Displaying 3 results from an estimated 3 matches for "getdailyprices".
2017 Jul 30
4
Kalman filter for a time series
...arcave.com/finance/random_r_hacks/kalman_smooth.html shown
below. But it seems the structSSM function has been removed from KFAS
library so it won't run. Does anyone know how to fix the code so that it
runs?
library(KFAS)
library(tseries)
library(timeSeries)
library(zoo)
library(quantmod)
getDailyPrices = function( tickerSym, startDate, endDate )
{
prices = get.hist.quote( instrument = tickerSym, start = startDate,
end = endDate,
quote="AdjClose", provider="yahoo",
compression="d", quiet=T)
prices.ts = ts(prices)
r...
2017 Jul 30
0
Kalman filter for a time series
...elow. But it seems the structSSM function has been removed from KFAS
> library so it won't run. Does anyone know how to fix the code so that it
> runs?
>
>
>
> library(KFAS)
> library(tseries)
> library(timeSeries)
> library(zoo)
> library(quantmod)
>
> getDailyPrices = function( tickerSym, startDate, endDate )
> {
> prices = get.hist.quote( instrument = tickerSym, start = startDate,
> end = endDate,
> quote="AdjClose", provider="yahoo",
> compression="d", quiet=T)
>
&...
2017 Jul 30
0
Kalman filter for a time series
...so it won't run. Does anyone know how to fix the code so that it
> runs?
Have you tried the vignette with KFAS?
Hope this helps.
Spencer Graves
>
> library(KFAS)
> library(tseries)
> library(timeSeries)
> library(zoo)
> library(quantmod)
>
> getDailyPrices = function( tickerSym, startDate, endDate )
> {
> prices = get.hist.quote( instrument = tickerSym, start = startDate,
> end = endDate,
> quote="AdjClose", provider="yahoo",
> compression="d", quiet=T)
&...