Hi all!
I've found the solution - the ordering of the series is important. It's
expected that the most recent entries are located at the bottom of the
data matrix. Here's the sorting command:
x <- sort(x, decreasing = FALSE)
Kind regards:
Gero
Gero Schwenk schrieb:
Hi there!
I'm stuck with a problem aligning financial timeseries and haven't
found a cue how to fix it...
When I run that simple script, everything goes well until the
"align"-command:
------
rm(list=ls())
x <- yahooSeries("^GDAXI")
head(x)
xAligned <- align(x = x, by = "1d", method = "before",
include.weekends = FALSE)
------
Here's the command-line dialog:
------
> rm(list=ls())
> x <- yahooSeries("^GDAXI")
versuche URL
'http://chart.yahoo.com/table.csv?s=^GDAXI&a=&b=&c=&d=8&e=07&f=2009&g=d&x=.csv'
Content type 'text/csv' length unknown
URL geöffnet
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
.......... .......... .......... .......... ..........
......
downloaded 256 Kb
> head(x)
GMT
^GDAXI.Open ^GDAXI.High ^GDAXI.Low ^GDAXI.Close ^GDAXI.Volume
2009-09-04 5328.59 5404.30 5320.28 5384.43 28535100
2009-09-03 5332.50 5364.03 5278.50 5301.42 25969000
2009-09-02 5325.94 5337.84 5263.11 5319.84 30401300
2009-09-01 5479.35 5507.48 5327.29 5327.29 31245400
2009-08-31 5474.62 5495.56 5437.92 5458.04 10442600
2009-08-28 5512.17 5573.89 5502.46 5517.35 23480600
^GDAXI.Adj.Close
2009-09-04 5384.43
2009-09-03 5301.42
2009-09-02 5319.84
2009-09-01 5327.29
2009-08-31 5458.04
2009-08-28 5517.35
> xAligned <- align(x = x, by = "1d", method = "before",
include.weekends = FALSE)
Fehler in seq.default(u[1] + offset, u[length(u)], by = by) :
wrong sign in 'by' argument
-----
Besides, Example-Data (SWX) from the "fPortfolio"-package is aligned
nicely by exactly the same command. Does anybody have an idea what the
problem could be? I'm grateful for any help!
Kind regards,
Gero
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