R help - Aug 2009 - Newbie question re stddev, quantmod and performanceanalytics

Hi,

I am trying to calculate the std dev of returns of YHOO so far i got:

getSymbols("YHOO")
retYHOO <- Return.calculate(Cl(YHOO))
> sd(retYHOO)
YHOO.Close 
        NA 

but i received an NA....can any assist? tks!
-- 
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On Sun, 16 Aug 2009 22:43:14 -0700 (PDT) afx111 <afx111 at yahoo.com>
wrote:

A> getSymbols("YHOO")
A> retYHOO <- Return.calculate(Cl(YHOO))
A> > sd(retYHOO)
A> 
A> YHOO.Close 
A>         NA 
A> 
A> but i received an NA....can any assist? tks!

You receive NA because getSymbols went wrong, so YHOO was empty. Try
getSymbols('YHOO',src='yahoo',return.class='ts')

Btw. there is a r-finance mailing list which is a good place for such
questions. 

Hth 
Stefan

What package or library are you using?

What is YHOO.Close ?  

Try  str(retYHOO) to see what it looks like. 



--- On Mon, 8/17/09, afx111 <afx111 at yahoo.com> wrote:
> From: afx111 <afx111 at yahoo.com>
> Subject: [R]  Newbie question re stddev, quantmod and performanceanalytics
> To: r-help at r-project.org
> Received: Monday, August 17, 2009, 1:43 AM
> 
> Hi,
> 
> I am trying to calculate the std dev of returns of YHOO so
> far i got:
> 
> getSymbols("YHOO")
> retYHOO <- Return.calculate(Cl(YHOO))
> > sd(retYHOO)
> 
> YHOO.Close 
> ? ? ? ? NA 
> 
> but i received an NA....can any assist? tks!
> -- 
> View this message in context:
http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org
> mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained,
> reproducible code.
> 

      __________________________________________________________________
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with

try:

?sd

sd(retYHOO, na.rm=TRUE)

On Mon, Aug 17, 2009 at 1:43 AM, afx111<afx111 at yahoo.com>
wrote:
>
> Hi,
>
> I am trying to calculate the std dev of returns of YHOO so far i got:
>
> getSymbols("YHOO")
> retYHOO <- Return.calculate(Cl(YHOO))
>> sd(retYHOO)
>
> YHOO.Close
> ? ? ? ?NA
>
> but i received an NA....can any assist? tks!
> --
> View this message in context:
http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem that you are trying to solve?