[R] Rmetrics: Problem with "align"

[Gero Schwenk]

Hi all!
I've found the solution - the ordering of the series is important. It's 
expected that the most recent entries are located at the bottom of the 
data matrix. Here's the sorting command:

x <- sort(x, decreasing = FALSE)

Kind regards:
Gero




Gero Schwenk schrieb:
> Hi there!
> I'm stuck with a problem aligning financial timeseries and haven't 
> found a cue how to fix it...
>
> When I run that simple script, everything goes well until the 
> "align"-command:
>
> ------
> rm(list=ls())
> x <- yahooSeries("^GDAXI")
> head(x)
> xAligned <- align(x = x, by = "1d", method = "before", 
> include.weekends = FALSE)
> ------
>
> Here's the command-line dialog:
>
> ------
> > rm(list=ls())
> > x <- yahooSeries("^GDAXI")
> versuche URL 
> 'http://chart.yahoo.com/table.csv?s=^GDAXI&a=&b=&c=&d=8&e=07&f=2009&g=d&x=.csv' 
>
> Content type 'text/csv' length unknown
> URL geöffnet
> .......... .......... .......... .......... ..........
> .......... .......... .......... .......... ..........
> .......... .......... .......... .......... ..........
> .......... .......... .......... .......... ..........
> .......... .......... .......... .......... ..........
> ......
> downloaded 256 Kb
>
> > head(x)
> GMT
>           ^GDAXI.Open ^GDAXI.High ^GDAXI.Low ^GDAXI.Close ^GDAXI.Volume
> 2009-09-04     5328.59     5404.30    5320.28      5384.43      28535100
> 2009-09-03     5332.50     5364.03    5278.50      5301.42      25969000
> 2009-09-02     5325.94     5337.84    5263.11      5319.84      30401300
> 2009-09-01     5479.35     5507.48    5327.29      5327.29      31245400
> 2009-08-31     5474.62     5495.56    5437.92      5458.04      10442600
> 2009-08-28     5512.17     5573.89    5502.46      5517.35      23480600
>           ^GDAXI.Adj.Close
> 2009-09-04          5384.43
> 2009-09-03          5301.42
> 2009-09-02          5319.84
> 2009-09-01          5327.29
> 2009-08-31          5458.04
> 2009-08-28          5517.35
> > xAligned <- align(x = x, by = "1d", method = "before", 
> include.weekends = FALSE)
> Fehler in seq.default(u[1] + offset, u[length(u)], by = by) :
>  wrong sign in 'by' argument
> -----
>
> Besides, Example-Data (SWX) from the "fPortfolio"-package is aligned 
> nicely by exactly the same command. Does anybody have an idea what the 
> problem could be? I'm grateful for any help!
>
> Kind regards,
> Gero
>
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