在R中的TSERIES模块中有get.hist.quote()命令,可以从雅虎或oanda读取股指序列,那么在S-PLUS中是否可以?
R中的程序示例:
#get data from yahoo and oanda
library(tseries)
sp500<-get.hist.quote(instrument='^gspc',start='2000-01-01',end='2007-12-31',quote=c ('Close'),provider='yahoo',retclass='zoo',quiet=FALSE,drop=FALSE)
#transform the data into D:/realdata/sp500.csv
write.table(sp500,file='D:/realdata/sp500.csv',sep=',',row.names=F)