quantmod

I've been messing around with this for some time. I recently started using the quantmod package to perform analytics on stock prices. I have a ticker vector that looks like the following: > tickers [1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB" "XLK" "XLU" "XLV" [14] "QQQ" > str(tickers) chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ... I wrote a function called myX to use in a lapply call to save prices for every stock in the vector tickers. It has the following code: myX <- function(tickers, start, end) { require(quantmod) getSymbols(tickers, from=start, to=end)

I am a newbie for R and have got stuck here. I am trying to draw a graph with price, sma and ema. When I call the graph from the command line it draws fine including price, sma and ema: tickers = c("BIIB","ISRG","AIG","FITB","GE","JNY","VIAB","WFM","WMB") x= 1 print(paste("Preparing ADX graph for :",paste(tickers[x]))) tmp <- read.csv(paste(tickers[x],".csv", sep=""),as.is=TRUE, header=TRUE, row.names=NULL) tmp$Date<-as.Date(tmp$Date) ydat = xts(tmp[,-1],tmp$Date) names(ydat) <- c("Open","High","Low","Close","Volume","Adjusted") # convert it into montly price ydat.monthly <- to.monthly(ydat)

I have the following code: library(quantmod) tckrs <- c("TLT", "LQD", "HYG", "SPY", "DBC") NumTckrs <- length(tckrs) getSymbols(tckrs, from="1900-01-01", to=Sys.Date()) # merge to allign the start dates MainDF <- merge(Ad(TLT), Ad(LQD), Ad(HYG), Ad(SPY), Ad(DBC), all=FALSE) I would like to not have to repeat the stock symbols in the last line. Does anyone know how this could be done? Load all the data into an environment, then call Ad on each, and merge them. Also note that getSymbols returns an xts object by default, therefore your MainDF is an xts object, not a data.frame. library(quantmod)

I started to experience an error today with the quantmod package. Anybody else have the same error when running this code (or requesting symbols in general)? library(quantmod) getSymbols("CPIAUCNS",src="FRED") Error: Error in download.file(paste(FRED.URL, "/", Symbols[[i]], "/", "downloaddata/", : cannot open URL 'http://research.stlouisfed.org/fred2/series/CPIAUCNS/downloaddata/CPIAUCNS.csv' The URL itself works fine. FRED changed the URL scheme from http:// to https://. I'm working on determining a patch that will work on all platforms. The current code still works for me on Windows if -

On running a gam model using the mgcv package, I encountered a strange error message which I am unable to understand: “Error in model.frame.default(formula = death ~ pm10 + Lag(resid1, 1) + : variable lengths differ (found for 'Lag(resid1, 1)')”. The number of observations used in model1 is exactly the same as the length of the deviance residual, thus I think this error is not related to difference in data size or length. I found a fairly related error message on the web here , but that post did not receive an adequate answer, so it is not helpful to my problem. Reproducible example and data

I'm downloading data from Yahoo using quantmod : > getSymbols("HNZ-A.TO") [1] "HNZ-A.TO" Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : downloaded length 70893 != reported length 200 The file shows up in my R workspace. The data is there and I can use edit to see the object, but I can't use the object. For example: > head(HNZ-A.TO) Error in head(HNZ - A.TO) : object 'HNZ' not found What can I do to use this object? Use back-ticks or get . HNZA.TO <- `HNZ-A.TO` HNZA.TO <- get("HNZ-A.TO") Or you could avoid this all-together by setting auto.assign=FALSE