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Error in midnightStandard(charvec, format)

2 messages · Wei-han Liu, G See

#
Hi R users:
?
I am trying some functions in QRMlib
package and applying to my own trial dataset but encountered the following
error message when dealing with time series data.?
?
Error in
midnightStandard(charvec, format) : 
? 'charvec' has non-NA entries of different
number of characters


I have googled
for some solution but the discussions are not clear enough to me if the issue
can be solved or not. I suppose it is due to the data type conflict.

Listed below is the coding and dataset is attached:
dataset <-
read.csv("D:/stockindex.csv", header=TRUE, sep = ",");
tsData <-
as.timeSeries(dataset);
Date <-
tsData[,1];
SP500ts <-
tsData[,2];


SP500.nreturns
<- -mk.returns(SP500ts);
tD <-
timeDate("05/16/1992","%m/%d/%Y");
window <-
(seriesPositions(SP500.nreturns) > tD);SP500.nreturns <-
SP500.nreturns[window];


Thanks for your attention and assistance.

Wei-han
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#
Hi Wei-han,

The problem is that your csv has tabs in the date.  One solution would
be to remove the tabs with gsub like this

    dataset$Date <- gsub("\t", "", dataset$Date)

That should get rid of the error.

A more elegant solution might be to use read.zoo from the zoo package
to read your csv.

HTH,
Garrett
On Tue, Jun 5, 2012 at 7:10 PM, Wei-han Liu <weihanliu2002 at yahoo.com> wrote: