Re: [R] Working with daily data

2009-05-25 Thread spencerg
Hi, Gabor: Is there a general search capability with "https://stat.ethz.ch/pipermail/r-sig-finance";? We can review the archives there by Thread, Subject, Author or Date within quarter, but I don't see anything that allows me to input a search term. Thanks, Spencer Gabor

Re: [R] Working with daily data

2009-05-25 Thread Gabor Grothendieck
Your google search or daily data site:https://stat.ethz.ch/pipermail/r-sig-finance/ both seem to give reasonable results. On Mon, May 25, 2009 at 9:45 AM, spencerg wrote: > Hi, Gabor, et al.: > >     What's the best way to search the R-SIG-Finance archives?  Are R-SIG-* > included in any of the

Re: [R] Working with daily data

2009-05-25 Thread spencerg
Hi, Gabor, et al.: What's the best way to search the R-SIG-Finance archives? Are R-SIG-* included in any of the main R search engines (at "http://www.r-project.org/search.html";)? Gmane has an option for "gmane.comp.lang.r.finance", but when I tried it just now, I got, "No such group

Re: [R] Working with daily data

2009-05-25 Thread Gabor Grothendieck
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 M

[R] Working with daily data

2009-05-25 Thread Menezes, Ian
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