[R] [R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"

[David Winsemius]

On Jul 4, 2011, at 6:47 PM, Kenneth Roy Cabrera Torres wrote:

> Hi R users:
>
> When I try to merge or bind (cbind or rbind) two series,
> both with a "FinCenter" different that GMT, the
> result is "GMT" not the original financial center?

It's not in the help(cbind.timeSeries) page but looking at the  
function  (and at the documentation for the timeSeries class) you see  
that there is a "zone" argument and that it is "GMT" by default. So  
why don't you add something meaningful to your code (... that is not  
presented in a reproducible manner for testing.)

It is listed in the documentation as zone="", but in the cbind  
function call, the code is zone="GMT". It appears that the "zone"  
argument might be for input and the FinCenter might be for output in  
the help page for timeDate, but I think that aspect of the various  
parts of the documentation is rather vague and might do with a bit of  
clarification.

-- 

David.
>
> What am I doing wrong?
>
> ######################################################
> require(timeSeries)
>
> getRmetricsOptions("myFinCenter")
> setRmetricsOptions(myFinCenter = "America/Bogota")
> getRmetricsOptions("myFinCenter")
>
> fechas <- format(timeCalendar(2010, sample(12, 6)))
> datos <- matrix(round(rnorm(6), 3))
> t1 <- sort(timeSeries(datos, fechas, units = "A"))
> t1
>
> fechas <- format(timeCalendar(2010, sample(12, 6)))
> datos <- matrix(round(rnorm(6), 3))
> t2 <- sort(timeSeries(datos, fechas, units = "B"))
> t2
>
> merge(t1,t2)
> cbind(t1,t2)
> rbind(t1,t2)
> ######################################################
>
> Thank you for your help.
>
> Kenneth
>
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David Winsemius, MD
West Hartford, CT