reading forex data zoo or xts?
On Sat, Sep 4, 2010 at 10:49 AM, Andres Susrud <andres.susrud at gmail.com> wrote:
Hi, I'm having some problems reading a time series data set with 2 columns of time. The dataset consist of the following columns: "Date","Time","Open","High","Low","Close","TotalVolume" which would be desirable, easiest for handling the dataset, xts? or zoo? any suggestions for the read command as well?
read.zoo can read date and time in two columns by specifying a vector or list to index. Be sure you have the latest version of zoo since this is a feature that was added in recent versions of the package. Lines <- "Date Time Value 01/23/2000 10:12:15 12.12 01/24/2000 11:10:00 15.00" library(zoo) library(chron) z <- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN = chron) read.zoo can read input data with two columns for time.
Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com