Displaying 1 result from an estimated 1 matches for "monthlyreturn".
2017 Dec 27
1
Error in dimnames in R
...ve this. Thanks a lot.
##---------------------------- Portfolio construction &
Optimisation------------------------
#Assets: LUTAX, PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX
#Getting monthly returns of the assets
library(quantmod)
library(tseries)
library(timeSeries)
LUTAX <- monthlyReturn((getSymbols("LUTAX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(LUTAX) <- c("LUTAX")
PFODX <- monthlyReturn((getSymbols("PFODX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(PFODX) <- c("PFODX")
BRGAX <- month...