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 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> 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] On Behalf Of Upananda Pani Sent: Wednesday, September 20, 2017 11:06 AM To: Gabor Grothendieck <ggrothendieck at gmail.com> Cc: r-help <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> 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> 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> 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$Adj.Close, order.by=dates.sbux) msft.z = zoo(x=msft.df$Adj.Close, 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 Department of HSS, IIT KGP
KGP
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-- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com
-- You may delay, but time will not. Research Scholar alternative mail id: upani at iitkgp.ac.in Department of HSS, IIT KGP KGP
--
You may delay, but time will not.
Research Scholar
alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP
KGP
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______________________________________________ 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.
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