In msperlin/afedR: Data and Functions for Book "Analyzing Financial and Economical Data with R"

library(BatchGetSymbols)

ticker <- '^FTSE'

first_date <- '2010-01-01'
last_date <- '2021-01-01'

df_FTSE_daily <- BatchGetSymbols(tickers = ticker, 
                            first.date = first_date,
                            last.date = last_date)[[2]]

# change from daily to annual
df_FTSE_yearly <- df_FTSE_daily %>%
  mutate(ref_year = lubridate::year(ref.date)) %>%
  group_by(ref_year) %>%
  summarise_all(.funs = last)

print(df_FTSE_yearly)

# none
my_answers <- rep(NA, 5)

Question

Use the BatchGetSymbols::BatchGetSymbols function to import the prices of the FTSE index ('^ FTSE') from r first_date to r last_date. Then, reconstruct the data at the annual frequency, defining each year's value as the last observation of the period. Tip: see the dplyr::summary_all function for a functional way to aggregate all the columns of a dataframe.

Solution

Meta-information

extype: string exsolution: r mchoice2string(c(TRUE, FALSE, FALSE, FALSE, FALSE), single = TRUE) exname: "function 01" exshuffle: TRUE

msperlin/afedR documentation built on Sept. 11, 2022, 9:49 a.m.