Importing Excel/Openoffice Dates into R

I am puzzled: `csv' means `comma-separated values' and those files have no 
commas in them.  You could use

A <- read.table("cboevix.csv")
B <- read.table("yenv.csv")

which looks better.  You can then merge the two dfs by

 

(AB <- merge(A, B, by="row.names", all=T))
   

  Row.names   VIX YENV
1   1/1/1999 24.42 19.5
2  1/11/1999 25.46 21.6
3  1/12/1999 28.10 20.9
4  1/14/1999 32.98 19.3
5   1/4/1999 26.17 22.2
6   1/5/1999 24.46 23.2
7   1/6/1999 23.34 21.0
8   1/7/1999 24.37 20.2
9   1/8/1999 23.28   NA
10 1/13/1999    NA 19.1

and then convert to R's date format by 

Date <- as.POSIXct(strptime(as.character(AB$Row.names), "%m/%d/%Y"))
row.names(AB) <- Date
AB <- AB[sort.list(Date),-1]
AB
            VIX YENV
1999-01-01 24.42 19.5
1999-01-04 26.17 22.2
1999-01-05 24.46 23.2
1999-01-06 23.34 21.0
1999-01-07 24.37 20.2
1999-01-08 23.28   NA
1999-01-11 25.46 21.6
1999-01-12 28.10 20.9
1999-01-13    NA 19.1
1999-01-14 32.98 19.3

Second, as ts.union is not part of tseries, and is for regular time series
I don't see how you hoped to use it.  You could for example use

irts(row.names(AB), as.matrix(AB))

to create an object of class "irts", or you could use the `its' package
from CRAN (which is what I would use).



On Fri, 2 Jan 2004, Ashley Davies wrote:

 

Hi,

I would like to import some daily financial data from excel via csv. 
More specifically, I would like to be able to use the ts.union function 
from the tseries library as the dates are irregular and I need to line 
up the dates so that I can place all the variables into one data frame.

The trouble is, how do I import the dates from excel into R? At the 
moment I'm just importing the data via read.csv, but I don't know how to 
bring the dates in as well.

Example: Here are two csv files.  The first file is missing Jan 13th and 
 the second is missing the 8th.

file 1: cboevix.csv
          VIX
1/1/1999	24.42
1/4/1999	26.17
1/5/1999	24.46
1/6/1999	23.34
1/7/1999	24.37
1/8/1999	23.28
1/11/1999	25.46
1/12/1999	28.1
1/14/1999	32.98

file 2: yenv.csv

	YENV
1/1/1999	19.5
1/4/1999	22.2
1/5/1999	23.2
1/6/1999	21
1/7/1999	20.2
1/11/1999	21.6
1/12/1999	20.9
1/13/1999	19.1
1/14/1999	19.3

# Read the files in via read.csv
A<-read.csv("cboevix.csv",skip=1,header=FALSE)
B<-read.csv("yenv.csv",skip=1,header=FALSE)

#define variables
VIX<-A$V2
YENV<-B$V2

# MISSING STEP!
#apply dates from original csv files to the variables.
#the dates are stilling sitting in A$V1 and B$V1
#how do I apply them to VIX and YENV?
#????

#use ts.union function to line up the dates and create data frame 
#"vixyen" with lined up data

vixyen<-ts.union(VIX,YENV)

Can anyone help me fill in those missing steps?  Thanks very much!

Cheers,