While asking if you should document what you did and give credit where due
seems... unnecessary (of course you should) ... I believe we are beyond the
point where a paper alone can allow me to reproduce most relevant published
analyses. That is, including a link to a reproducible code repository with a
list of exact package/versions used and to the exact data used as input are
necessary to achieve that degree of completeness. It is non-trivial even with
tools like renv and a complete repo to document all of the decisions required to
reproduce a published result months or years later... expecting citations and
technical discussion alone to catch everything is IMO an unrealistic goal. The
paper can only cover the general outline of the work, and should be complete
enough to allow someone else to perform a validation study... most likely with
different tools and data sets to check how robust the results are.
If the results can only be reproduced with one data source, it may not deserve
high regard in general, and documenting that you used a narrow slice of
information as the foundation of your conclusions might be a sort of
"YMMV" caution to the reader.
On December 30, 2024 4:02:08 PM PST, "Ebert,Timothy Aaron" <tebert
at ufl.edu> wrote:>Yes, you need to cite the source of data and the method for retrieval. You
also need to cite programs used in manipulating the data, cleaning the data, and
analyzing the data. I should be able to read what you wrote, and using those
methods recover the data independently from you and finish all other steps in
the analysis. I should not have to guess.
>
>Tim
>
>-----Original Message-----
>From: R-help <r-help-bounces at r-project.org> On Behalf Of Erin
Hodgess
>Sent: Monday, December 30, 2024 12:17 AM
>To: r-help at r-project.org
>Subject: [R] Citation for stock price data from Quantmod
>
>[External Email]
>
>Hello!
>
>Happy Holidays!
>
>I have a question about citing stock price data downloaded via Quantmod,
please. Of course, I will cite Quantmod. Do I also need to cite Yahoo Finance
as the actual source of the data, please?
>Also, I'm not sure if this is a question for the Finance sig, but
thought I would start here.
>
>Thank you.
>
>Erin Hodgess, PhD
>mailto: erinm.hodgess at gmail.com
>
> [[alternative HTML version deleted]]
>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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>PLEASE do read the posting guide
https://www.r-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
>
>______________________________________________
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
https://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
--
Sent from my phone. Please excuse my brevity.