[R] R problem: unable to read data in the xls-format in the PerformAnalytics package

yseiler at bluewin.ch yseiler at bluewin.ch
Wed Jan 11 09:41:44 CET 2012


Hallo

I have the following problem

1) Problem: I am unable to read data in the xls-format in the PerformAnalytics 
package. 
While it works well for several commands, e.g. 
t(table.Stats(msci_ret))

it does not work for other 
commands, e.g.
x
<- msci_ret[, c("CH"), drop = FALSE]
table.Drawdowns(x)

The error code is:
Error in checkData(R) : 

The data cannot be
converted into a time series.  If you are trying to pass in names from a data object with one 
column, you should use the form 'data[rows, columns, drop = FALSE]'.  Rownames should have standard date formats, such 
as '1985-03-15'. 
> 


2) I guess it is the German data format after I transform the data from ts --> xls. 
Jan 1970 
-0.025317808
-0.0488751680 -0.006219300 -0.0737541890 -0.015215166 Feb 1970 -0.016650677 -0.0289782710 -0.053743041  
0.0548771330
0.012912517
Mrz 1970 -0.000312907  0.0094675260  0.025474411  0.0060957210  0.040465110 ...
Okt 2010  
0.029227924
0.0572494500  0.024199223  0.0386233850 -0.016248884 Nov 2010 -0.023411677  0.0133836160 -0.024089614  
0.0011141310
0.060007812
Dez 2010  0.019613741  0.0375536810  0.065130745  0.0647369970  0.041147678

... but I am not 
sure, perhaps
it is something else.

3) What I did: I save excel-data (6 raw time series with a header line) in the csv-
format and read it in R, first in ts, and then converting it to csv:
msci_ret = ts(msci_ret, start=1970, frequency=12) 
msci_ret <-
as.xts(msci_ret)

Apparently, I do not understand exactly how to generate a date format for monthly data 
which can be read unter PerformanceAnalytics. 
I attach my csv data.
Thanks for your help!
yvonne


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