Hello Alexander I doubt that such an analyis is very useful as the data is not sampled synchronously (equity close in the US for ^gspc and even that is not always at the same time, some average price from Oanda data). Also fx data from others sources as suggested in another mail on this list would not really help with this unless it is really sampled at exactly the same times as the equity close of ^gspc. The only way to get clean data for such an analysis is to use intraday data.
Best regards Adrian >Message: 1 >Date: Sun, 14 Oct 2007 15:00:15 -0500 >From: Alexander Moreno <[EMAIL PROTECTED]> >Subject: [R-SIG-Finance] oanda and yahoo get.hist.quote >To: [EMAIL PROTECTED] >Message-ID: <[EMAIL PROTECTED]> >Content-Type: text/plain; charset=ISO-8859-1; format=flowed > >Hi, > >I have S&P index data (^gspc) that I got from get.hist.quote from yahoo, >and fx data from the same function from Oanda. The Oanda data has >7-days, and the S&P data has 5. Anyone know how to get them to match up >for the same time period? > >Best, >Alex > > > > > -- Adrian Trapletti Wildsbergstrasse 31 8610 Uster Switzerland Phone : +41 (0) 44 9945630 Mobile : +41 (0) 76 3705631 Email : [EMAIL PROTECTED] ______________________________________________ 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.
