1. Using the quantmod package.....
Look at ?getSymbols
e.g. getSymbols("^GSPC",src="yahoo")
then use the to.monthly function
2. Using the tseries package .....
Look at ?get.hist.quote
e.g. get.hist.quote(instrument = "^GSPC", start = as.yearmon("Jan 1950")
,compression = "m", quote = "Close")
There will be many other approaches.
HTH
Pete
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