similar to: Time Series Have Date Show Days of the Week

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 R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with

Isn't this like trying to tie up the horse after it has left the barn? Why not figure all this out _before_ converting to xts? On April 12, 2023 12:29:49 PM PDT, akshay kulkarni <akshay_e4 at hotmail.com> wrote: >Dear Rui, > Not working. I have entirely removed the column containing % but am still bootless: > >> head(coredata(INFYTX)) > INFY

Dear Rui, Not working. I have entirely removed the column containing % but am still bootless: > head(coredata(INFYTX)) INFY Historical Data INFY Historical Data INFY Historical Data INFY Historical Data [1,] "47.26" "44.28" "47.56" "44.28" [2,] "46.30" "44.92"

It seems to only works for zoo or ts objects? I tried to run it for xts objects, and error message occurs. Once I coerce it to be an zoo object (by as.zoo), it works. Error message: Error in model.frame.default(formula = dynformula(PIh - PI ~ L(X, 0:i) + : variable lengths differ (found for 'L(X, 0:i)') In addition: Warning messages: 1: In zoo(coredata(x), order.by = index(x), ...)

Hi All: If I download yahoo data by getSymbols() in R, the date column gets accompanied along with the downloaded data. There is no column header for the date column to access separately. What is the way to eliminate the date column? If I want to draw a xy scatter plot with the downloaded price (suppose AAPL vs NASDAQ), I think the date column is creating problem and the plot function is not

Dear members, I have an xts object: > head(INFYTX) INFY Historical Data INFY Historical Data.1 INFY Historical Data.2 2003-04-16 "47.26" "44.28" "47.56" 2003-04-17 "46.30" "44.92" "46.53" 2003-04-21 "45.82"

I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below. ##########################################################? reguire(zoo) require(PerformanceAnalytics) reguire(xts) ? year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30) R1

?s 19:57 de 12/04/2023, akshay kulkarni escreveu: > Dear members, > I have an xts object: > >> head(INFYTX) > INFY Historical Data INFY Historical Data.1 INFY Historical Data.2 > 2003-04-16 "47.26" "44.28" "47.56" > 2003-04-17 "46.30" "44.92"

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),

I'm calling a list of symbols and then using a function to build a data frame from that symbol list. It works great until I introduce this index symbol from yahoo '^GSPC'. When and index symbol is introduced I get and error which is below. > Data <- symbolFrame(symbols) Error in get(S) : object '^GSPC' not found Since R does not like the ^ in front of a name it

Dear list-reader, by running the following script: library(zoo) sessionInfo() search() packageDescription("zoo") data(EuStockMarkets) dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) daxr <- diff(log(dax)) identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr))) qqnorm(coredata(daxr)) qqnorm(daxr) qqnorm() produces an error: > qqnorm(daxr) Fehler in if (xi == xj) 0L

Sir, I have hit a the limits of my understanding of text / par / opar etc... I have a few related xts data frames which have multiple columns, and have written a for-loop to make a set of charts - however i do not get any margin text when i run the loop. when i test the code outside of the loop the margin text appears - however when i run the loop the margin text does not appear ... what gives?

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

I have and XTS time series object that has date and time. I started with 1 minute data and used apply.daily(x, sum) to sum the data to one cumulative value. This function works just fine however it leaves a time for the last summed value which looks like this 2006-07-19 14:58:00. I need to just have the date and to remove the time value of 14:58:00 just leaving the date value of 2006-07-19 .

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, ??? ??? ??? ??? ??? ???

Hello, I looked in the R-help but could not find an archive addressing the following. I would like to convert a character to numeric after reading a file with RDS extension. After using as.numeric, I checked if it is numeric. It was not converted. Please help. Here is my code >Report <- readRDS(file="RDS/Report.RDS") > Report[1:2,] dive_id date

Hi, I have an intraday timeseries of financial data (see below) which has gaps due to market opening and closing hours. I am trying to plot it, but the time gap is always visible in the plot. I tried converting data to xts, zoo, timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo. The only way to make it work was with function 'chartSeries' in the quantmod package

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

Hi all, I bumped into this awkward zoo behaviour. I'd be half tempted to call it a bug, what do you think? It's annoying to work around it :( I wonder if this was the behaviour of older zoo versions, I can't remember coming across this sort of thing... > version _ platform i386-pc-solaris2.10 arch i386 os solaris2.10 system i386,