I would like to mention the nice free tutorial on time series objects in R

by the Rmetrics folks, available here

http://www.rmetrics.org/ebooksThere's lots of good stuff in this tutorial on both zoo, xts, timeSeries and

timeDate objects.

ez

-----Original Message-----

From:

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[mailto:

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Barr

Sent: Wednesday, December 23, 2009 4:51 PM

To:

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Subject: [R-SIG-Finance] general zoo tutorial available?

Hello,

I am working on a dataset of some intraday data. I haven't used R for this

too much, so I have a few general questions.

1) What is the best way to structure the data? The CSV is from WRDS, ordered

by symbol and then by datetime. Should I dump this into 1 zoo object, or

have one zoo object per symbol?

2) The questions I would initially like to look at are:

for a given [minute, 2 minute interval, hour, etc], what was the total

volume, average volume, average price, etc. What is a good reference for

learning how to do these kinds of things?

3) What is the best way to plot these time series?

Thanks,

-stephen

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