similar to: Getting objects from quantmod ticker list

hello all, I am a beginner at R and not exactly a statistician either. I'm messing around with a probit model on an enconomic time series. I can get the model estimated but I have not been able to get it to give me predictions out of sample data. I'm using the predict function but getting errors. Here is my code: #predict a recession 12 months out #k=12 means 12 months forward #dates

Hi, I am trying to download data from Bloomberg through R. If I try to download intraday data for multiple tickers and only one field, I get the error, written below in red. How do I get rid of this error? > dat<-blpGetData(conn, c("NOK1V FH Equity","AUA AV Equity"), "LAST_PRICE",

hi list, i''m in desperate need of a clean js marquee script... the best i came across was [1] or [2]. before going and trying to write it myself, i thought i''d ask here if s.o. here wrote s.th. similar, that is much cleaner... uses prototype.js ect...? greetz ... pierre [1] http://digitalhymn.com/argilla/ascroller/ [2] http://www.dynamicdrive.com/dynamicindex2/cmarquee.htm

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context:

Hi All I have been struggling with this model for some time now and I just can't get it to work correctly. The messages I get when running the code is: DLSODA- Warning..Internal T (=R1) and H (=R2) are such that in the machine, T + H = T on the next step (H = step size). Solver will continue anyway. In above message, R = [1] 0 0 DINTDY- T (=R1) illegal In above message, R = [1]

This question pertains to setting up a model in the package "dlm" (dynamic linear models, http://cran.r-project.org/web/packages/dlm/index.html I have read both the vignette and?"An R Package for Dynamic Linear Models" (http://www.jstatsoft.org/v36/i12/paper), both of which are very helpful. There is also some discussion at

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Hi David, I tried the following and get the below error messages.... con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > dat <- blpGetData(con,"US4009703799 Equity","PX_LAST",start=as.chron(as.Date("01/01/2005",

Hi R, Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg package? BR, Shubha [[alternative HTML version deleted]]

Hi, I have been learning the quantmod package over the last several days. I went to check some of my data pulls against other sources and was surprised to find that a few tickers that have single characters do not successfully scrape from Google Finance using getFin(). Particularly require(quantmod) getFin("A") getFin("E") getFin("F") getFin("G")

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built