[R] Newbie question re stddev, quantmod and performanceanalytics
Stefan Grosse
singularitaet at gmx.net
Mon Aug 17 14:01:17 CEST 2009
On Sun, 16 Aug 2009 22:43:14 -0700 (PDT) afx111 <afx111 at yahoo.com>
wrote:
A> getSymbols("YHOO")
A> retYHOO <- Return.calculate(Cl(YHOO))
A> > sd(retYHOO)
A>
A> YHOO.Close
A> NA
A>
A> but i received an NA....can any assist? tks!
You receive NA because getSymbols went wrong, so YHOO was empty. Try
getSymbols('YHOO',src='yahoo',return.class='ts')
Btw. there is a r-finance mailing list which is a good place for such
questions.
Hth
Stefan
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