Thank you, this helps.

Lei

On Wed, Dec 29, 2010 at 12:08 PM, Joshua Ulrich <josh.m.ulrich@gmail.com>wrote:

> Use merge.xts:
>
> require(quantmod)
> getSymbols("^IRX;^VIX;SPY", from="1994-01-01")
> Data <- merge(IRX,VIX,SPY)
>
> # Note that there will be some NAs
> # e.g. 1994-01-17 for IRX
> head(Data,20)
>
> # use na.omit to drop them
> Data <- na.omit(Data)
> nrow(Data)  # 4256
>
> # or use merge's 'all' arg
> Data <- merge(IRX,VIX,SPY,all=FALSE)
> nrow(Data)  # same as na.omit
>
>
> Best,
> --
> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
>
>
>
> On Wed, Dec 29, 2010 at 1:53 PM, Lei Jin <leijin56@gmail.com> wrote:
> > I am trying to create a data frame that includes data from 3 time series.
> > (^IRX, ^VIX, SPY).  I noticed that getSymbols() from yahoo (default)
> seems
> > to retrieve different rows for the 3 time series for the same time window
> I
> > specified.  So, I got an "arguments imply differing number of rows".  My
> > simple questions is how do I set # of rows for all 3 time series to be
> equal
> > and aligned by date correctly.
> >
> >
> > ==============================================================
> >  arguments imply differing number of rows: 4279, 4277, 4258
> > In addition: Warning message:
> > In log(x) : NaNs produced
> >> print(NROW(IRX))
> > [1] 4258
> >> print(NROW(VIX))
> > [1] 4277
> >> print(NROW(SPY))
> > [1] 4279
> >
> > --
> > Thank you,
> >
> >        [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@r-project.org 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.
> >
>



-- 
Lei

	[[alternative HTML version deleted]]

