Convert data into zoo object using Performance analytics package
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
--
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alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP
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