[R] Convert data into zoo object using Performance analytics package

[Gabor Grothendieck]

Depending on how you created df maybe your code has the column names
wrong.  In any case these 4 alternatives all work.  Start a fresh R
session and then copy and paste this into it.

library(zoo)
u  <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
fmt <- "%m/%d/%Y"

# 1
sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)

# 2
df <- read.csv(u)
sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt)

# 3
df <- read.csv(u)
names(head(df))
## [1] "Date"      "Adj.Close"
sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt))

# 4
df <- read.csv(u)
sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt))

On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani <upananda.pani at gmail.com> wrote:
> Dear All,
>
> While i am trying convert data frame object to zoo object I am
> getting numeric(0) error in performance analytics package.
>
> The source code i am using from this website to learn r in finance:
> https://faculty.washington.edu/ezivot/econ424/returnCalculations.r
>
> # create zoo objects from data.frame objects
> dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y")
> dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y")
> sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux)
> msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft)
> class(sbux.z)
> head(sbux.z)
>> head(sbux.z)
> Data:
> numeric(0)
>
> I will be grateful if anybody would like to guide me where i am making the
> mistake.
>
> With best regards,
> Upananda Pani
>
>
> --
>
>
> You may delay, but time will not.
>
>
> Research Scholar
> alternative mail id: upani at iitkgp.ac.in
> Department of HSS, IIT KGP
> KGP
>
>         [[alternative HTML version deleted]]
>
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