[R] difficulty in Formatting time series data

[David Winsemius]

On Apr 22, 2012, at 2:18 PM, Raghuraman Ramachandran wrote:

> I also tried:
>
>> test$Date=as.POSIXct(test$Date,format="%m%d%y")

Well, as became apparent when you eventually offered an example, you  
have dates in dd/mm/yyyy format,  so it's hardly surprising that "it  
didn't work" with a format that didn't match your data.

?strptime
?as.Date


>> test=cbind(test,day.of.week=format(test$Date,format="%A"))
>> head(test)
>  Date Open High  Low Close   Volume Adj.Close day.of.week
> 1 <NA> 2.33 2.34 2.31  2.31  5366000      2.31        <NA>
> 2 <NA> 2.35 2.36 2.33  2.35  5382000      2.35        <NA>
> 3 <NA> 2.35 2.38 2.34  2.36  9606000      2.36        <NA>
> 4 <NA> 2.34 2.34 2.30  2.33  9596000      2.33        <NA>
> 5 <NA> 2.32 2.35 2.31  2.31  5941000      2.31        <NA>
> 6 <NA> 2.34 2.36 2.32  2.32 10332000      2.32
>
> It didnt help.
>
> Thx
> Raghu
>
> On Sun, Apr 22, 2012 at 6:41 PM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us 
> >wrote:
>
>> On Sun, 22 Apr 2012, Hasan Diwan wrote:
>>
>> Raghu,
>>>
>>> On 22 April 2012 09:53, Raghuraman Ramachandran <optionsraghu at gmail.com
>>>> wrote:
>>>
>>> I have a data frame (from CSV file) which has its first column  
>>> called
>>>> Date.
>>>> The Date is in the format mm/dd/yyyy. I was trying to get the  
>>>> weekday for
>>>> these dates and I tried using wday() and day.of.week() functions  
>>>> and both
>>>> of them gave me precisely the wrong answers. I think the issue  
>>>> lies in
>>>> the
>>>> proper formatting of dates. The class of this column is a factor  
>>>> class
>>>> and
>>>> hence I tried converting into POSIXlt, xts, zoo objects and yet I  
>>>> could
>>>> not
>>>> get the weekday correctly. Anyone has any suggestions please?
>>>>
>>>>
>>> Try this:
>>> # assume dataIn is where the CSV files data is...
>>> dataIn$Date <- as.POSIXct(dataIn$Date, format='%m/%d/%y')
>>>
>>
>> By far the most common error I see is failing to import the Date  
>> column as
>> character, instead allowing the import function to convert it to  
>> factor,
>> after which computations (such as the above suggestion) use the  
>> hidden
>> factor index instead of the visible character representation, which  
>> further
>> mystifies beginners.  The conversion above will only work correctly  
>> if the
>> column was imported as character.  E.g.
>>
>> dataIn <- read.csv( file="yourdatafile", as.is=TRUE )
>>
>> OP: Use the str() function to see what types you are working with,  
>> and in
>> future R-help queries send dput() of the data and code you have  
>> tried if we
>> are to be able to reproduce your attempts effectively rather than  
>> reading
>> your mind.
>>
>>
>> dataIn <- cbind(dataIn, day.of.week = format(dataIn$Date,  
>> format='%A')
>>>
>>
>> Why not just
>>
>> dataIn$day.of.week <- weekdays( dataIn$Date )
>>
>> ?
>>
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>
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>
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David Winsemius, MD
West Hartford, CT