[R-SIG-Finance] SMA & large n

[Joshua Ulrich]

After the call to to.monthly(), SPY only has 180 rows.  Quite simply,
you can't take a 377-period MA of a series that only has 180
observations.
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Tue, Sep 27, 2011 at 7:42 AM, Anna Dunietz <anna.dunietz at gmail.com> wrote:
> Hi List!
>
> I would like to calculate the 377-day simple moving average on closing
> prices using the SMA function, but an error is always returned:
>
>
>
> SMA(Cl(SPY),n=377)Error in runSum(x, n) : Invalid 'n'
>
>
>
> Here is some code in order for you to quickly reproduce what I am doing:
>
>
>
> getSymbols("SPY", from='1995-01-01', to='2010-01-01',
> index.class=c("POSIXt","POSIXct"))
>
> SPY = to.monthly(SPY, indexAt='endof')
>
> mysma<-SMA(Cl(SPY),n=377)
>
>
>
> Thank you very much!
>
>
>
> Anna
>
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>
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