Skip to content

Convert data into zoo object using Performance analytics package

2 messages · Upananda Pani, Gabor Grothendieck

Upananda Pani
# 
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)
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
Gabor Grothendieck
# 
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: