我的最终目标是将每月标准普尔500指数,苏富比和工业生产划分为一个标准化的ggplot2,包括经济衰退条.
我通过quantmod和Quandl收集我的数据:
#======= LOAD PACKAGES ====================================
library(tseries)
library(quantmod)
library(Quandl)
library(ggplot2)
library(forecast)
library(urca)
#======= DATA IMPORT ======================================
env1 = new.env()
getSymbols("^GSPC", env = env1, src ="yahoo", from = as.Date("1988-06-01"),to = as.Date("2013-04-01"))
GSPC = env1$GSPC
gspc.df = data.frame(date=time(GSPC), coredata(GSPC))
env2 = new.env()
getSymbols("BID", env = env2, src ="yahoo", from = as.Date("1988-06-01"),to = as.Date("2013-04-01"))
BID = env2$BID
sothebys.df = data.frame(date=time(BID), coredata(BID))
INDPRO <- Quandl("FRED/INDPRO", start_date="1988-06-01",end_date="2013-05-29",type="xts")
indpro.df = data.frame(date=time(INDPRO), coredata(INDPRO))
之后,我将每日数据转换为月度数据:
# Transform data to monthly time series
GSPCM <- to.monthly(GSPC)
gspcm.df = data.frame(date=time(GSPCM), …