Go to Yahoo Finance and import Microsoft stock prices from December 13, 1990 to July 31, 2017.
## Date Open High Low Close Adj.Close Volume
## 1 1990-12-13 1.013889 1.020833 0.996528 1.010417 0.736435 50707200
## 2 1990-12-14 1.013889 1.031250 1.006944 1.022569 0.745293 48633600
## 3 1990-12-17 1.013889 1.031250 1.006944 1.027778 0.749089 27286400
## 4 1990-12-18 1.034722 1.052083 1.031250 1.045139 0.761742 51872000
## 5 1990-12-19 1.046875 1.052083 1.038194 1.039931 0.757946 34262400
## 6 1990-12-20 1.031250 1.055556 1.027778 1.048611 0.764273 46992000
## Date Open High Low Close Adj.Close Volume
## 6704 2017-07-24 73.53 73.75 73.13 73.60 71.91389 21394800
## 6705 2017-07-25 73.80 74.31 73.50 74.19 72.49037 22018700
## 6706 2017-07-26 74.34 74.38 73.81 74.05 72.35358 16252200
## 6707 2017-07-27 73.76 74.42 72.32 73.16 71.48397 36844200
## 6708 2017-07-28 72.67 73.31 72.54 73.04 71.36671 18306700
## 6709 2017-07-31 73.30 73.44 72.41 72.70 71.03450 23600100
Convert the date variable from a Factor to a Date.
## [1] "factor"
## [1] "Date"
Combine date and data.MSFT.
## date Open High Low Close Adj.Close Volume
## 1 1990-12-13 1.013889 1.020833 0.996528 1.010417 0.736435 50707200
## 2 1990-12-14 1.013889 1.031250 1.006944 1.022569 0.745293 48633600
## 3 1990-12-17 1.013889 1.031250 1.006944 1.027778 0.749089 27286400
## 4 1990-12-18 1.034722 1.052083 1.031250 1.045139 0.761742 51872000
## 5 1990-12-19 1.046875 1.052083 1.038194 1.039931 0.757946 34262400
## 6 1990-12-20 1.031250 1.055556 1.027778 1.048611 0.764273 46992000
## date Open High Low Close Adj.Close Volume
## 6704 2017-07-24 73.53 73.75 73.13 73.60 71.91389 21394800
## 6705 2017-07-25 73.80 74.31 73.50 74.19 72.49037 22018700
## 6706 2017-07-26 74.34 74.38 73.81 74.05 72.35358 16252200
## 6707 2017-07-27 73.76 74.42 72.32 73.16 71.48397 36844200
## 6708 2017-07-28 72.67 73.31 72.54 73.04 71.36671 18306700
## 6709 2017-07-31 73.30 73.44 72.41 72.70 71.03450 23600100
Sort the data in chronological order.
## date Open High Low Close Adj.Close Volume
## 1 1990-12-13 1.013889 1.020833 0.996528 1.010417 0.736435 50707200
## 2 1990-12-14 1.013889 1.031250 1.006944 1.022569 0.745293 48633600
## 3 1990-12-17 1.013889 1.031250 1.006944 1.027778 0.749089 27286400
## 4 1990-12-18 1.034722 1.052083 1.031250 1.045139 0.761742 51872000
## 5 1990-12-19 1.046875 1.052083 1.038194 1.039931 0.757946 34262400
## 6 1990-12-20 1.031250 1.055556 1.027778 1.048611 0.764273 46992000
## date Open High Low Close Adj.Close Volume
## 6704 2017-07-24 73.53 73.75 73.13 73.60 71.91389 21394800
## 6705 2017-07-25 73.80 74.31 73.50 74.19 72.49037 22018700
## 6706 2017-07-26 74.34 74.38 73.81 74.05 72.35358 16252200
## 6707 2017-07-27 73.76 74.42 72.32 73.16 71.48397 36844200
## 6708 2017-07-28 72.67 73.31 72.54 73.04 71.36671 18306700
## 6709 2017-07-31 73.30 73.44 72.41 72.70 71.03450 23600100
Convert data.frame object to xts object.
## [1] "data.frame"
## [1] "xts" "zoo"
Rename variables
## [1] "Open" "High" "Low" "Close" "Adj.Close" "Volume"
## MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Adjusted
## 1990-12-13 1.013889 1.020833 0.996528 1.010417 0.736435
## 1990-12-14 1.013889 1.031250 1.006944 1.022569 0.745293
## 1990-12-17 1.013889 1.031250 1.006944 1.027778 0.749089
## 1990-12-18 1.034722 1.052083 1.031250 1.045139 0.761742
## 1990-12-19 1.046875 1.052083 1.038194 1.039931 0.757946
## 1990-12-20 1.031250 1.055556 1.027778 1.048611 0.764273
## MSFT.Volume
## 1990-12-13 50707200
## 1990-12-14 48633600
## 1990-12-17 27286400
## 1990-12-18 51872000
## 1990-12-19 34262400
## 1990-12-20 46992000
## MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Adjusted
## 2017-07-24 73.53 73.75 73.13 73.60 71.91389
## 2017-07-25 73.80 74.31 73.50 74.19 72.49037
## 2017-07-26 74.34 74.38 73.81 74.05 72.35358
## 2017-07-27 73.76 74.42 72.32 73.16 71.48397
## 2017-07-28 72.67 73.31 72.54 73.04 71.36671
## 2017-07-31 73.30 73.44 72.41 72.70 71.03450
## MSFT.Volume
## 2017-07-24 21394800
## 2017-07-25 22018700
## 2017-07-26 16252200
## 2017-07-27 36844200
## 2017-07-28 18306700
## 2017-07-31 23600100
Plot the data