[R] reading and formating irregular time series for VaR
ggrothendieck at gmail.com
Sat Sep 9 15:27:02 CEST 2006
If you are using the zoo package and if we assume:
- your file contains a single time series and
- the last column is junk
then try this:
DF <- read.csv("myfile.dat")
z <- zoo(as.matrix(DF[2:7]), as.Date(DF[]))
Read the documents at the end of
for more info.
On 9/9/06, Anupam Tyagi <AnupTyagi at yahoo.com> wrote:
> Hi, I am trying to read the following type of data from a .csv file to form an
> irregular time series object. I want to use it with the VaR package. How do I
> read it in correctly to an irregular time series object? Anupam.
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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