WebNov 13, 2024 · To fix this, you could xtsTicker <- getSymbols (ticker, auto.assign = FALSE) then monthlyReturn (xtsTicker, subset='2024-11-10') One thing to note as well, … WebYou're using MRAN and R-3.3.x. MRAN may have quantmod_0.4-14, but they apparently do not for older R versions. And CRAN only provides Windows binaries for the latest minor version of R (currently 3.6.x). You can install the latest quantmod from CRAN on R-3.3.x, but you will have to do some of the steps manually.
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WebgetSymbols: Load and Manage Data from Multiple Sources Description Functions to load and manage Symbols in specified environment. Used by specifyModel to retrieve … WebApr 7, 2024 · A call to getSymbols.yahoo will load into the specified environment one object for each Symbol specified, with class defined by return.class. Presently this may be ts , zoo, xts, or timeSeries . In the case of xts objects, the indexing will be by Date. This can be altered with the index.class argument. safety 24/7 book
I am having trouble downloading getSymbols("SPY") in rstudio
WebgetSymbols.csv: Load Data from csv File Description Downloads Symbols to specified env from local comma seperated file. This method is not to be called directly, instead a call to getSymbols (Symbols,src='csv') will in turn call this method. WebJan 18, 2014 · Or you could create a list of only the returns, then loop over that to calculate the monthly sums R <- eapply (stockData, function (x) diff (log (Ad (x)))) monthly <- lapply (R, apply.monthly, sum, na.rm=TRUE) You can merge the results into a single object like this do.call (merge, R) do.call (merge, monthly) Share Improve this answer Follow WebDetails. periodReturn is the underlying function for wrappers: . allReturns: calculate all available return periods dailyReturn: calculate daily returns weeklyReturn: calculate weekly returns monthlyReturn: calculate monthly returns quarterlyReturn: calculate quarterly returns annualReturn: calculate annual returns Value. Returns object of the class that … the world opening