Question

我正在尝试创建一个具有计算回报的同等加权投资组合。代码如下：

library(quantmod)    # Quant Package
getSymbols("FB", src = "yahoo", from = as.Date("2015-08-01"), to = Sys.Date())
getSymbols("GOOG", src = "yahoo", from = as.Date("2015-08-01"), to = Sys.Date())
getSymbols("NVDA", src = "yahoo", from = as.Date("2015-08-01"), to = Sys.Date())
getSymbols("AAPL", src = "yahoo", from = as.Date("2015-08-01"), to = Sys.Date())
getSymbols("ADBE", src = "yahoo", from = as.Date("2015-08-01"), to = Sys.Date())

    Calculate monthly returns for all stocks, saving the retrun value in a new table.
FBM <- periodReturn(FB,period = "monthly", type = 'log')
GOOGM <- periodReturn(GOOG,period = "monthly", type = 'log')
NVDAM <- periodReturn(NVDA,period = "monthly", type = 'log')
AAPLM <- periodReturn(AAPL,period = "monthly", type = 'log')
ADBEM <- periodReturn(ADBE,period = "monthly", type = 'log')
returns = c(cbind(FBM,GOOGM,NVDAM,AAPLM,ADBEM))
combo <- combn(returns, 2)

我收到错误：

[.xts（x，a）：下标超出范围
时出错

欢迎任何想法。感谢

以下是来自GOOGM的periodReturn的数据。感谢

       monthly.returns
2015-08-31     -0.01133787
2015-09-30     -0.01589974
2015-10-30      0.16828838
2015-11-30      0.04472359
2015-12-31      0.02192301
2016-01-29     -0.02099145
2016-02-29     -0.06081162
2016-03-31      0.06761539
2016-04-29     -0.06972280
2016-05-31      0.06162965
2016-06-30     -0.05928886
2016-07-29      0.11080769
2016-08-12      0.01876975

以下是dput的输出（返回）

code 结构（C（-0.0448260333966131，0.00524176736642552，0.125980698458425，0.0220172514471565，0.00402112553295915，0.0696550676018572，-0.0482912341997693，0.064994366774402，0.0300437306442582，0.0104065916527918，-0.0388739930244611，0.081146025058667，0.0034634241164204，-0.011402638597028，-0.0160275013881256，0.155539757009479，0.0437523474012208，0.0216861592938289，-0.021214904863745，-0.0627391996243569 ，0.0654275539119852，-0.072272674611784，0.0598051286153989，-0.0611191529746793，0.105087402500263，0.0143606721205456，0.111408771514427，0.0921508754632087，0.140555383580562，0.111615081171534，0.0383473094606691，-0.118048479720478，0.068287032388975，0.127654780314019，-0.00281062579627476，0.273794978036375，0.00618794256781762，0.194443779143795，0.0685258132039462，-0.0746525787979054，-0.0220577305246918，0.0801124179135596 ，-0.0100925750279684， -0.116790297417394，-0.0782235356139711，-0.0066999581321132,0.119746111370794，-0.150731145391962，0.0632442439275321，-0.0435964159496294，0.0862352852714747，0.0469561214715119，-0.0449220162675337，0.045408646444493，0.0754102808008575，0.031092832863087，0.0267545945928666，-0.0525603574051095，-0.0456815138872653，0.0967504573984614，0.00446759589023177，0.054223617332252，-0.0376977953833015， 0.0213795902453539,0.0186277507978641）,. Dim = c（13L，5L）,. Dimnames = list（NULL，c（＆＃34; monthly.returns＆＃34;，＆＃34; monthly.returns.1＆＃34;，＆## 34; monthly.returns.2＆＃34;，＆＃34; monthly.returns.3＆＃34;，＆＃34; monthly.returns.4＆＃34;）），index = structure（c（1440979200,1443571200,1446163200），1448841600,1451520000,1454025600,1456704000,1459382400,1461888000,1464652800,1467244800,1469750400,1471392000），tzone =＆＃34; UTC＆＃34;，tclass =＆＃34;日期＆＃34;），。indexTZ =＆＃ 34; UTC＆＃34;，class = c（＆＃34; xts＆＃34;，＆＃34; zoo＆＃34;）,. indexCLASS =＆＃34; Date＆＃34;，tclass =＆＃34; Date＆＃ 34;，tzone =＆＃34; UTC＆＃34;） code

使用combn时出错的下标超出范围

0 个答案: