantmod_0.3-14            Defaults_1.1-1
[3] PerformanceAnalytics_1.0.3 xts_0.7-4
[5] zoo_1.6-4

loaded via a namespace (and not attached):
[1] grid_2.11.1    lattice_0.18-8 tools_2.11.1   TTR_0.20-2

Working on windows XP

Greetings,

Werner

2010/9/20 Jeff Ryan <jeff.a.ryan@gmail.com>

> Hi Werner,
>
> It actually is far more subtle an issue than quantmod.  It is
> essentially how your TZ and Locale is getting used/abused by your OS.
>
> Can you provide at least the output of sessionInfo so we may get a
> better idea of what is happening?
>
> Thanks
> Jeff
>
> On Mon, Sep 20, 2010 at 4:00 PM, Jan Vandermeer <nordicgnome@gmail.com>
> wrote:
> > 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]]
> >
> > _______________________________________________
> > 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.
> >
>
>
>
> --
> Jeffrey Ryan
> jeff.a.ryan@gmail.com
>

	[[alternative HTML version deleted]]

