Periksa keanehan

Mengimpor dan Mengelola Data Keuangan di R

Joshua Ulrich

Quantitative Analyst & quantmod Co-Author and Maintainer

Visualisasikan data

getSymbols("DGS10", src = "FRED")

"DGS10"

treasury_10 <- DGS10["1982-02"]
plot(treasury_10, main = "10-Year Constant Maturity Treasury Rate")

Tangani nilai hilang

# Isi NA dengan observasi terakhir (LOCF)
locf <- na.locf(treasury_10)

# Isi NA dengan interpolasi linear
approx <- na.approx(treasury_10)

# Isi NA dengan interpolasi spline
spline <- na.spline(treasury_10)

# Gabungkan menjadi satu objek
na_filled <- merge(locf, approx, spline)

# Plot objek gabungan
plot(na_filled, col = c("black", "red", "green"), 
     main = "Bandingkan Metode Interpolasi")

Tangani nilai hilang

Visualisasikan data

getSymbols("MSFT", from = "2004-07-01", to = "2004-12-31", src = "google")

"MSFT"

plot(Cl(MSFT), main = "Microsoft (Google Finance)")

Visualisasikan data

getSymbols("MSFT", from = "2004-07-01", to = "2004-12-31", src = "google")

"MSFT"

plot(Cl(MSFT), main = "Microsoft (Google Finance)")

Saling rujuk sumber

getSymbols("MSFT", from = "2004-07-01", to = "2004-12-31")

"MSFT"

plot(Cl(MSFT), main = "Microsoft (Yahoo Finance)")

Saling rujuk sumber

getSymbols("MSFT", from = "2004-07-01", to = "2004-12-31")

"MSFT"

plot(Ad(MSFT), main = "Microsoft (Yahoo Finance-Adjusted)")

Saling rujuk sumber

getSymbols("MSFT", from = "2004-07-01", to = "2004-12-31")

"MSFT"

plot(Ad(MSFT), main = "Microsoft (Yahoo Finance—Adjusted)")

Contoh stock split

MSFT melakukan stock split 2-untuk-1

Contoh dividen saham

MSFT membagikan dividen $3 per saham

Perbedaan sumber data

Yahoo Finance:
- Harga OHLC mentah
- Harga penutupan disesuaikan split & dividen
Google Finance:
- Harga OHLC disesuaikan split

Ayo berlatih!

Mengimpor dan Mengelola Data Keuangan di R