異常をチェックする

Rで学ぶ金融データのインポートと管理

Joshua Ulrich

Quantitative Analyst & quantmod Co-Author and Maintainer

データを可視化する

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

"DGS10"

treasury_10 <- DGS10["1982-02"]
plot(treasury_10, main = "10年物金利（定常満期利回り）")

# 直前の値でNAを補完
locf <- na.locf(treasury_10)

# 直線補間でNAを補完
approx <- na.approx(treasury_10)

# スプライン補間でNAを補完
spline <- na.spline(treasury_10)

# 1つに結合
na_filled <- merge(locf, approx, spline)

# 合成オブジェクトをプロット
plot(na_filled, col = c("black", "red", "green"), 
     main = "補間法の比較")

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

"MSFT"

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

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

"MSFT"

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

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

"MSFT"

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

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

"MSFT"

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

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

"MSFT"

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

Rで学ぶ金融データのインポートと管理