[R] Working with daily data

[spencerg]

Hi, Gabor, et al.: 


      What's the best way to search the R-SIG-Finance archives?  Are 
R-SIG-* included in any of the main R search engines (at 
"http://www.r-project.org/search.html")?  Gmane has an option for 
"gmane.comp.lang.r.finance", but when I tried it just now, I got, "No 
such group."


      However, Googling for "r-sig-finance daily data" seemed to produce 
something sensible. 


      Thanks,
      Spencer    

Gabor Grothendieck wrote:
> Check out the xts, zoo and quantmod packages.
> xts has a vignette (pdf document) and zoo has
> three vignettes.
>
> Also look at:
> ?read.zoo in zoo to read your data, or
> ?getSymbols in quantmod.to fetch data from the net, and
> the discussion list:
>   https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>
> On Mon, May 25, 2009 at 4:45 AM, Menezes, Ian <Ian_Menezes at syntelinc.com> wrote:
>   
>> Hello
>>
>>
>>
>> I have daily S&P 500 from 1950 for which I would like to do some time
>> series analysis in R. Could someone please show me an example of how to
>> create a ts/ irts object for my data? Additionally, how do I create
>> monthly subsamples of the data. I've experimented with the window
>> function but haven't had any luck.
>>
>>
>>
>> Thank you
>>
>>
>>
>> Ian
>>
>>
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