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Rmetrics TimeSeries Class
2 messages · Josh C. Chien, Thomas Etheber
Did you already try something like... DXY.S <- timeSeries(DXY[,-1], DXY[,1])
On 09.12.2010 07:21, JOSH CHIEN wrote:
Hi All R user, I'm being trouble with converting timeSeries Class on Rmetrics lib. I use "read.cvs" function to import data. data is data.frame class. But, I need to convert into timeSeries class. Below is my example. # I can't convert into timeSeries class. I don't why ??? Anyone can handle that ???? class(data) = data.frame class(DXY) = data.frame / class(DXY$Date) = Date
head(data)
Date lastPrice Vol10 Vol30 Vol90 Vol60 Vol180 Vol260 Vol360 1 2010/01/04 77.525 4.66 9.18 8.21 8.42 9.62 10.78 12.34 2 2010/1/5 77.619 4.38 8.80 8.21 8.37 9.51 10.76 12.34 3 2010/1/6 77.493 3.90 8.83 8.10 8.37 9.49 10.72 12.33 4 2010/1/7 77.913 4.63 8.12 8.12 8.34 9.47 10.73 12.32 5 2010/1/8 77.471 5.49 8.20 8.17 8.44 9.49 10.72 12.33 6 2010/1/11 77.005 6.28 8.48 8.20 8.54 9.51 10.70 12.34
DXY<- transform(data,Date = as.Date(Date)) head(DXY)
Date lastPrice Vol10 Vol30 Vol90 Vol60 Vol180 Vol260 Vol360 1 2010-01-04 77.525 4.66 9.18 8.21 8.42 9.62 10.78 12.34 2 2010-01-05 77.619 4.38 8.80 8.21 8.37 9.51 10.76 12.34 3 2010-01-06 77.493 3.90 8.83 8.10 8.37 9.49 10.72 12.33 4 2010-01-07 77.913 4.63 8.12 8.12 8.34 9.47 10.73 12.32 5 2010-01-08 77.471 5.49 8.20 8.17 8.44 9.49 10.72 12.33 6 2010-01-11 77.005 6.28 8.48 8.20 8.54 9.51 10.70 12.34
DXY.S<- as.timeSeries(DXY) head(DXY.S)
GMT
lastPrice Vol10 Vol30 Vol90 Vol60 Vol180 Vol260 Vol360
1970-01-01 04:03:33 77.525 4.66 9.18 8.21 8.42 9.62 10.78 12.34
1970-01-01 04:03:34 77.619 4.38 8.80 8.21 8.37 9.51 10.76 12.34
1970-01-01 04:03:35 77.493 3.90 8.83 8.10 8.37 9.49 10.72 12.33
1970-01-01 04:03:36 77.913 4.63 8.12 8.12 8.34 9.47 10.73 12.32
1970-01-01 04:03:37 77.471 5.49 8.20 8.17 8.44 9.49 10.72 12.33
1970-01-01 04:03:40 77.005 6.28 8.48 8.20 8.54 9.51 10.70 12.34
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