Convert data into zoo object using Performance analytics package

Fri, Sep 22, 2017 3:16 AM

Hi

From: Upananda Pani [mailto:upananda.pani at gmail.com]
Sent: Friday, September 22, 2017 11:53 AM
To: PIKAL Petr <petr.pikal at precheza.cz>
Cc: r-help <r-help at r-project.org>; Gabor Grothendieck <ggrothendieck at gmail.com>
Subject: Re: [R] Convert data into zoo object using Performance analytics package

Dear All,

Thanks a lot for your help. Would you please let me know if i want to read a csv file as

No, you probably need to read R basics (R-intro). I had no problem using Gabor?s code version 1 for reading directly. You obviously lack basic understanding how R works with objects.

Cheers
Petr

zoo object from my local file rather than directly from the website, how to do that?

library(zoo)
u  <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
fmt <- "%m/%d/%Y"

With sincere regards,
Upananda Pani

On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr <petr.pikal at precheza.cz<mailto:petr.pikal at precheza.cz>> wrote:

Hi

Gabor's code works as expeceted without error.
What is "u" in your case?

Cheers
Petr

-----Original Message-----
From: R-help [mailto:r-help-bounces at r-project.org<mailto:r-help-bounces at r-project.org>] On Behalf Of Upananda
Pani
Sent: Wednesday, September 20, 2017 11:06 AM
To: Gabor Grothendieck <ggrothendieck at gmail.com<mailto:ggrothendieck at gmail.com>>
Cc: r-help <r-help at r-project.org<mailto:r-help at r-project.org>>
Subject: Re: [R] Convert data into zoo object using Performance analytics
package

Dear Sir,

Thanks for your mail and help. I got this error while trying to run your code.

sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in
read.table(file = file, header = header, sep = sep, quote = quote,
 :
  'file' must be a character string or connection

Thanks and Regards,
Upananda Pani

On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at gmail.com<mailto:upananda.pani at gmail.com>>
wrote:

Dear Sir,

Thanks for your mail and help. I got this error while trying to run
your code.

sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in
read.table(file = file, header = header, sep = sep, quote = quote,  :
  'file' must be a character string or connection

Thanks and Regards,
Upananda Pani

On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck <
ggrothendieck at gmail.com<mailto:ggrothendieck at gmail.com>> wrote:

Depending on how you created df maybe your code has the column names
wrong.  In any case these 4 alternatives all work.  Start a fresh R
session and then copy and paste this into it.

library(zoo)
u  <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
fmt <- "%m/%d/%Y"

# 1
sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)

# 2
df <- read.csv(u)
sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt)

# 3
df <- read.csv(u)
names(head(df))
## [1] "Date"      "Adj.Close"
sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt))

# 4
df <- read.csv(u)
sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt))

On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani
<upananda.pani at gmail.com<mailto:upananda.pani at gmail.com>>
wrote:

Dear All,

While i am trying convert data frame object to zoo object I am
getting numeric(0) error in performance analytics package.

The source code i am using from this website to learn r in finance:
https://faculty.washington.edu/ezivot/econ424/returnCalculations.r

# create zoo objects from data.frame objects dates.sbux =
as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft =
as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z =
zoo(x=sbux.df$Adj.Close, order.by<http://order.by>=dates.sbux) msft.z =
zoo(x=msft.df$Adj.Close, order.by<http://order.by>=dates.msft)
class(sbux.z)
head(sbux.z)

head(sbux.z)

Data:
numeric(0)

I will be grateful if anybody would like to guide me where i am
making

the

mistake.

With best regards,
Upananda Pani


--


You may delay, but time will not.


Research Scholar
alternative mail id: upani at iitkgp.ac.in<mailto:upani at iitkgp.ac.in> Department of HSS, IIT KGP
KGP

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______________________________________________
R-help at r-project.org<mailto:R-help at r-project.org> mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

________________________________



You may delay, but time will not.


Research Scholar
alternative mail id: upani at iitkgp.ac.in<mailto:upani at iitkgp.ac.in>
Department of HSS, IIT KGP
KGP

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Convert data into zoo object using Performance analytics package

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