Creating an index based on a time variable
You didn't follow the posting guide. Your example is not reproducible,
and posting HTML that just gets converted to plain text doesn't help.
I assume that you currently have a data.frame as is output by read.csv.
Why are you converting it to a matrix?
I guess that what you want from your data.frame is most likely something
like this:
sector_returns <- read.csv("Sector.csv", head=TRUE)
sector_returns <- xts(sector_returns[,-1],
order.by=as.Date(sector_returns[,1], format="%m/%d/%Y"))
see
?xts
and
?strftime
for more information.
Regards,
Brian
On Wed, 2015-10-21 at 15:05 -0400, Am Gut wrote:
Everyone,
I would appreciate some help on a very basic topic that I have been
struggling with for quite a while. I am using the xts packages and have
gone through quite a bit of documentation in search of how to create a time
index based on a time column in my dataset.
I am following the code used directly in the xts package documentation and
would greatly appreciate it if someone would help. The beginning of my
imported dataset looks like:
row.names Consumer Discretionary Consumer Staples 1/31/1995 0.6468773
2.047813 2/28/1995 3.39433 2.866054 3/31/1995 3.0161 2.887118 4/28/1995
-1.341188 2.826405 5/31/1995 4.459739 4.309547 6/30/1995 2.636647 1.610363
7/31/1995 3.298938 -0.002974272
I am using the following code:
require(xts)
sector_returns = read.csv("Sector.csv", head=TRUE)
class(sector_returns)
sector_returns = as.matrix(sector_returns)
sector_xts = as.xts(sector_returns,dateFormat='Date')
the last line gives me the following error:
Error in as.xts.matrix(sector_returns, dateFormat = "Date") :
order.by must be either 'rownames()' or otherwise specified
I have tried a few different ways of using the rownames function and have
had zero success. I apologize if this question is extremely basic, as I
have made significant effort trying to get this to work. Any help on
assigning the rownames to my date variable (row.names column) would be
extremely helpful.
Thanks in advance,
AG
[[alternative HTML version deleted]]
_______________________________________________ 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.
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock