#R 3.4.1

require(quantmod) # download financial data

spc <- new.env()
dax <- new.env()
nasdaq <- new.env()

setDefaults(getSymbols,src="yahoo")     # daily stock prices: Open, High, Low, Close
getSymbols("^GSPC", env = spc, from = "1995-01-01", to = "2014-07-18", return.class = "xts")
# to = "2006-12-31")
getSymbols("^GDAXI", env = dax, from = "1995-01-01", to = "2014-07-18", return.class = "xts")
getSymbols("^NDX", env = nasdaq, from = "1995-01-01", to = "2014-07-18", return.class = "xts")
# read in series are of xts type,  plot is different for xts and ts

## series are of class xts  (plot for xts =/= for ts)

y <- merge(spc$GSPC[,4], dax$GDAXI[,4], nasdaq$NDX[,4], all = F) # Close values
r <- diff(log(y))     # diff preserves the time-structure of y

timeframe <- time(y)[-1] # time line of y (without first Index, as this is NA for returns)
r <- r[timeframe,]

before <- timeframe[timeframe < as.Date("2001-09-11")]
after  <- timeframe[timeframe > as.Date("2001-09-11")]

rb <- r[before,]
ra <- r[after,]

plot(rb[,1])