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 monthly
df_FTSE_monthly <- df_FTSE_daily %>%
  mutate(ref_month = format(ref.date, '%Y-%m-01')) %>%
  group_by(ref_month) %>%
  summarise_all(last)

print(df_FTSE_monthly)

# none
my_answers <- rep(NA, 5)

Question

Use the same daily data as the FTSE and reconstruct the data at the monthly frequency, again using the last observation of the period.

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.