It's because Delta isn't a number. Or, more accurately, Delta[1] and
Delta[i-1] are not numbers. The are objects that have a class, and
therefore an internal structure:
class(Delta[1])
[1] "xts" "zoo"
To understand what's going on, you need to understand the structure
of these classes, and what operations you can and can't do on them.
In the meantime, however, try
as.numeric(Delta[i]) > as.numeric(Delta[i-1])
-Don
At 7:48 AM -0700 8/3/09, ehxpieterse wrote:
Hi there,
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
}
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?
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,
Eduard
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--
--------------------------------------
Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA
925-423-1062
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