similar to: oanda and yahoo get.hist.quote

Hi R users,   Thanks in advance.   I am using R 2.12.0 on Windows XP.   May I request you to assist me in the following please.   1. I am getting error while downloading quote data from yahoo finance.   The example code is below (taken from tseries help):   library(tseries)   con <- url("http://quote.yahoo.com") if(!inherits(try(open(con), silent = TRUE), "try-error")) {  

Hi all R-Experts, I'm facing one problem in yahoo data downloading. I'm suing Windows XP, R 2.2.0, and i'm using yahoo.get.hist.quote function to download data. I need 500 companies of S&P index daily 'closing price' data for last ten years. My questions are: 1) I have all the ticker names of S&P 500 companies in a .csv format. I'm reading those names in R and

Dear All, Are there any plans around that "R CMD INSTALL some_package_containing_java_source code" supports Java source code compiling in future versions of R similar to compiling C/C++ and/or Fortran sources in the src directory? Best regards Adrian -- Dr. Adrian Trapletti Steinstrasse 9b CH-8610 Uster Switzerland Phone : +41 (0) 44 9945630 Mobile : +41 (0) 79 1037131 Email :

> Subject: [R] Question on running tseries::garch on Mac OSX > Date: Sat, 18 Jan 2003 15:58:50 -0800 > From: Nicholas Waltner <nwaltner at attbi.com> > To: <R-help at stat.math.ethz.ch> > > Hello, > > When I run the garch examples, I get the following output: > > > dax.garch <- garch(dax) > > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****

> Subject: [R] LRT in arima models > Date: Mon, 17 Feb 2003 11:53:04 +0100 > From: "vito muggeo" <vito.muggeo at giustizia.it> > To: <r-help at stat.math.ethz.ch> > > Dear all, > > For some reason I'm evaluating the size of the LRT testing for the effect of > some explanatory variable in arima models. > I performed three different simulations

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

Hi, I'm having trouble with quantmod's addTA plotting functions. They seem to work fine when run from the command line. But when run inside a function, only the last one run is visible. Here's an example. test.addTA <- function(from = "2010-06-01") { getSymbols("^GSPC", from = from) GSPC.close <- GSPC[,"GSPC.Close"] GSPC.EMA.3

Norbert Klink wrote: > Hi! > > I would like to use your tseries GARCH functionality in conjuction with > S-Plus 6 under Windows. Unfortunately, in order to make DLLs usable for > S-Plus it requires you to generate a so-called "S-Plus Chapter DLL", which > carries some S-Plus specific overhead. Loading your DLLs as they are > wouldn't work. Trying to compile the

I have the following simple for-loop, which makes R crash every time. The length of the vectors is about 1200 rows, 1 column. n = max(length(GSPC),length(FTSE)) for(i in 1:1000) { if (row.names(GSPC)[i]==row.names(FTSE)[i]){ } else { if (row.names(GSPC)[i]>row.names(FTSE)[i]){ GSPC<-rbind(GSPC[1:(i-1),],GSPC[(i-1):length(GSPC),]) row.names(GSPC)[i]=row.names(FTSE)[i] } else {

I'm calling a list of symbols and then using a function to build a data frame from that symbol list. It works great until I introduce this index symbol from yahoo '^GSPC'. When and index symbol is introduced I get and error which is below. > Data <- symbolFrame(symbols) Error in get(S) : object '^GSPC' not found Since R does not like the ^ in front of a name it

> get.hist.quote(instrument="INR/USD", provider="oanda", start="2005-10-20") trying URL 'http://www.oanda.com/convert/fxhistory?lang=en&date1=10%2F20%2F2005&date=11%2F01%2F2005&date_fmt=us&exch=INR&exch2=&expr=USD&expr2=&margin_fixed=0&&SUBMIT=Get+Table&format=ASCII&redirected=1' Content type

Thanks, Writing plot(addTA()) worked fine. I find myself with such mixed feelings about R. After finding that addTA worked fine at the command line but not in a function, I puzzled for a long time about what kind of virtual machine structure could possibly account for that. I couldn't think of any. It turns out that this isn't due to an R virtual machine structure. The reason addTA adds

Hi there, Using a quantmod function, I calculate the daily change between two points in a time series. However, I don't think I am using the data correctly. Code: getSymbols("^GSPC", src="yahoo") CloseData <- Cl(GSPC) Delta <- diff(CloseData, lag=1) for (i in 3:length(Delta)) { if (Delta[i]>Delta[i-1]) sum <- sum + Delta } I can't seem to use the Delta

Any pointers as to how to proceed with this would be most welcome! wine --version wine-1.3.19 lsb_release -a No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 10.04.2 LTS Release: 10.04 Codename: lucid I used crossover to create a Win XP bottle and installed IE7 and then MLDownloader. There is a 15 day trial version available here:

I found an old R program I wrote som eyears back and I'd like to make work in 2.11.1 (or a more recent version), but am having two problems: 1. I can't seem to access the datafile it requires. I'm not sure where the default place that R looks to for files references within it is, or what exactly the format is for pulling in the data, by my own #comments from a few years ago

Hello, I am trying to write a tcltk based program that plots/manipulates xts/xoo time series objects. I have the code I used from ## http://bioinf.wehi.edu.au/~wettenhall/RTclTkExamples/tkrplot.html : ## require(quantmod) require(tcltk) library(tkrplot) Sys.setenv(TZ="GMT") getSymbols("^GSPC", from = "1960-01-01") Myhscale <- 2.5 # Horizontal scaling

R function lm(response ~ term) allows me to run a linear regression on a single response vector. For example, I have recent one year historical prices for a stock and S&P index. I can run regression of the stock prices (as response vector) against the S&P index prices (as term vector). Now assume I have 1000 stocks to run the above regressions (against the same S&P index prices).

Hello, I am a new user of R. I am coming from SAS and do statistics on stock market data, economic data, and social data. My question is this: How can you get the mean, standard dev, etc. of a variable based on a conditional statement on either the same variable or a different variable in the same data set? So if I had the closing prices of the S&P from 01/01/1990-12/31/1990, how could I get

Hi, I am trying to add a rectangular colored background area to a plot of a time series of relative price changes. I believe that what I'm trying to do is very similar to the question and example given here: http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg73948.html http://www.mayin.org/ajayshah/KB/R/html/g5.html My problem/difference is that my time series looks like so: >