Re: [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market component list and general coding help

2012-10-29 Thread Db
Here is some code to get all listed stocks on the Hongkong StockExchange Mainboard with stock codes ready to be fed into quantmod : http://pastebin.com/mt1gfyvy Db -- View this message in context: http://r.789695.n4.nabble.com/R-SIG-FINANCE-Low-Priority-market-component-list-and-general

Re: [R-SIG-Finance] quantmod, mfrow, plot question

2012-05-29 Thread Db
require(quantmod) sym -c(^GSPC, TIP) getSymbols(sym, from='2009-01-06', to=Sys.Date()) z -to.monthly(TIP) z -z[,6] z1 -z-mean(z) par(mfrow=c(3,1)) plot(z) # acf,pacf are plotting already acf(ts(z1)) pacf(ts(z1)) -- View this message in context:

Re: [R-SIG-Finance] about an error of xts

2012-04-23 Thread Db
Your Cl(GSPC) returns a Close and AdjClose , just choose one: Clx=Cl(GSPC) Cly=Clx[,1] ex.model - specifyModel(T.ind(GSPC) ~ Delt(Cly,k=1:3)) -- View this message in context: http://r.789695.n4.nabble.com/about-an-error-of-xts-tp4579828p4580517.html Sent from the Rmetrics mailing list