Assuming that ticker1 and ticker2 are the strings containing the symbol,

aka "AAPL", then:

stock1 = getSymbols(ticker1, src="yahoo", from= '2005-06-01', to

='2012-06-21', auto.assign=FALSE)

Before computing the ratio, I'd merge them first:

mm = merge( Op(stock1), Op(stock2), all=FALSE )

ratio = mm[,1]/mm[,2]

You may want to check the docs for getSymbols, merge, Op. ;)

Hope this helps,

Ivan

On Fri, Apr 19, 2013 at 6:32 PM, Yitao Zhang <

[hidden email]> wrote:

> Hey guys,

>

> I'm trying to write a function that will tell me if a pair of stocks are

> stationary. However, I'm having some trouble with both using the getSymbol

> function and with using the output to generate a ratio. This is my code

>

> correlation_check=function(ticker1,ticker2) {

> stock1=getSymbols(toString(ticker1), src="yahoo", from=

> '2005-6-01', to ='2012-6-21')

> stock2=getSymbols(toString(ticker2), src="yahoo", from=

> '2005-6-01', to ='2012-6-21')

>

> ratio=(toString(stock1)$toString(stock1).Open)/(toString(stock2)$toString(stock2).Open)

> return=adf.test(ratio)

> }

>

> The function is supposed to return whether the 2 ratio of the 2 stock

> prices are stationary.

>

> Problem 1: getSymbol requires the symbol to be entered as e.g "COKE". How

> can I run the ticker1/ticker2 into the function?

>

> Problem 2: If getSymbol works, stock2's class becomes a character. How do

> I get a column within the ticker for each stock for a ratio?

>

> Thanks so much!

>

> --

> Yitao Zhang

> Stanford University '14

> B.A. in Economics

> (650)-391-6966 |

[hidden email]
>

>

>

>

> [[alternative HTML version deleted]]

>

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