【发布时间】:2019-08-03 18:41:12
【问题描述】:
我创建了一个博客,尝试应用 ARIMA 模型。每个块都包含数据准备中的一个步骤。最后一步是绘制数据。但是,我不能在我的生命中获取最后一个块来使用以前块中的数据。
我在全局和本地都尝试过 cache=TRUE。我已经尝试过 ref.label 和依赖。不管它不起作用。源代码不包含任何 CACHE 命令,但我已经尝试过。
```{r packages, message=FALSE}
library(quantmod)
library(tseries)
library(timeSeries)
library(forecast)
library(xts)
```
### Data Preparation
Time to pull the data. This line of code pulls daily prices including volume.
```{r pull, message=FALSE, eval=FALSE}
getSymbols('DANSKE.CO', from='2014-08-01', to='2019-08-01', src = 'yahoo')
```
I'm only going to use the adjusted close price. I simply reassign the Dansk Bank variable to only contain the adjusted close data.
```{r clean, message=FALSE, eval=FALSE}
DANSKE.CO <- DANSKE.CO[,4]
```
Next I'm transforming the prices by taking the log. This can help achieve lower variance before the differencing. Furthermore, much finance litterature often assumes prices are log-normal distributed and I'm no position to question the status quo right now.
```{r log, message=FALSE, eval=FALSE}
DANSKE.CO <- log(DANSKE.CO)
```
Finally I'm interested in the log-returns not log-price.
```{r returns, message=FALSE, eval=FALSE}
DANSKE.CO <- diff(DANSKE.CO, lag=1)
DANSKE.CO <- DANSKE.CO[!is.na(DANSKE.CO)] #Removes the first row since it does not contain the daily return.
```
Alright. Let's look at the data.
```{r plot_data, echo=FALSE, message=FALSE}
plot(DANSKE.CO, main='Danske Bank')
```
Error in plot(DANSKE.CO, main = "Danske Bank") :
object 'DANSKE.CO' was not found
Call: local ... withCallingHandlers -> withVisible -> eval -> eval -> plot
【问题讨论】:
-
您究竟在哪里创建 DANSKE.CO 作为 R 的 .GlobalEnv 中的对象?另外,您到处都有 eval = FALSE。
-
我添加 eval = FALSE 是罪魁祸首。谢谢!
标签: r r-markdown knitr