Subject: Re: [R] cross-sectional analysis of a financial time series
Below are two ways to accomplish this. The last() function will not pad
with NA if you request more days than available, so you may need to handle
that if it's an issue. I prefer the period.apply method because it keep
Below are two ways to accomplish this. The last() function will not
pad with NA if you request more days than available, so you may need
to handle that if it's an issue. I prefer the period.apply method
because it keeps the data in an xts object, which I find easier to
work with.
getSymbols("YHO
Hi:
I have a financial series data. For instance, one can take YHOO from the
quantmod package.
>library("quantmod")
>getSymbols("YHOO")
As you can see this series has date along with close prices. I want to do a
cross-sectional analysis of the time series and want to see if there are any
sea
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