preserving dates in output of tseries
Thanks everyone. I found that casting data.frame write.table(data.frame(tab), file=filename, quote=F) does the trick. Alec
On 05/01/2014 11:29 PM, Chinmay Patil wrote:
Try? write.zoo function. works out of the box.? write.zoo(head(tab)) ## "Index" "AdjClose" ## 2008-12-02 0.0377656920201943 ## 2008-12-03 0.0237206482126213 ## 2008-12-04 -0.0234569003540432 ## 2008-12-05 0.0303880024180421 ## 2008-12-08 0.0343235654549394 ## 2008-12-09 -0.0165746208209656 On Fri, May 2, 2014 at 12:34 AM, aschmid1 <aschmid1 at stevens.edu> wrote:
I've been stuck for a while with seemingly simple task. I calculate returns using data from yahoo: etf = "SPY" startDate = "2008-12-01" endDate = "2014-04-04" prc <- get.hist.quote(instrument = etf, startDate, endDate, quote = "AdjClose", provider = "yahoo" ) tt<-as.zoo(prc) dates<-index(tt) r<-diff(log(tt)) tab<-r
head(tab)
? ? ? ? ? ? ? AdjClose 2008-12-02 ?0.03776569 2008-12-03 ?0.02372065 2008-12-04 -0.02345690 2008-12-05 ?0.03038800 2008-12-08 ?0.03432357 2008-12-09 -0.01657462 But when I save results to a file, dates are replaced: write.table(tab, file=filename, quote=F) Here is the contents of the output file: AdjClose 1 0.0377656920201943 2 0.0237206482126213 3 -0.0234569003540432 4 0.0303880024180421 5 0.0343235654549394 6 -0.0165746208209656 What can be done about this? Thanks! Alec
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance [1] -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Links: ------ [1] https://stat.ethz.ch/mailman/listinfo/r-sig-finance