similar to: Store vectors as values in xts time-series object

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together

Hi Charlie, I am comfortable to put the data in any way that works best. Here are two possibilities: an xts and a data frame. library(quantmod) quantmod::getSymbols("SPY") # creates xts variable SPY SPYxts <- SPY[,c("SPY.Close","SPY.Volume")] SPYdf <- data.frame(Date=index(SPYxts),close=as.numeric(SPYxts$SPY.Close),

So the general strategy for getting these into separate panels in ggplot is to have a single variable that will be your response and a factor variable that indexes which original variable it came from. This can be accomplished in many ways, but the way I use is with the melt() function in the reshape2 package. For example, library(reshape2) plotDF <- melt(SPYdf, ??? ??? ??? ??? ??? ???

Hi Charlie, Thanks. This is helpful. As mentioned in my original question, I want to be able to plot a few such charts on the same page, say a 2 x 2 grid with such a chart for each of 4 different stocks. Using your solution I accomplished this by making a list pLst of your ggplots and then calling cowplot::plot_grid( plotlist=pLst, nrow=2, ncol=2 ) That worked fine. The one issue I have is that

I used quantmod to pull in price data from the ticker SPY. The data has date and closing price. I would like to show the day of the week for each closing price. Is that possible? Also, I would like to add the back into the data frame in a new column without changing the structure of the data set if possible. SPY 2009-01-02 92.96 2009-01-05 92.85 2009-01-06 93.47

I have this code: IEF <- to.monthly(IEF, indexAt="endof") SPY <- to.monthly(SPY, indexAt="endof") I would like to use a for loop instead of separate entries, so the only code that needs to be modified is the list of symbols. symbols <- c("IEF", "SPY") for(symbol in symbols) { symbol <- to.monthly(symbol, indexAt="endof") } This

For this kind of control you will probably need to move to base graphics and utilize the `fig` argument in par(), in which case you would want to run the plot() command twice: once with your first outcome and once with your second, changing the par() settings before each one to control the size. On 01/19/2018 01:39 PM, Eric Berger wrote: > Hi Charlie, > Thanks. This is helpful. As

That (the need for base graphics) is false. It certainly **can** be done in base graphics -- see ?layout for a perhaps more straightforward way to do it along the lines you suggest. However both lattice and ggplot are based on grid graphics, which has a similar but slightly more flexible ?grid.layout function which would allow one to size and place subsequent ggplot or lattice graphs in an

Hi, Please can you tell me what I am doing wrong. When trying to merge two xts objects, one of which has multiple character vectors for columns...I am just getting NAs. > str(t) POSIXct[1:1], format: "2011-01-04 11:45:37" > y2 = xts(matrix(c(letters[1:10]),5), order.by=as.POSIXct(c(t + 1:5))) > names(y2) = c(1,2) > y2 1 2 2011-01-04 11:45:38

Thanks for the reminder about lattice! I did some searching and there's a good example of manipulating the size of subplots using the `position` argument (see pp. 202-203 in the Trellis Users Guide: http://ml.stat.purdue.edu/stat695t/writings/Trellis.User.pdf). This is not within the paneling environment with the headers like in other trellis plots though, so you'll have to do a bit

Hi. I've managed to make a *very* simple wrapper around the xts library for R into OCaml. (Need to be downloaded from CRAN for OCaml users, but I expect other wrapping to be fairly similar...). The good, good, good thing (from my humble point of view) is that all loading is done statically: Loading the R interpreter is done statically. Loading the xts library is done statically... etc...

Hi all , I have 12 xts objects of differing timeseries stamp. For example : > str(s1_predict.xts) An ?xts? object from 1990-03-25 20:00:00 to 1990-12-15 09:00:00 containing: Data: num [1:725, 1] 11.23 10.18 9.3 9.74 10.18 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : NULL Indexed by objects of class: [POSIXt,POSIXct] TZ: Original class: 'double' xts

I would like to add vertical shaded blocks in plot.xts graphs (like recession periods in FRED graphs) The reason I use plot.xts instead of plot.zoo is that I like the fact that the grid is automatically aligned with major ticks in plot.xts. xblocks() and rect() do not seem to work with plot.xts (only with plot.zoo). Are there any alternative methods that work with plot.xts? Thanks. -- View

Dear all, I am using the as.xts function to transfer a data frame to the xts The following is the code and result: a<-read.csv("price.csv") a$Date<-as.POSIXct(a$Date) str(a) 'data.frame': 15637 obs. of 2 variables: $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02" "2010-01-04 09:45:03" ... $ bid_hsi: int 21850

I don't know if timeboxing is the correct term to use to accomplish what I'm attempting, so allow me to explain. I have a set n of tagged observations in time series t. What I'm interested in is taking i seconds before and after every n. My code is below: # observations.xts is an xts time series and arg is the number of seconds to for the timebox timeboxes <-

All, I'm attempting to run this: table.CAPM(series[,"Strat.Return",drop=FALSE],series[,"spy.Return",drop=FALSE]) and getting this error Error in as.vector(data[, i]) : subscript out of bounds I've searched around and cannot find a solution to the problem.  I've used this in the past without problem and I'm not sure what I did different this time. Other

Hi, I have a bunch of irregularly spaced xts time series (with a POSIX index), and I'm trying to write a function that fillls the missing days. Using a solution suggested by Gabor Grothendieck for zoo, I wrote the following: # FD: Fill missing days FD<-function(ser) {rng<-range(time(ser)) > temp<-merge(ser,xts(,seq(rng[1],rng[2],"day"))) >

Hello, I coming across a strange problem doing math on an xts object. If I have an xts object of stock prices (perhaps 5 minute bars of open, high, low,close) and want to do some math, the results fail. For example: d$close[10] - d$open[10] works perfectly d$close[10] - d$open[9] fails. I just get an answer of "numeric(0) Index: numeric(0)". My guess is that xts is breaking

I have the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attributes: NULL > temp t_n 2010-12-26

Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x = c(2, 4, 5), order.by =