Adding dates to time series
On Sun, May 15, 2011 at 2:42 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
Hi there, I have a spreadsheet in excel which consists of first column ?of dates and then subsequent columns that refer to prices of different securities on those dates. (the first row contains each series name) I saved the excel file as type csv and then imported to excel using prices=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Option prices.csv",header = TRUE, sep = ",") This creates the correct time series data x<-ts(prices[,2]) but does not have the dates attached. However the dates refer to working days. So although in general they represent Monday-Friday this is not always the case because of holidays etc. How then can I create a time series where the dates are read in from the first column of the csv file? I can not find an example in R documentation where this is done?
Lines <- "time,s 2003-01-01,1.4292491 2003-02-01,-1.0713998 2003-03-01,-0.4738791" library(zoo) # F <- "C:/Documents and Settings/Hugh/My Documents/PhD/Option prices.csv" # z <- read.zoo(F, header = TRUE, sep = ",") # in reality we would read from the file as shown in the comments above # but here we do it this way so we can just copy it and paste it # verbatim into the R session z <- read.zoo(textConnection(Lines), header = TRUE, sep = ",") If you want xts then: library(xts) x <- as.xts(z) Note that ts is not good for dates so use zoo or xts. See ?read.zoo in the zoo package.
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