library(quantmod)

## 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

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

## Version 0.4-0 included new data defaults. See ?getSymbols.

library(dplyr)

## 
## Attaching package: 'dplyr'

## The following objects are masked from 'package:xts':
## 
##     first, last

## The following objects are masked from 'package:stats':
## 
##     filter, lag

## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union

library(tibbletime)

## 
## Attaching package: 'tibbletime'

## The following object is masked from 'package:stats':
## 
##     filter

library(timetk)

## Loading required package: recipes

## 
## Attaching package: 'recipes'

## The following object is masked from 'package:stats':
## 
##     step

library(readr)
library(pacman)

ret.monthlydata <- read_csv("10_Industry_Portfolios.CSV")

## Warning: Missing column names filled in: 'X2' [2], 'X3' [3], 'X4' [4], 'X5' [5],
## 'X6' [6], 'X7' [7], 'X8' [8], 'X9' [9], 'X10' [10], 'X11' [11]

## Parsed with column specification:
## cols(
##   `Average Value Weighted Returns -- Monthly` = col_double(),
##   X2 = col_character(),
##   X3 = col_character(),
##   X4 = col_character(),
##   X5 = col_character(),
##   X6 = col_character(),
##   X7 = col_character(),
##   X8 = col_character(),
##   X9 = col_character(),
##   X10 = col_character(),
##   X11 = col_character()
## )

## Warning: 1 parsing failure.
##  row                                       col expected                           actual                         file
## 4905 Average Value Weighted Returns -- Monthly a double Copyright 2020 Kenneth R. French '10_Industry_Portfolios.CSV'

head(ret.monthlydata)

## # A tibble: 6 x 11
##   `Average Value We~ X2    X3    X4    X5    X6    X7    X8    X9    X10   X11  
##                <dbl> <chr> <chr> <chr> <chr> <chr> <chr> <chr> <chr> <chr> <chr>
## 1                 NA NoDur Durbl Manuf Enrgy HiTec Telcm Shops Hlth  Utils Other
## 2             200001 -4.77 -0.87 -7.99 0.9   -4.71 -4.04 -11.~ 7.56  5.75  -4.64
## 3             200002 -6.19 -7.95 -4.24 -5.44 18.18 -3.59 -3.86 -2.88 -7.26 -6.98
## 4             200003 7.74  10.51 8.36  12.26 3.95  7.57  13.28 0.28  5.77  14.12
## 5             200004 -1.82 9.27  0.96  -1.98 -10.~ -7.9  -4.27 5.25  7.6   -3.41
## 6             200005 7.22  -13.~ -1.41 9.44  -10.~ -10.~ -2.7  3.94  3.9   3.46

str(ret.monthlydata)

## tibble [4,905 x 11] (S3: spec_tbl_df/tbl_df/tbl/data.frame)
##  $ Average Value Weighted Returns -- Monthly: num [1:4905] NA 2e+05 2e+05 2e+05 2e+05 ...
##  $ X2                                       : chr [1:4905] "NoDur" "-4.77" "-6.19" "7.74" ...
##  $ X3                                       : chr [1:4905] "Durbl" "-0.87" "-7.95" "10.51" ...
##  $ X4                                       : chr [1:4905] "Manuf" "-7.99" "-4.24" "8.36" ...
##  $ X5                                       : chr [1:4905] "Enrgy" "0.9" "-5.44" "12.26" ...
##  $ X6                                       : chr [1:4905] "HiTec" "-4.71" "18.18" "3.95" ...
##  $ X7                                       : chr [1:4905] "Telcm" "-4.04" "-3.59" "7.57" ...
##  $ X8                                       : chr [1:4905] "Shops" "-11.23" "-3.86" "13.28" ...
##  $ X9                                       : chr [1:4905] "Hlth" "7.56" "-2.88" "0.28" ...
##  $ X10                                      : chr [1:4905] "Utils" "5.75" "-7.26" "5.77" ...
##  $ X11                                      : chr [1:4905] "Other" "-4.64" "-6.98" "14.12" ...
##  - attr(*, "problems")= tibble [1 x 5] (S3: tbl_df/tbl/data.frame)
##   ..$ row     : int 4905
##   ..$ col     : chr "Average Value Weighted Returns -- Monthly"
##   ..$ expected: chr "a double"
##   ..$ actual  : chr "Copyright 2020 Kenneth R. French"
##   ..$ file    : chr "'10_Industry_Portfolios.CSV'"
##  - attr(*, "spec")=
##   .. cols(
##   ..   `Average Value Weighted Returns -- Monthly` = col_double(),
##   ..   X2 = col_character(),
##   ..   X3 = col_character(),
##   ..   X4 = col_character(),
##   ..   X5 = col_character(),
##   ..   X6 = col_character(),
##   ..   X7 = col_character(),
##   ..   X8 = col_character(),
##   ..   X9 = col_character(),
##   ..   X10 = col_character(),
##   ..   X11 = col_character()
##   .. )