Displaying 20 results from an estimated 1000 matches similar to: "Problem with get.hist.quote (tseries library)...."
2001 Oct 29
1
Help with 'get.hist.quote' on tseries
Hi ALL:
I am trying to use get.help.quote from library(tseries). I tried
to run the example from help(get.hist.quote) but R complained. Here
is the command I used and the response:
ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01")
trying URL
2002 Jul 18
1
tseries (get.hist.quote)
Hi,
i really positive surprised when i found the "get.hist.quote" but
didn't now
why i get with the examples from Online-Help errorMessages.
Perhaps their is a problem with POSIX and my OS WIN2000/R1.5.1 ?
Thanks for advance & regards,Christian
$ ibm <- get.hist.quote(instrument = "ibm", start = "1998-01-01")
trying URL `
2003 Sep 30
2
ts - unit conversion
I've been using R for a while, but now find myself needing to understand
time-series objects for a short course I am teaching. I am putting
together some daily financial datasets for illustration, but having some
trouble in aggregating the data to months or weeks. I am getting a
"cannot change frequency from 1 to 12" message.
I am not sure that aggregation is where I want to go
2004 Apr 25
2
Yahoo bug in tseries::get.hist.quote and its::priceIts
Both get.hist.quote, and its derivative priceIts, rely on download.file() to
fetch financial data series from Yahoo! in .csv format. They allow for nice
interactive demonstrations of what one can do with R.
Unfortunately, both are currently broken as Yahoo! decided to add a somewhat
useless html comment at the end of the csv 'stream', breaking the regular
format of n rows with k columns.
2003 Dec 14
1
A faster plotOHLC() for the tseries package
The plotOHLC function in the tseries package is useful to plot timeseries of
various financial assets with open/high/low/close data. I had often
wondered if it could be made to run a little faster. It turns out that the
following patch does
--- plotOHLC.R.orig 2003-12-14 12:02:20.000000000 -0600
+++ plotOHLC.R 2003-12-14 12:03:42.000000000 -0600
@@ -21,14 +21,9 @@
ylim <-
2004 Jul 02
1
priceIts problem
Dear R People:
In library(its), there is a command priceIts.
There is a problem with this command. It is returning an error message:
> ibm1 <- priceIts(instrument="ibm",start="1998-01-01",quote="Open")
Error in download.file(url, destfile, method = method, quiet = quiet) :
cannot open URL
2007 Sep 14
1
segfault in download.file
Hello,
I was trying to use get.hist.quote in tseries, and got a segfault:
-8<-----------------------------------
> library(tseries)
Loading required package: quadprog
Loading required package: zoo
'tseries' version: 0.10-6
'tseries' is a package for time series analysis and computational
finance.
See 'library(help="tseries")' for
2005 Aug 19
1
Problem with get.hist.quote() in tseries
When using get.hist.quote(), I find the dates are broken. This is with
R 2.1.1 on Mac OS X `panther'.
> library(tseries)
Loading required package: quadprog
'tseries' version: 0.9-27
'tseries' is a package for time series analysis and computational
finance.
See 'library(help="tseries")' for details.
> x <-
2003 Dec 06
3
Axe time of series in format yy-mm-dd
I'm trying to plot a ibm stock time series.
I made the download of that series,
ibm <- get.hist.quote(instrument = "ibm", start = "2003-01-01",quote=c("CL"))
And ibm is a serie wiht this characteristic:
Start = 37623
End = 37960
Frequency = 1
When I try to plot it,
ts.plot(ibm)
In the graphic the axe time is represented by 37623 ... 37960, How can I put
2001 Oct 04
1
get.hist.quote does not work (PR#1116)
Full_Name: Arto Luoma
Version: 1.3.1
OS: Windows 98
Submission from: (NULL) (153.1.53.119)
Hi!
The function get.hist.quote in the package tseries (Version 0.7-6) does not work
in
my computer.
