require(tseries) require(zoo) ibm <- get.hist.quote("ibm",start="1998-01-01",quote="AdjClose") fom <-function(x) as.Date(sub("..$","01",format(x))) ibmm <- aggregate(ibm,fom(time(ibm)),head,1) spc <- get.hist.quote("^gspc",start="1998-01-01",quote="Close") spcm <- aggregate(spc,fom(time(spc)),head,1) plot(coredata(merge(spcm,ibmm))) f <- lm(ibmm ~ spcm) abline(f) summary(f)