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...iod?) I do not fully understand the dlm syntax. Is FF specified properly? What should X look like? How does m0 relate to parm()? I would be grateful if someone would be willing to glance at the code. Thanks. Michael library(quantmod) library(dlm) ## Get and organize the data getSymbols("UNRATE",src="FRED") ## Unemployment rate getSymbols("GDPDEF",src="FRED") ## Quarterly GDP Implicit Price Deflator u <- aggregate(UNRATE,as.yearqtr,mean) gdpdef <- aggregate(GDPDEF,as.yearqtr,mean) pi <- diff(log(gdpdef))*400 pilag <- lag(pi,-1) tvnairu &lt...

...ALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG', 'NAPM', 'NPPTTL', 'OILPRICE', 'PAYEMS', 'TB3MS', 'UNRATE') series <- getSymbols(ticker.list, src= 'FRED')* May you tell me how could I put each time series into a matrix or a data frame keeping the dates' alignment? Thank you -- View this message in context: http://r.789695.n4.nabble.com/Getting-objects-from-quantmod-ticker-list-...