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XTS dates from various sources. Using R to Calculate Beta

I am a little new to R. I assume that my mistake will be trivial for experienced ones.

I am trying to write an R program that will calculate beta for a number of stocks. Stock symbols are read from Input.csv, and data is loaded from yahoo. The code then performs a beta calculation cycle for each stock and outputs csv, summing the regressions.

I got a code to work when a one-time risk rate was accepted for all periods, but I believe that I may need to use the actual risk-free interest rate in each month to normalize excess income. I am having problems with this step. Xts successfully loads from FRED (GS20), but when revenue is deducted from security and market returns, it generates zero-length xts. This kills the program.

I believe this could be because dates are in different formats between FRED and Yahoo. I noticed that the getSymbols command ignores dates from-to. Any help would be appreciated.

require(PerformanceAnalytics)
require(quantmod)
require(car)

setwd("R Projects/Beta Test")

proxy <- read.csv("Input.csv",header=FALSE)[,1]
summary <- as.data.frame(matrix(0, ncol = 5, nrow = 0))

mar <- getSymbols("^GSPC", src = "yahoo", from = as.Date("2006-01-01"),
                  to = as.Date("2011-12-31"),auto.assign=FALSE)
riskFree <- getSymbols("GS20", src = "FRED", from = as.Date("2006-12-01"),
                       to = as.Date("2011-12-31"),auto.assign=FALSE)

for (n in proxy){

    sec <- getSymbols(n, src = "yahoo", from = as.Date("2006-01-01"),
                      to = as.Date("2011-12-31"),auto.assign=FALSE)

    #Monthly Returns
    #ERROR PRODUCED HERE
    sec.xsmonthly <- monthlyReturn(to.monthly(sec),type="log") - riskFree
    mar.xsmonthly <- monthlyReturn(to.monthly(mar),type="log") - riskFree

    sec.reg <- lm(sec.xsweekly ~ mar.xsmonthly + lag(mar.xsmonthly,-1))

    summary[n,1] <- coef(sec.reg)[1]
    summary[n,2] <- coef(sec.reg)[2]
    summary[n,3] <- coef(sec.reg)[3]
    summary[n,5]<-summary(sec.reg)$r.squared
}

summary[,4] <- summary[,2]+summary[,3]

colnames(summary) <- c("Alpha","Beta","Beta-Lag","Sum Beta","R-Squared")
write.csv(summary,file="output.csv")
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1 answer

, getSymbols.FRED from to, FRED . , FRED , to.monthly . - to.monthly riskFree :

mar <- getSymbols("^GSPC", from="2006-01-01", to="2011-12-31", auto.assign=FALSE)
riskFree <- getSymbols("GS20", src="FRED", auto.assign=FALSE)

riskFree <- Cl(to.monthly(riskFree))
mar.xsmonthly <- monthlyReturn(to.monthly(mar),type="log") - riskFree
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