search for: djy

R 3.4.1 OS X Colleagues, I am just learning to use the quantmod package and I have encountered something that I don?t understand. This works: getSymbols("^DJI") This does not work: getQuote("^DJI?) It returns only NAs: Trade Time Last Change % Change Open High Low Volume ^DJI <NA> N/A N/A N/A N/A N/A N/A N/A Two questions: 1. Is there some way to obtain the

Dear Gabor, Thanks for your reply. however: > tail(DJd) ^DJI.Close 2010-04-01 10927.07 2010-04-05 10973.55 2010-04-06 10969.99 2010-04-07 10897.52 2010-04-08 10927.07 *2010-04-09 10997.35* > tail(ag) 2009-11-30 10344.84 2009-12-31 10428.05 2010-01-31 10067.33 2010-02-28 10325.26 2010-03-31 10856.63 *2010-04-30 10997.35 * It seems the script "makes up"

Hello, I am very new to R, and this is certainly and uber-newby question: I am trying to read a vector of numeric data that contains the log of daily DJI returns and simply plot a histogram of it. The data I have is in a text file format, on each line a number represents the log of the returns of one day. I have problems in reading this in a vector numeric format. If I try

Hello, I have a few questions concerning the DCC-GARCH model and its programming in R. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And the aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument = "^gspc",start = "2005-01-07",end =

Sir, How to get the closing price from this link http://www.google.com/finance/historical?q=NSE:RCOM I installed quantmod getSymbols('NSE:RCOM',src='google') gives me this error********************** Error in download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : cannot open URL

Hello! I imported a DJI survey[1] from an SPSS file. When looking at some of the variables, I noticed problems with the `table` function and similar. It seems to be caused by duplicate levels which are generated from the value labels. Not all values have labels, so those who don?t get an empty string as the level, which leads to duplicates. I hope the code and output below illustrates the

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

Dear all, > version _ platform i386-pc-mingw32 arch i386 os mingw32 system i386, mingw32 status major 1 minor 5.0 year 2002 month 04 day 29 language R OS: Win98 I have a strange problem with a particular data.frame built with

http://bugs.freedesktop.org/show_bug.cgi?id=16206 Summary: Charts in Yahoo Finance crash swfdec Product: swfdec Version: git Platform: Other URL: http://finance.yahoo.com/echarts?s=%5EDJI#symbol=%5EDJI; range=1d OS/Version: All Status: NEW Severity: critical Priority: medium

Hello, I have a rather complex problem... I will have to explain everything in detail because I cannot solve it by myself...i just ran out of ideas. So here is what I want to do: I take quotes of two indices - S&P500 and DJ. And my first aim is to estimate coefficients of the DCC-GARCH model for them. This is how I do it: library(tseries) p1 = get.hist.quote(instrument =

Hi Dovecot People, i have switched my system from courier-imap to dovecot and iam quite happy with it, the performance is well and i had nearly no problems. One little feature iam missing is in Courier i had a folder called "Outbox" there i could paste mails which i want to sent out. In some networks its not always available to sent mails via port 21, i know i could just set up my

Hi all, I finally managed to bite the bullet and roll a pre-release. Its here: http://downloads.xiph.org/releases/flac/beta/ I have personally tested this code on: x86-linux x86_64-linux powerpc-linux I have not yet done any work on making sure the changelog is up-to-date. That will be done between now and the release. What I'm after now is testing of this source tarball

...----------------------- Message: 153 Date: Tue, 23 Nov 2010 09:35:57 +0200 From: Tal Galili <tal.galili at gmail.com> To: gireesh bogu <girishbogu at gmail.com> Cc: R-help at r-project.org Subject: Re: [R] Calculating correlation Message-ID: <AANLkTi=VQ9N5a96Ytx1QPJJ65JrmeUCtWeDW+6+DJY=r at mail.gmail.com> Content-Type: text/plain Hi there, I'm not sure I understand your question. What are the two vectors you wish to check their correlation? Are they the two rows x and a? Because from your example it seems you are trying to do a correlation between two singular numbers (...

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking