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 <spencer.gra...@prodsyse.com> 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 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." > > > However, Googling for "r-sig-finance daily data" seemed to produce > something sensible. > > Thanks, > Spencer > Gabor Grothendieck wrote: >> >> 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. >> >> > > ______________________________________________ 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.