[R] Working with daily data

[Gabor Grothendieck]

Your google search or

daily data site:https://stat.ethz.ch/pipermail/r-sig-finance/

both seem to give reasonable results.

On Mon, May 25, 2009 at 9:45 AM, spencerg <spencer.graves at prodsyse.com> wrote:
> 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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>>
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>
>