[R] Adding dates to time series
h_a_patience at hotmail.com
Sun May 15 20:42:03 CEST 2011
I have a spreadsheet in excel which consists of first column of dates and
then subsequent columns that refer to prices of different securities on
those dates. (the first row contains each series name)
I saved the excel file as type csv and then imported to excel using
prices=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Option
prices.csv",header = TRUE, sep = ",")
This creates the correct time series data
but does not have the dates attached.
However the dates refer to working days. So although in general they
represent Monday-Friday this is not always the case because of holidays etc.
How then can I create a time series where the dates are read in from the
first column of the csv file? I can not find an example in R documentation
where this is done?
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