Displaying 1 result from an estimated 1 matches for "quotes_m11".
2012 Jan 24
1
problems with rollapply {zoo}
...place harms nothing:
library(tseries)
library(xts)
library(quantmod)
library(fGarch)
library(fTrading)
library(ggplot2)
# Set the working directory, where the data file is located, and read the
raw data
setwd('C:/cygwin/home/Ted/New.Task/NKS-quotes/NKS-quotes')
x = read.table("quotes_M11.dat", header = FALSE, sep="\t", skip=0)
str(x)
# Set up the date column
dt<-sprintf("%s %04d",x$V2,x$V4)
dt<-as.POSIXlt(dt,format="%Y-%m-%d %H%M")
# Prepare a frame that gets converted to an xts object
y <- data.frame(dt,x$V5)
colnames(y) <- c(...