[R] reading data using XTS package

Upananda Pani upananda.pani at gmail.com
Wed Nov 19 04:42:29 CET 2014

Dear All,

I want to read the my time series data using XTS package and then to
calculate return using PeformanceAnalytics Package  but i am getting the
following error. Please help me to solve the problem. The error follows:

# Required Libraries
> library(xts)
> library(PerformanceAnalytics)
> #Reading Data
> x<-read.csv('crude.csv')
> y<-xts(x[,1:2],as.numeric(x[,2:2]),order.by
> close <- y$close
> #Calculating Return
> rspot = Return.calculate(close, method = c ("discrete"))
Error in `/.default`(pr, lag(pr)) :
  non-numeric argument to binary operator

I am not getting where i am committing the mistake.

With sincere regards,


You may delay, but time will not.

Research Scholar
alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP

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