[R] Loading Intraday Time Series Data
ggrothendieck at gmail.com
Sun May 16 15:59:29 CEST 2010
In zoo the index= argument to read.zoo can be a vector of column
indices to indicate that the time is split across multiple columns and
the FUN= argument can be used to process the multiple columns. In
this example the resulting z uses chron:
L <- "Date,Time,Open,High,Low,Close,Up,Down
f <- function(x) chron(paste(x[,1]), sprintf("%04d00", x[,2]), format
= c("M/D/Y", "HMS"))
# z <- read.zoo("myfile.csv", index = 1:2, sep=",", header = TRUE, FUN = f)
z <- read.zoo(textConnection(L), index = 1:2, sep=",", header = TRUE, FUN = f)
On Sun, May 16, 2010 at 7:22 AM, Steve Johns <steve.johns at verizon.net> wrote:
> I am trying to load a data file that looks like this:
> into an R timeseries or ts object.
> The key point is that both the date and time need to become part of the
> With zoo, this line will load the data:
> z <- read.zoo("foo_hs.csv", format = "%m/%d/%Y", sep=",", header = TRUE )
> but the Time does not become part of the index this way. This means the
> index is non-unique, and that is not the goal.
> Could someone kindly show me a way, using R itself, to deal with the
> separate Date and Time columns so as to properly combine them into the index
> for the timeseries?
> R-help at r-project.org 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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