And keep it as a dataframe for the long/wide conversion.... On Sat, Jan 22, 2011 at 8:05 PM, Nick Torenvliet <[email protected]>wrote:
> 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.
