Question

I am trying to use the code on the quantmod website for a 3d graph. I followed the instructions and entered the year as 2010 (since 2008 link was not found). However, when I enter this command at the R prompt:

 chartSeries3d0(TR)

I get the following error:

Error in if (on == "years") { : missing value where TRUE/FALSE needed

I am relatively new to R, so can anyone help me fix it.

Was it helpful?

Solution

The Treasury has re-designed its website since that example was created, so the code is not downloading any data (no matter what year you enter). Instead of using the getUSTreasuries function, you can just pull the data from FRED.

library(quantmod)
source("http://www.quantmod.com/examples/chartSeries3d/chartSeries3d.alpha.R")

getSymbols("DGS1MO;DGS3MO;DGS6MO;DGS1;DGS2;DGS3;DGS5;DGS7;DGS10;DGS20;DGS30",
  src="FRED")
TR <- merge(DGS1MO,DGS3MO,DGS6MO,DGS1,DGS2,DGS3,DGS5,
  DGS7,DGS10,DGS20,DGS30, all=FALSE)
colnames(TR) <- c("1mo","3mo","6mo","1yr","2yr","3yr","5yr",
  "7yr","10yr","20yr","30yr")
TR <- na.locf(TR)

chartSeries3d0(TR["2011"])
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