use spline() instead of approx()

this is the sequel of the previous entry.

use spline()

> spline(seq(1,74,1),as.vector(SP5.result[,2]),n=220)

merge with the actual data. dont' forget suffixes parameter.

> colnames(merge(to.monthly(GSPC)["::2018-06-30"],last(spline(seq(1,74,1),as.vector(SP5.result[,2]),n=220)$y,n=138),suffixes=c('','spline')))
[1] "GSPC.Open"     "GSPC.High"     "GSPC.Low"      "GSPC.Close"    "GSPC.Volume"   "GSPC.Adjusted" "spline"   

below will get only "$spline" column.

> merge(to.monthly(GSPC)["::2018-06-30"],last(spline(seq(1,74,1),as.vector(SP5.result[,2]),n=220)$y,n=138),suffixes=c('','spline'))$spline

get monthlyReturn() values and plot them by plot.xts(). need the further investigation of methods available in spline(). use 'grid.ticks.on' parameter.


plot(monthlyReturn(merge(to.monthly(GSPC)["::2018-06-30"],last(spline(seq(1,74,1),as.vector(SP5.result[,2]),n=220,method="fmm")$y,n=138),suffixes=c('','spline'))$spline),type='h',grid.ticks.on='months')