For future googlers.... >library(reshape) > names(x) [1] "date" "symbol" "close" > try <- cast(x, date ~ symbol,sum)
Seems to have done the trick nicely.... On Sat, Jan 22, 2011 at 5:52 PM, Jeff Ryan <[email protected]> wrote: > Don't use "long format". That is, run the symbols across columns - one > symbol per column i.e. "wide format". > > Since xts is a matrix, you'll nee to make sure to keep the coredata numeric > - mixing symbols into columns assures it isn't. > > From there you can either plot with plot.xts and lines or plot.zoo. > > Best, > Jeff > > Jeffrey Ryan | Founder | [email protected] > > www.lemnica.com > > On Jan 22, 2011, at 1:01 PM, Nick Torenvliet <[email protected]> > wrote: > > > Hi all, > > > > I may have double posted this, so apologies, for some reason R-help > doesn't > > seem to be posting for me. > > > > I've got an xts time series of stock symbols and closing prices. > > > >> head(x) > > symbol close > > 2010-01-04 "AFB" "13.46" > > 2010-01-04 "AKP" "12.80" > > 2010-01-04 "APX" " 8.78" > > 2010-01-04 "AYN" "13.15" > > 2010-01-04 "BAF" "13.50" > > 2010-01-04 "BBF" "12.86" > >> tail(x) > > symbol close > > 2011-01-21 "VMO" "12.35" > > 2011-01-21 "VOQ" "13.77" > > 2011-01-21 "VPV" "11.97" > > 2011-01-21 "VTJ" "14.74" > > 2011-01-21 "VTN" "13.16" > > 2011-01-21 "XAA" "12.82" > > > >> is.xts(x) > > [1] TRUE > > > > I've made the symbols a factor > > > >> head(xFactor) > > symbol <NA> <NA> <NA> <NA> <NA> > > AFB AKP APX AYN BAF BBF > > 154 Levels: AFB AKP APX AYN BAF BBF BBK BFK BFO BFZ BIE BJZ BKK BKN BLH > ... > > XAA > > > > Each factor represent a time series on closing prices. > > > > I would like to plot those 154 time series on a single plot... > > > > Any ideas? > > > > Regards, > > > > Nick > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > > -- Subscriber-posting only. If you want to post, subscribe first. > > -- Also note that this is not the r-help list where general R questions > should go. > [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
