R help - May 2009 - Working with daily data

Hello

 

I have daily S&P 500 from 1950 for which I would like to do some time
series analysis in R. Could someone please show me an example of how to
create a ts/ irts object for my data? Additionally, how do I create
monthly subsamples of the data. I've experimented with the window
function but haven't had any luck. 

 

Thank you

 

Ian


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Check out the xts, zoo and quantmod packages.
xts has a vignette (pdf document) and zoo has
three vignettes.

Also look at:
?read.zoo in zoo to read your data, or
?getSymbols in quantmod.to fetch data from the net, and
the discussion list:
  https://stat.ethz.ch/mailman/listinfo/r-sig-finance

On Mon, May 25, 2009 at 4:45 AM, Menezes, Ian <Ian_Menezes at
syntelinc.com> wrote:
> Hello
>
>
>
> I have daily S&P 500 from 1950 for which I would like to do some time
> series analysis in R. Could someone please show me an example of how to
> create a ts/ irts object for my data? Additionally, how do I create
> monthly subsamples of the data. I've experimented with the window
> function but haven't had any luck.
>
>
>
> Thank you
>
>
>
> Ian
>
>
> Confidential: This electronic message and all contents contain information
from Syntel, Inc. which may be privileged, confidential or otherwise protected
from disclosure. The information is intended to be for the addressee only. If
you are not the addressee, any disclosure, copy, distribution or use of the
contents of this message is prohibited. If you have received this electronic
message in error, please notify the sender immediately and destroy the original
message and all copies.
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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>