[R] Help with Dates

Gabor Grothendieck ggrothendieck at gmail.com
Thu Jul 26 18:25:07 CEST 2007


Yes, I was using 1.05.  I get the same result as you with 1.08.

On 26 Jul 2007 11:39:41 -0400, Jeffrey J. Hallman <jhallman at frb.gov> wrote:
> Are you using the latest version of fame?  1.05 and earlier had a bug in
> tisFromCsv that was fixed in 1.08.
>
> Below I show what I get with fame version 1.08.  There is still a problem in
> that the "frequency-figuring" logic appears to think the frequency is bwsunday
> (biweekly with weeks ending on Sunday) rather than semimonthly, which would
> appear to be a better fit.  That's why the 19860330 observation is getting
> filled in with NA's.
>
> Jeff
>
> > Lines <- "Date  Price Open.Int. Comm.Long Comm.Short net.comm
> 15-Jan-86 673.25    175645     65910      28425    37485
> 31-Jan-86 677.00    167350     54060      27120    26940
> 14-Feb-86 680.25    157985     37955      25425    12530
> 28-Feb-86 691.75    162775     49760      16030    33730
> 14-Mar-86 706.50    163495     54120      27995    26125
> 31-Mar-86 709.75    164120     54715      30390    24325"
>
> + + + + + + >
> > boink <- tisFromCsv(textConnection(Lines), dateFormat = "%d-%b-%y", dateCol = "Date", sep = "")
> > boink
> $Price
>           [,1]
> 19860119 673.25
> 19860202 677.00
> 19860216 680.25
> 19860302 691.75
> 19860316 706.50
> 19860330     NA
> 19860413 709.75
> class: tis
>
> $Open.Int.
>           [,1]
> 19860119 175645
> 19860202 167350
> 19860216 157985
> 19860302 162775
> 19860316 163495
> 19860330     NA
> 19860413 164120
> class: tis
>
> $Comm.Long
>          [,1]
> 19860119 65910
> 19860202 54060
> 19860216 37955
> 19860302 49760
> 19860316 54120
> 19860330    NA
> 19860413 54715
> class: tis
>
> $Comm.Short
>          [,1]
> 19860119 28425
> 19860202 27120
> 19860216 25425
> 19860302 16030
> 19860316 27995
> 19860330    NA
> 19860413 30390
> class: tis
>
> $net.comm
>          [,1]
> 19860119 37485
> 19860202 26940
> 19860216 12530
> 19860302 33730
> 19860316 26125
> 19860330    NA
> 19860413 24325
> class: tis
>
>
> "Gabor Grothendieck" <ggrothendieck at gmail.com> writes:
>
> > On 26 Jul 2007 09:59:31 -0400, Jeffrey J. Hallman <jhallman at frb.gov> wrote:
> > > zoo is nice.  'tisFromCsv()' in the fame package is nicer.
> > >
> > > Jeff
> >
> >
> > 1. What am I doing wrong here?  I only get one data column.
> > 2. I assume the regularized dates which do not exactly match the input ones
> >     are intended so as to make this a regularly spaced series.  Is that right?
> > 3. What is the cause of the warning message?
> > 4. Why is a list returned with a single component containing the output?
> > Thanks.
> >
> > > library(fame)
> > > Lines <- " Date  Price Open.Int. Comm.Long Comm.Short net.comm
> > + 15-Jan-86 673.25    175645     65910      28425    37485
> > + 31-Jan-86 677.00    167350     54060      27120    26940
> > + 14-Feb-86 680.25    157985     37955      25425    12530
> > + 28-Feb-86 691.75    162775     49760      16030    33730
> > + 14-Mar-86 706.50    163495     54120      27995    26125
> > + 31-Mar-86 709.75    164120     54715      30390    24325
> > + "
> > > tisFromCsv(textConnection(Lines), dateFormat = "%d-%b-%y", dateCol = "Date", sep = "")
> > [[1]]
> >            [,1]
> > 19860119 673.25
> > 19860202 677.00
> > 19860216 680.25
> > 19860302 691.75
> > 19860316 706.50
> > 19860330 709.75
> > class: tis
> >
> > Warning message:
> > number of items to replace is not a multiple of replacement length in:
> > x[i] <- value
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
> --
> Jeff
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> 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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