On Aug 3, 2009, at 10:48 AM, ehxpieterse wrote:
Using a quantmod function, I calculate the daily change between two
points
in a time series. However, I don't think I am using the data
correctly.
Code:
getSymbols("^GSPC", src="yahoo")
CloseData <- Cl(GSPC)
Delta <- diff(CloseData, lag=1)
for (i in 3:length(Delta)) {
if (Delta[i]>Delta[i-1]) sum <- sum + Delta # ? Delta[i] ?
}
I can't seem to use the Delta variable. Can anyone point me in the
right
direction to transform the variable into a usable one?
Looking at the code I would have expected you to use only one element
at a time from the Delta vector rather than trying to add a vector to
a scalar. And did you ever initialize "sum"? And you should probably
avoid using "sum" as a variable name anyway, since it is a function
name.
Example:
Delta[i-1]
GSPC.Close
2000-01-04 -55.8
Delta[i]
GSPC.Close
2000-01-05 2.69
Delta[i-1]*10
GSPC.Close
2000-01-04 -558
Delta[i-1]+Delta[i]
Data:
numeric(0)
Index:
NULL
Thanks in advance,
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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