basic "date" issue
I think you should also set header=TRUE in read.table. Samuel -----Original Message----- From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Joshua Ulrich Sent: 24 September 2010 14:34 To: Pam Cc: r-sig-finance at stat.math.ethz.ch Subject: Re: [R-SIG-Finance] basic "date" issue Faith, as.xts.data.frame assumes the rownames of the data.frame contain the dates/times. So you need to either: 1) Set the rownames before running as.xts: rownames(Dataset) <- as.Date(Dataset[,1],"%d.%m.%Y") as.xts(Dataset) 2) or, use the xts constructor: xts(Dataset[,-1],as.Date(Dataset[,1],"%d.%m.%Y")) HTH, -- Joshua Ulrich FOSS Trading: www.fosstrading.com
On Fri, Sep 24, 2010 at 8:20 AM, Pam <fkiraz11 at yahoo.com> wrote:
Hi all, I think my problem is very basic but I could not manage to convert a dataframe (from clipboard for example) to xts object or at least convert the first variable of that frame as a date which is suitable for several financial packages we can use at R.
Dataset <- read.table("clipboard", header=FALSE, sep="", na.strings="NA",
+ dec=",", strip.white=TRUE)
Dataset
V1 V2 V3 V4 V5 V6 V7 V8 1 18.04.2006 00:00 54023.33 52627.51 54018.08 7.46 99.775.064 744.426.000 2 19.04.2006 00:00 55883.34 54018.08 55229.30 7.75 131.305.744 1.017.725.000 3 20.04.2006 00:00 55537.81 54762.96 55381.24 8.11 76.387.088 619.336.500 4 21.04.2006 00:00 57035.53 55207.06 57035.53 7.80 141.309.104 1.102.106.000 5 24.04.2006 00:00 57612.70 56493.95 57293.77 7.85 127.384.064 999.678.700 6 25.04.2006 00:00 57891.10 57151.94 57395.92 7.91 139.710.544 1.105.421.000
class(Dataset)
[1] "data.frame"
as.xts(Dataset)
Error in as.POSIXlt.character(x, tz, ...) : character string is not in a standard unambiguous format
class(Dataset$V1)
[1] "factor"
as.Date(Dataset$V1)
Error in charToDate(x) :
character string is not in a standard unambiguous format
I also tried the format tricks such as "%d-%m-%Y" or alike.. I will go crazy!!
:)
so, how can I turn this dataframe to "xts" and how can I convert V1 to a 'date'
format recognized by the finance packages in R environment?
Best,
Fatih
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