similar to: How to use getSymbols() to get annual data

Hi, How can one ask getSymbols to obtain data within a specified time interval? For example, if I am downloading US PPI data: usppi <- as.zoo(getSymbols("PPIACO", src="FRED", verbose=TRUE, auto.assign=FALSE)) How do I ask getSymbols to truncate starting from Jan-1970 until present? I looked up the help file but couldn't find anything. Another newbie question, can I

Hi, I work with SEXP C code and with xts and quantmod packages. I try to touch how xts internal works. So we have R session and: > ls() character(0) > getSymbols('AAPL') # quantmod package [1] "AAPL" > ls() [1] "AAPL" > str(AAPL) An ?xts? object from 2007-01-03 to 2010-09-09 containing: Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ... - attr(*,

I'm sure there is a more general way to ask this question but how do you use the elements of a character vector as names of objects in an expression? For example, say you have: a = c(1,3,5,7) b = c(2,4,6,8) n=c("a","b") and you want to use the names a and b in a function (e.g. sum) sum(eval(as.name(n[1])),eval(as.name(n[2]))) works but what is a simpler way to

Hi, I got some problems while was trying to download data from Yahoo using yahoo.get.hist.quote() function. My script is as follows : app <- yahoo.get.hist.quote("aapl", start="02/07/09", end="02/07/06", quote="close") However I got following error : trying URL

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm using Alpha

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

i am using quantmod package.it get stock quotes from google finanace. but unfortunately i am not able to get the quotations of some stocks(e.g. NSE:TCS,NSE:SAIL ) through the "getSymbol" command of this package although they are available in the google finance website. anyone please help me. thanks in advance..... -- View this message in context:

Dear R users, I am trying to use tseries' garch function in order to determine the volatility of a return series generated by quantmod. Here is the code that I am using: > library(quantmod) > getSymbols("AAPL") convert daily closing prices into continuous log returns > dret<-dailyReturn(AAPL,type='log') check to see that the autocorrelations decay >

i read about the performance analytics package i have a doubt about the TreynorRatio i have code g=getSymbols("IBM") > c=Cl(g) > r=Return.calculate(c) > SharpeRatio.annualized(r) IBM.Close Annualized Sharpe Ratio (Rf=0%) 0.3566339 > TreynorRatio (ret) Error in inherits(x, "xts") : argument "Rb" is missing, with

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 =

Hello, I'm very new to R, and so my question is simple. I have data record with 80 years of daily temperatures in one long string. The dates are also recorded, in YYMMDD format. I'd like to learn an elegant simple way to pull out the annual averages. (Obviously, every 4th year has 366 days.) I know I can set up a formal loop to create annual records and then average. But R

hi everyone! hope you can help me here. i am a new R user. what i am trying to do is to find the maximum annual discharge from a daily record. i have a data.frame which includes date and the discharge. somewhat like this.. 10/1/1989 2410 10/2/1989 2460 10/3/1989 2890 ... ... ... 12/31/2005 5730 i have been browsing through the archives and fount out about the aggregate

Hello world, I am actually transferring a course in data management for students in biology, geography and agriculture from statistica to R - it works surprisingly well. If anyone is interested in my scratch/notepad (in German language), please see www.hydrology.uni-kiel.de/~schorsch/statistik/statistik_datenauswertung.pdf (pages 40-52) The dataset is:

Hi, I was wondering if there is a package I can use to convert my 22 annual observations to quarterly time series so that I will have 88 observations. Also, will there be any harm in doing so? will I loose any important data specific info? I want to run VARs in levels using TY method. Due to small sample, i will probably use a bootstrap method. Thanks! [[alternative HTML version deleted]]

dear kind helper, i would like to know how to find the annual maximun for a table that basicly looks like this: date time measurement1 measurement2 measurement3 mm/dd/yyyy hh:mm:ss m1 m2 m3 there are about 9000 measurements for each year, which makes it quite large... i already tried to subset all rows for a year, to find the maximum within these choosen rows, y <-

I have been using browsercam.com for CSS testing, but it is rather expensive. Recently, I discovered others using funadable.org to purchase a yearly membership as a group. A year long membership at browsercam.com costs $480.00. This gives us 25 user accounts. I am proposing that 25 people throw in $19.20 for their 1/25th share of the membership cost. Once I have raised $479.40 I will

dear r-helpers i've got a table that in extracts looks like this: V1 V2 V3 V4 V5 1 01/01/1975 00:00:00 125.837 3.691 296.618 2 01/01/1975 01:00:00 124.799 3.679 281.307 3 01/01/1975 02:00:00 111.607 3.536 281.307 4 02/24/1976 11:00:00 21.602 2.555 93.893 5 02/24/1976 12:00:00 27.804 2.623 93.893 6 02/24/1976 13:00:00 26.105 2.604 114.716 7 10/18/1977

Apologies for the limitations of the registration system. - No email is sent upon completion - If you get a page at the end that says you successfully registered, then you are good to go - There have been a few reported cases of the registration page hanging, if so try another browser such as Firefox. If you have questions mail me directly (dkipping at qualcomm.com). If the group wants, I can

1. File is (was) saved. 2. The added code is t(tradeStats("macross")) with 2 )'s. I'd appreciate if someone with QuantStrat installed, to try this and see if they get a different result. My R and RStudio and QuantStrat libraries are all current. I get the chart and this much output. > source('~/CodingData/RCode/Quantstrat1/maCross.R') [1] "2001-06-27

1. File is (was) saved. 2. The added code is t(tradeStats("macross")) with 2 )'s. I'd appreciate if someone with QuantStrat installed, to try this and see if they get a different result. My R and RStudio and QuantStrat libraries are all current. I get the chart and this much output. > source('~/CodingData/RCode/Quantstrat1/maCross.R') [1] "2001-06-27