insert element in IBrokers/XTS time series?
Here's a more elegant approach that should not generate the error message:
xts(rbind(coredata(myhist), rep(NA,dim(myhist)[2])),
order.by=c(index(myhist), as.Date("2009-01-01")))
Note that if class(index(myhist)) is not type "Date" you will need to
replace as.Date with the appropriate constructor, e.g. as.POSIXct or
as.chron.
Regards,
Sean.
On Mon, Jul 6, 2009 at 3:09 PM, Michael<comtech.usa at gmail.com> wrote:
still not working... On Sat, Jul 4, 2009 at 2:10 PM, Sean Carmody<seancarmody at gmail.com> wrote:
Sorry, try this
?rbind(myhist, xts(data.frame(NA,NA,NA,NA,NA,NA),
order.by=as.Date("2009-08-01")))
also, check class(time(myhist)) and if it is not "Date" you may need
to replace as.Date with the appropriate constructor for your time
class.
Sean.
On Sun, Jul 5, 2009 at 2:47 AM, Michael<comtech.usa at gmail.com> wrote:
I got an error:
Error in xts(data.frame(rep(NA, 6), order.by = as.Date("2009-08-01"))) :
?order.by requires an appropriate time-based object
On Sat, Jul 4, 2009 at 2:26 AM, Sean Carmody<seancarmody at gmail.com> wrote:
Eliminating a row is straightforward, e.g.
myhist[time(myhist) != as.Date("2009-06-29"),]
will return everything except the entry for 2009-06-29.
Adding a row is, I believe, a bit more fiddly. You can use
rbind(myhist, xts(data.frame(rep(NA,6), order.by=as.Date("2009-08-01")))
although this will give a warning message about column names
differing. If you have an additional xts with the same column names,
you can simply use merge()
Sean.
On Sat, Jul 4, 2009 at 10:01 AM, Michael<comtech.usa at gmail.com> wrote:
Hi all, Let's say I have the following timeseres in IBrokers and XTS: 2009-06-25 ? ? ?18038 ? ? ?18350 ? ? 18011 ? ? ? 18327 ? ? ? ? 5396 ? ? 18183 2009-06-26 ? ? ?18420 ? ? ?18708 ? ? 18331 ? ? ? 18515 ? ? ? ? 7367 ? ? 18499 2009-06-29 ? ? ?18546 ? ? ?18688 ? ? 18423 ? ? ? 18577 ? ? ? ?28728 ? ? 18555 2009-07-03 ? ? ?17951 ? ? ?18198 ? ? 17866 ? ? ? 18149 ? ? ? ?38019 ? ? 18059 I want to add a few more rows, indexed by "2009-06-30", "2009-07-01", "2009-07-02", and using NA's, I did the following: myhist["2009-07-01",]=c(NA, NA, NA, NA, NA, NA, NA, NA) But it didn't really work. What's the good way to insert missing points in time series? Thanks!
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-- Sean Carmody The Stubborn Mule http://www.stubbornmule.net http://twitter.com/seancarmody
-- Sean Carmody The Stubborn Mule http://www.stubbornmule.net http://twitter.com/seancarmody
Sean Carmody The Stubborn Mule http://www.stubbornmule.net http://twitter.com/seancarmody