[tech-spec] Re: Yahoo!

  • From: James Sogi <jsogi@xxxxxxxxxxxxx>
  • To: tech-spec@xxxxxxxxxxxxx
  • Date: Thu, 21 Oct 2004 11:45:46 -1000

Dirk Eddelbuettel wrote:

> How about this:
>
>>library(its)                          # its is a mots useful package
>>VIX <- priceIts("^VIX")
>>SPX <- priceIts("^GSPC")
>>jointData <- intersect(VIX, SPX)      
>>summary(lm(X.GSPC.Close ~ X.VIX.Close, 
>>data=data.frame(core(diff(jointData)))))    
>>
Wow, very slick.

BBands wrote:

Attached please find three files:
BBchart.R
priceIts2.R
BB.R
See humanize-mime in the list configuration.

Excited about the files, but wondering how to get them. They didn't come thru 
my Mozilla Tbird. 

Thanks all for your work on this. 

Jim




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