I found that it uses the function strptime which did not "understand" English
month
names in my Finnish locale (see bug report 811). I changed the regional settings
to
be English (UK) and
2003 Jun 04
1
get.hist.quote not connecting to yahoo (PR#3188)
Full_Name: Alexander Gracian
Version: 1.7
OS: windows XP
Submission from: (NULL) (217.158.140.82)
Since yesterday morning get.hist.quote in tseries has not been connecting to
yahoo 90% of the time. Is this a problem or change at Yahoo's end?
Alex
Example of R output...
Tring to pulling in 30 days of pricestrying URL
2007 Sep 01
1
Problem in downloading Yahoo Finance data from R
Hi R users,
I have a problem in downloading Yahoo Finance data from R. I have tried
an example given in R, to download. The error is given below:
>library(fCalendar)
> yahooImport("s=IBM&a=11&b=1&c=1999&d=0&q=31&f=2000&z=IBM&x=.csv ",
file = "D:\\ Downlaod",source = "http://ichart.yahoo.com/table.csv?",
save = FALSE,
2005 Sep 29
2
priceIts
Dear All,
There is an example for the priceIts function (the its package) which
does not work for me as expected.
> ?priceIts
> x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01",
+ quote = "Close")
Error in validObject(.Object) : invalid class "its" object: Missing
values in dates
> x2 <-
2009 Feb 07
1
Yahoo data downloading problem
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
2009 Sep 24
1
Downloading currency data from from Yahoo
Hi,
I wanted to download some currency data using "quantmod" package, however
got following error :
> getSymbols('USD/GBP',src='yahoo')
Error in download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m,
:
cannot open URL
1999 Jul 14
1
tseries package -- license
Thanks a lot for "tseries"!
The new (0.1-2) version of the tseries package
contains the following in ./README :
>> Author(s): A. Trapletti <A.Trapletti@ci.tuwien.ac.at>,
>> B. LeBaron ("./src/bdstest.c"),
>> K. Krischer, and T. M. Kruel ("./src/muin2ser.f",
>> "./misc/mutinfo-1.21b.tar.gz")
>>
2004 Sep 28
2
[Fwd: Re: tseries Package for R]
-------- Original Message --------
Subject: [R] Re: tseries Package for R
Date: Mon, 27 Sep 2004 23:56:34 -0800
From: Martin Renner <martin.renner at stonebow.otago.ac.nz>
To: Adrian Trapletti <a.trapletti at bluewin.ch>
References: <61CBB4C9-10C7-11D9-A624-000D932E990C at comcast.net>
<4158F5B6.3020103 at bluewin.ch>
see http://cran.stat.ucla.edu/bin/macosx/ and
2000 Jul 04
1
tseries bug (PR#593)
Full_Name: Przemys³aw Matuszewski
Version: R-1.1.0
OS: Linux RH 6.2
Submission from: (NULL) (195.117.211.244)
I have a problem with the package tseries_0.5-2.
The source of tseries_0.5-2 was compiled by command R INSTALL /path/to/package.
There was build the tseries library. Now when I try to load the package I get
the message:
...........................
Type "demo()" for
2001 Jan 26
1
tseries 0.7-0 with R 1.2.1 dumps core (PR#827)
Dear Dr. Trapletti,
I am trying to use your tseries 0.7-0 package with R 1.2.1
(the latest version) under redhat linux 6.2, but the command
library(tseries)
causes R dump to core with a segmentation fault.
Do you have any suggestions how to fix this?
Thank you,
Keith
Dr. Keith M. Briggs, Complexity Research Group, BTexaCT.
Adastral Park admin2 pp5, Martlesham Heath, IP5 3RE, Suffolk, UK
Tel:
2002 May 07
1
Re: R: tseries
Norbert Klink wrote:
> Hi!
>
> I would like to use your tseries GARCH functionality in conjuction with
> S-Plus 6 under Windows. Unfortunately, in order to make DLLs usable for
> S-Plus it requires you to generate a so-called "S-Plus Chapter DLL", which
> carries some S-Plus specific overhead. Loading your DLLs as they are
> wouldn't work. Trying to compile the