On Sat, Jan 22, 2011 at 12:46 PM, Nick Torenvliet <nick.torenvl...@gmail.com> wrote: > Hi all, > > I've got an xts time series of stock symbols and closing prices. > >> head(x) > symbol close > 2010-01-04 "AFB" "13.46" > 2010-01-04 "AKP" "12.80" > 2010-01-04 "APX" " 8.78" > 2010-01-04 "AYN" "13.15" > 2010-01-04 "BAF" "13.50" > 2010-01-04 "BBF" "12.86" >> tail(x) > symbol close > 2011-01-21 "VMO" "12.35" > 2011-01-21 "VOQ" "13.77" > 2011-01-21 "VPV" "11.97" > 2011-01-21 "VTJ" "14.74" > 2011-01-21 "VTN" "13.16" > 2011-01-21 "XAA" "12.82" > >> is.xts(x) > [1] TRUE > > I've made the symbols a factor > >> head(xFactor) > symbol <NA> <NA> <NA> <NA> <NA> > AFB AKP APX AYN BAF BBF > 154 Levels: AFB AKP APX AYN BAF BBF BBK BFK BFO BFZ BIE BJZ BKK BKN BLH ... > XAA >
read.zoo has a split argument. Assume we have a data frame with Date, Symbol and Price columns. Then: DF <- data.frame(Date = Sys.Date() + c(1:4, 1:4), Symbol = rep(LETTERS[1:2], each = 4), Price = 1:8) library(zoo) z <- read.zoo(DF, split = 2) plot(z, screen = 1) -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
