R version 2.9.2 (2009-08-24)
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ISBN 3-900051-07-0
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>
>
> # Read in Dow Jones historical data
> # saved from http://finance.yahoo.com/q/hp?a=&b=&c=&d=8&e=22&f=2009&g=d&s=^DJI
>
> dji = read.table("http://www-stat.stanford.edu/~jtaylo/courses/stats202/data/dowjones.csv", sep=',', header=T)
>
> # the data has several columns -- we can see them with this
>
> names(dji)
[1] "Date" "Open" "High" "Low" "Close" "Volume"
[7] "Adj.Close"
>
> # the column Date represents the day, but
> # R has to be told its a time
>
> print(class(dji$Date))
[1] "factor"
>
> # This little bit of code tells R to interpret it like a date
>
> djiDate = strptime(dji$Date, format="%Y-%m-%d")
>
> # its class is different: POSIX is a standard used to represent
> # time in a computer
>
> print(class(djiDate))
[1] "POSIXt" "POSIXlt"
>
> # plot the closing price as a red line, starting from
> # 01/01/2006, which happens to be the 946th entry
>
> day1 = strptime("2006-01-01", format="%Y-%m-%d")
> djisubset = (djiDate > day1)
>
> plot(djiDate[djisubset], dji$Close[djisubset], type='l', col='red')
>
> # Let's add in the S&P500 as a blue line
>
> sp = read.table("http://www-stat.stanford.edu/~jtaylo/courses/stats202/data/spx500.csv", sep=',', header=T)
>
> spDate = strptime(sp$Date, format='%Y-%m-%d')
> spsubset = (spDate > day1)
>
>
>
> # we have to replot because the scales are different
>
> plot(djiDate[djisubset], dji$Close[djisubset], type='l', col='red', ylim=c(0,14500))
> lines(spDate[spsubset], sp$Close[spsubset], col='blue')
>
>
>
>
> # better
> par(mfrow=c(2,1))
>
> plot(djiDate[djisubset], dji$Close[djisubset], type='l', col='red', ylab='Dow Jones close')
> plot(spDate[spsubset], sp$Close[spsubset], col='blue', type='l', ylab='S&P 500 close')
>
>
>
>
> proc.time()
user system elapsed
2.940 1.908 5.866
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