[R] Importing Excel/Openoffice Dates into R
Ashley Davies
adavies at ideaglobal.com
Fri Jan 2 09:29:15 CET 2004
Hi,
I would like to import some daily financial data from excel via csv.
More specifically, I would like to be able to use the ts.union function
from the tseries library as the dates are irregular and I need to line
up the dates so that I can place all the variables into one data frame.
The trouble is, how do I import the dates from excel into R? At the
moment I'm just importing the data via read.csv, but I don't know how to
bring the dates in as well.
Example: Here are two csv files. The first file is missing Jan 13th and
the second is missing the 8th.
file 1: cboevix.csv
VIX
1/1/1999 24.42
1/4/1999 26.17
1/5/1999 24.46
1/6/1999 23.34
1/7/1999 24.37
1/8/1999 23.28
1/11/1999 25.46
1/12/1999 28.1
1/14/1999 32.98
file 2: yenv.csv
YENV
1/1/1999 19.5
1/4/1999 22.2
1/5/1999 23.2
1/6/1999 21
1/7/1999 20.2
1/11/1999 21.6
1/12/1999 20.9
1/13/1999 19.1
1/14/1999 19.3
# Read the files in via read.csv
A<-read.csv("cboevix.csv",skip=1,header=FALSE)
B<-read.csv("yenv.csv",skip=1,header=FALSE)
#define variables
VIX<-A$V2
YENV<-B$V2
# MISSING STEP!
#apply dates from original csv files to the variables.
#the dates are stilling sitting in A$V1 and B$V1
#how do I apply them to VIX and YENV?
#????
#use ts.union function to line up the dates and create data frame
#"vixyen" with lined up data
vixyen<-ts.union(VIX,YENV)
Can anyone help me fill in those missing steps? Thanks very much!
Cheers,
--
Ashley Davies
Economist- Australia and New Zealand
IDEAglobal - Singapore
Tel: 65- 6332-0759
Fax: 65- 6332-0701
adavies at ideaglobal.com
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