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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

Hi, I am quite new to R and would appreciate some guidance, if possible. I have imported a csv file: spread <- read.csv("Spread.csv") I get the following error when I try to run adf.test: > adf.test(spread,alternative = c("stationary", "explosive"),0) Error in embed(y, k) : 'x' is not a vector or matrix Why is this? -- View this message in context:

Hi there, I have a piece of Matlab code I use to optimise a trding strategy. If there are any Matlab/R specialists out there, I would appreciate your help in doing the exact same optimisation in R. I suspect I would use nlm() in R but am not sure where to define my constraints. I have attached my Matlab code below for reference. Many thanks. Constraints function [c,ceq]=TriskellConstraints(X)

Hi there, I am having some trouble getting download.file to work. I have been searching for the answer but my raw coding ability is not at the same level as the solutions I am getting. I have checked my environment and the proxy settings are in line with what I expected: > Sys.getenv("http_proxy") http_proxy "http://proxy-lon2.macbank" >

Hi, Are there any R packages around which would break down a time series into a MxN table for analysis purposes? For example, show the total sales per month per calendar year. Jan Feb..... Total 2008 2009 Total Thanks, Eduard -- View this message in context: http://www.nabble.com/Seasonal-analysis-tp24844839p24844839.html Sent from the R help mailing list archive at Nabble.com.