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_mene...@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 > > > Confidential: This electronic message and all contents contain information > from Syntel, Inc. which may be privileged, confidential or otherwise > protected from disclosure. The information is intended to be for the > addressee only. If you are not the addressee, any disclosure, copy, > distribution or use of the contents of this message is prohibited. If you > have received this electronic message in error, please notify the sender > immediately and destroy the original message and all copies. > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. > ______________________________________________ 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.
