Problem with RBloomberg and xts.
Sorry, that should be:
install.packages("RBloomberg",repos="http://r.findata.org/")
On Thu, Sep 22, 2011 at 9:35 AM, John Laing <john.laing at gmail.com> wrote:
Art,
The version of RBloomberg on CRAN (and therefore the version you're
using) is very old. Please do
install.packages("RBloomberg", repos = "r.findata.org")
for the most recent version.
Upgrading should help, but if you're still having issues after that
please let us know.
John
On Thu, Sep 22, 2011 at 8:48 AM, Artem Simonov <scherrzo at rambler.ru> wrote:
Dear friends!
I'm trying to get some time series with RBloomberg and then merge them
using merge.xts function
the code is the following:
#install.packages(c("RBloomberg","xts"))
library(RBloomberg)
library(xts)
blpConnect()
symbol1<-"OGZD LI Equity"
symbol2<-"LKOD LI Equity"
s<-as.chron("2011-01-10")
e<-as.chron("2011-07-12")
ts1 <- blpGetData(conn, symbol1, "PX_LAST",
start=s,end=e)
ts2<- blpGetData(conn, symbol2, "PX_LAST",
start=s,end=e)
a_ts1<-index(ts1)
b_ts1<-as.double(ts1)
c_ts1<-as.Date(a_ts1)
m1_ts1<-matrix(b_ts1)
aa1_ts1<-as.POSIXct(c_ts1)
a11_ts1<-xts(m1_ts1,aa1_ts1)
a_ts2<-index(ts2)
b_ts2<-as.double(ts2)
c_ts2<-as.Date(a_ts2)
m1_ts2<-matrix(b_ts2)
aa1_ts2<-as.POSIXct(c_ts2)
a11_ts2<-xts(m1_ts2,aa1_ts2)
e1<-merge.xts(a11_ts1,a11_ts2,method="inner")
I've got the following warning messages:
Warning messages:
1: In merge.xts(a11_ts1, a11_ts2, method = "inner") :
?NAs introduced by coercion
2: In merge.xts(a11_ts1, a11_ts2, method = "inner") :
?NAs introduced by coercion
Could you please tell me what I am doing wrong or probably a shorter way
to merge two or more time series, downloaded with RBloomberg and which
may have different number of points?
Thank you in advance!
Kind regards,
Art Simonov,
London.
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- 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.