Q1. Dow Jones Industrial Average Index for the period of 2014-01-01 - 2017-12-31

# Load packages
library(quantmod)

data <- getSymbols("DJI", from = "2014-01-01", to = "2017-12-31" , src = "yahoo", auto.assign = FALSE)
plot(data)

Q2. New Hampshire total nonfarm payrolls (thousands of persons, monthly seasonally adjusted) from FRED


data <- getSymbols("NHNAN" , src = "FRED", auto.assign = FALSE) 
  

plot(data)

Q3. Foreign exchange rate, Chinese Yuan per US dollar from Oanda.com (Hint: Oanda.com only reports data for the past 180 days)


data <- getSymbols("CNY/USD", src = "oanda", auto.assign = FALSE)

plot(data)

Q4. You are interested in studying stock price changes (without dividend payments) of three tech giants - Tesla, Facebook, Netflix, and Amazon. Load the stocks; extract the Adjusted Close column from each stock; and merge them into one object.


# Create a new environment

data_env <- new.env()

getSymbols(c("TSLA", "NFLX", "AMZN", "FB"), env = data_env, auto.assign = TRUE)
## [1] "TSLA" "NFLX" "AMZN" "FB"

adjusted_list <- lapply(data_env, Ad)

adjusted <- do.call(merge, adjusted_list)

head(adjusted)
##            TSLA.Adjusted NFLX.Adjusted AMZN.Adjusted FB.Adjusted
## 2007-01-03            NA      3.801429         38.70          NA
## 2007-01-04            NA      3.621428         38.90          NA
## 2007-01-05            NA      3.544286         38.37          NA
## 2007-01-08            NA      3.404286         37.50          NA
## 2007-01-09            NA      3.427143         37.78          NA
## 2007-01-10            NA      3.438571         37.15          NA