I find it's just great to be able to say:
library(tseries) x <- get.hist.quote(instrument="ongc.ns")
and it gets a full time-series of the stock price of the symbol ongc.ns from Yahoo quote.
However, once my hopes have been raised by such beauty I get disappointed when I do
plot(x)
and the annotation is horrible! The x axis is not labelled as dates. The default plot method for get.hist.quote should be better, no?
It depends what you want to do. But it all behaves as it is documented. Since the object returned by get.hist.quote is a multivariate time series (class "mts") plot.mts is called. As documented, the times are given in Julian dates since 1899-12-30. Therefore the "horrible" annotation.
If you would like a more user-friendly plot, try plotOHLC(x).
I was not able to understand the object returned by get.hist.quote. If I say:
summary(x)
Open High Low Close Min. : 397.0 Min. : 407.3 Min. :395.1 Min. :398.4 1st Qu.: 494.2 1st Qu.: 501.4 1st Qu.:482.7 1st Qu.:490.4 Median : 614.9 Median : 622.7 Median :600.7 Median :610.0 Mean : 615.6 Mean : 627.1 Mean :599.7 Mean :611.9 3rd Qu.: 690.5 3rd Qu.: 707.4 3rd Qu.:676.2 3rd Qu.:691.5 Max. :1000.0 Max. :1000.0 Max. :930.0 Max. :944.9 NA's : 88.0 NA's : 88.0 NA's : 88.0 NA's : 88.0
there is no mention of a 'time' variable. And, I'm unable to extract (say) a vector of closing prices - e.g. if I say:
closingprices <- x$Close print(closingprices)
NULL
I guess I'm not understanding the object that get.hist.quote makes. In general, what are R facilities for discovering what a given object is?
I suggest, you study first one of the beginners manuals of the R environment: http://cran.r-project.org/manuals.html
Then you would easily see that, e.g., x[,"Close"] gives you the series of closing prices, time(x) gives you the series of times and so on...
-- Ajay Shah Consultant [EMAIL PROTECTED] Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
best Adrian
-- Dr. Adrian Trapletti Trapletti Statistical Computing Wildsbergstrasse 31, 8610 Uster Switzerland Phone & Fax : +41 (0) 1 994 5631 Mobile : +41 (0) 76 370 5631 Email : mailto:[EMAIL PROTECTED] WWW : http://trapletti.homelinux.com
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