Intro to R Week 2 Discussion Example
Doc Larry
August 1, 2018
Load the Packages
Let’s load up the packages for the problem first.
library(quantmod)## Warning: package 'quantmod' was built under R version 3.5.1## Loading required package: xts## Loading required package: zoo##
## Attaching package: 'zoo'## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric## Loading required package: TTR## Version 0.4-0 included new data defaults. See ?getSymbols.library(psych)## Warning: package 'psych' was built under R version 3.5.1Reading in a Stock
An easy way to read in a stock is by assigning start and end dates and then using getSymbols()>
start=as.Date("2010-01-01")
end=as.Date("2017-12-31")
getSymbols("CMCSA", src="yahoo", from=start, to=end)## 'getSymbols' currently uses auto.assign=TRUE by default, but will
## use auto.assign=FALSE in 0.5-0. You will still be able to use
## 'loadSymbols' to automatically load data. getOption("getSymbols.env")
## and getOption("getSymbols.auto.assign") will still be checked for
## alternate defaults.
##
## This message is shown once per session and may be disabled by setting
## options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details.##
## WARNING: There have been significant changes to Yahoo Finance data.
## Please see the Warning section of '?getSymbols.yahoo' for details.
##
## This message is shown once per session and may be disabled by setting
## options("getSymbols.yahoo.warning"=FALSE).## [1] "CMCSA"Look at the Data
We can run some basic descriptives and time series plots once we understand the structure.
head(CMCSA) #get the header data to see what we have## CMCSA.Open CMCSA.High CMCSA.Low CMCSA.Close CMCSA.Volume
## 2010-01-04 8.375 8.565 8.375 8.485 27146800
## 2010-01-05 8.465 8.490 8.275 8.370 35493000
## 2010-01-06 8.390 8.400 8.265 8.310 27741400
## 2010-01-07 8.355 8.530 8.275 8.485 30214800
## 2010-01-08 8.465 8.535 8.405 8.460 25454000
## 2010-01-11 8.435 8.500 8.365 8.405 38109200
## CMCSA.Adjusted
## 2010-01-04 7.265583
## 2010-01-05 7.167109
## 2010-01-06 7.115733
## 2010-01-07 7.265583
## 2010-01-08 7.244176
## 2010-01-11 7.197077str(CMCSA) #get the structure of the data## An 'xts' object on 2010-01-04/2017-12-29 containing:
## Data: num [1:2013, 1:6] 8.38 8.46 8.39 8.36 8.46 ...
## - attr(*, "dimnames")=List of 2
## ..$ : NULL
## ..$ : chr [1:6] "CMCSA.Open" "CMCSA.High" "CMCSA.Low" "CMCSA.Close" ...
## Indexed by objects of class: [Date] TZ: UTC
## xts Attributes:
## List of 2
## $ src : chr "yahoo"
## $ updated: POSIXct[1:1], format: "2018-08-05 09:41:30"describe(CMCSA) #describe all variables in the dataset## vars n mean sd median trimmed
## CMCSA.Open 1 2013 23.08 9.69 24.86 22.88
## CMCSA.High 2 2013 23.29 9.76 25.11 23.08
## CMCSA.Low 3 2013 22.88 9.62 24.66 22.68
## CMCSA.Close 4 2013 23.09 9.69 24.89 22.89
## CMCSA.Volume 5 2013 28530727.97 15256971.37 25077800.00 26289943.95
## CMCSA.Adjusted 6 2013 21.65 9.80 22.95 21.34
## mad min max range skew
## CMCSA.Open 11.71 7.58 42.13 34.56 0.02
## CMCSA.High 11.70 7.68 42.18 34.49 0.02
## CMCSA.Low 11.53 7.55 41.64 34.09 0.02
## CMCSA.Close 11.69 7.61 41.99 34.39 0.02
## CMCSA.Volume 10722756.24 5672200.00 166539600.00 160867400.00 2.51
## CMCSA.Adjusted 12.51 6.51 41.09 34.57 0.10
## kurtosis se
## CMCSA.Open -1.21 0.22
## CMCSA.High -1.21 0.22
## CMCSA.Low -1.21 0.21
## CMCSA.Close -1.21 0.22
## CMCSA.Volume 11.24 340052.87
## CMCSA.Adjusted -1.18 0.22#Let's plot a time series.
plot.ts(CMCSA$CMCSA.Close, main="CMCSA Daily Stock Prices from 1 Jan 2010-31 Dec 2017", ylab="$ / Share")