rm(list = ls())
setwd(dirname(rstudioapi::getActiveDocumentContext()$path))
# packages used
listofpackages <- c("ggplot2", "dplyr", "magrittr", "readr", "tidyverse", "readxl", "urca", "tseries", "rvest","xlsx",
"xts", "zoo", "dynlm", "magrittr", "quantmod","PerformanceAnalytics", "fPortfolio", "timeSeries", "dygraphs", "writexl")
for (j in listofpackages){
if(sum(installed.packages()[, 1] == j) == 0) {
install.packages(j)
}
library(j, character.only = T)
}
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1990-01-01",
to = "2022-12-11",
periodicity ="monthly")
tickers <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT',
'TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','^DJI') #,'^GSPC',,'^IRX')
#download the historical prices
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1990-01-01",
to = "2022-12-11",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],
TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
colnames(stocks) <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT',
'TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI')
View(stocks)
tickers <- c('AXP')
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1963-07-31",
to = "2022-12-31",
periodicity ="monthly")
rm(list = ls())
setwd(dirname(rstudioapi::getActiveDocumentContext()$path))
# packages used
listofpackages <- c("ggplot2", "dplyr", "magrittr", "readr", "tidyverse", "readxl", "urca", "tseries", "rvest","xlsx",
"xts", "zoo", "dynlm", "magrittr", "quantmod","PerformanceAnalytics", "fPortfolio", "timeSeries", "dygraphs", "writexl")
for (j in listofpackages){
if(sum(installed.packages()[, 1] == j) == 0) {
install.packages(j)
}
library(j, character.only = T)
}
# 30 components of Dow Jones in January 2023
tickers <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT',
'TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','^DJI') #,'^GSPC',,'^IRX')
#download the historical prices
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1985-01-31",
to = "2022-12-31",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],
TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
colnames(stocks) <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT',
'TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI')
write.xlsx(as.data.frame(stocks_quarterly), "2022_monthly_stocks.xlsx", row.names = TRUE)
View(stocks)
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1985-01-30",
to = "2022-12-31",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],
TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
View(stocks)
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1985-01-01",
to = "2022-12-31",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],
TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
colnames(stocks) <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT',
'TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI')
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1985-01-01",
to = "2022-12-01",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],
TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
colnames(stocks) <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT',
'TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI')
write.xlsx(as.data.frame(stocks_quarterly), "2022_monthly_stocks.xlsx", row.names = TRUE)
View(stocks)
write.xlsx(as.data.frame(stocks), "2022_monthly_stocks.xlsx", row.names = TRUE)
View(DJI)
tickers <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT','NKE',
'PG','TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','^DJUS') #,'^GSPC',,'^IRX')
#download the historical prices
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1985-01-01",
to = "2022-12-01",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],NKE[,6],
PG[,6],TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
rm(list = ls())
setwd(dirname(rstudioapi::getActiveDocumentContext()$path))
# packages used
listofpackages <- c("ggplot2", "dplyr", "magrittr", "readr", "tidyverse", "readxl", "urca", "tseries", "rvest","xlsx",
"xts", "zoo", "dynlm", "magrittr", "quantmod","PerformanceAnalytics", "fPortfolio", "timeSeries", "dygraphs", "writexl")
for (j in listofpackages){
if(sum(installed.packages()[, 1] == j) == 0) {
install.packages(j)
}
library(j, character.only = T)
}
# 30 components of Dow Jones in January 2023
tickers <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT','NKE',
'PG','TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','^DJI') #,'^GSPC',,'^IRX')
#download the historical prices
getSymbols.yahoo(tickers,
env = globalenv(),
index.class ='Date',
from = "1985-01-01",
to = "2022-12-01",
periodicity ="monthly")
stocks = merge(AXP[,6],AMGN[,6],AAPL[,6],BA[,6],CAT[,6],CSCO[,6],CVX[,6],GS[,6],HD[,6],HON[,6],
IBM[,6],INTC[,6],JNJ[,6],KO[,6],JPM[,6],MCD[,6],MMM[,6],MRK[,6],MSFT[,6],NKE[,6],
PG[,6],TRV[,6],UNH[,6],CRM[,6],VZ[,6],V[,6],WBA[,6],WMT[,6],DIS[,6],DOW[,6],DJI[,6])
colnames(stocks) <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT','NKE',
'PG','TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI')
write.xlsx(as.data.frame(stocks), "2022_monthly_stocks.xlsx", row.names = TRUE)
rm(list = c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT','NKE',
'PG','TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI'))
# Quarterly
stocks_quarterly = to.quarterly(stocks$AXP)[,4]
for(i in 2:ncol(stocks)){
x = to.quarterly(stocks[, i])[,4]
stocks_quarterly = merge(stocks_quarterly, x)
}
colnames(stocks_quarterly) <- c('AXP','AMGN','AAPL','BA','CAT','CSCO','CVX','GS','HD','HON',
'IBM','INTC','JNJ','KO','JPM','MCD','MMM','MRK','MSFT','NKE',
'PG','TRV','UNH','CRM','VZ','V','WBA','WMT','DIS','DOW','DJI')
write.xlsx(as.data.frame(stocks_quarterly), "2022_quarterly_stocks.xlsx", row.names = TRUE)
