[R] Help converting file to XTS

[Jeff Newmiller]

Please use "reply-all" to keep the mailing list included in the conversation.

You need to closely examine your format string ... read

?strptime

and adjust your format to match the data you have. In particular the %Y you are using is wrong, but only you can tell in what order the day, month and year should be.

On February 6, 2019 3:31:05 AM PST, "Johannes Møllerhagen" <johamol using stud.ntnu.no> wrote:
>Thank you guys! I think I'm getting it. The problem now is that when I
>import my data it is given as:
>
>print(dat)
>
>                         V1   V2
>1   02.01.03 10:00 26.8
>2   02.01.03 10:05 26.8
>3   02.01.03 10:10 26.9
>4   02.01.03 10:15 27.0
>5   02.01.03 10:20 26.9
>6   02.01.03 10:25 26.9
>7   02.01.03 10:30 26.9
>8   02.01.03 10:35 26.8
>9   02.01.03 10:40 26.7
>10  02.01.03 10:45 26.6
>11  02.01.03 10:50 26.6
>....
>
>
>However, when I call: as.POSIXct( dat[[ 1]], format="%d/%m/%Y %H:%M" )
>I get:
>
>[1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[30] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[59] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[88] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[117] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[146] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[175] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[204] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA NA
>[233] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
>NA NA NA NA NA NA N
>
>
>It seems like the indexing is somehow wrong, or am I missing something?
>:)
>
>________________________________
>Fra: Jeff Newmiller <jdnewmil using dcn.davis.ca.us>
>Sendt: tirsdag 5. februar 2019 19.39.14
>Til: r-help using r-project.org; Johannes Møllerhagen; r-help using r-project.org
>Emne: Re: [R] Help converting file to XTS
>
>One thing about POSIXct or POSIXlt... you always need to address the
>issue of timezone. If your timestamp data are simple (no daylight
>savings) you may be able to get away with a simple
>
>Sys.setenv( TZ="GMT" )
>
>sometime in each R session prior to converting anything to this type
>(e.g at the beginning of your script).
>
>You should read the help pages for read_csv
>
>?read_csv
>
>to find out that the object created by that function is a tibble (a
>variety of data frame). Then read
>
>?xts
>
>to find out that the order.by must be a time-based class (which
>requirement POSIXct meets), and then
>
>?as.POSIXct
>
>which sadly only says that x has to be an R object. There are a variety
>of specializations for this function, e.g. as.POSIXct.Date,
>as.POSIXct.numeric, as.POSIXct.POSIXlt, and as.POSIXct.default, the
>last of which handles conversion from character or factor data types.
>Note that none of these options include converting an entire data
>frame.
>
>Since dat is a tibble you will need to use $ or `[[` indexing to
>extract the one column that contains the timestamps:
>
>dat[[ 1 ]]
>
>and convert it
>
>as.POSIXct( dat[[ 1 ]], format="%d/%m/%Y %H:%M" )
>
>and use that as the order.by argument
>
>result <- xts( dat[-1] ,order.by= as.POSIXct( dat[[ 1 ]],
>format="%d/%m/%Y %H:%M" ) )
>
>[1]
>https://stackoverflow.com/questions/9327700/read-data-from-excel-to-r-and-convert-to-xts
>
>On February 5, 2019 6:06:15 AM PST, "Johannes Møllerhagen"
><johamol using stud.ntnu.no> wrote:
>>Hello there! I am a master student working on my master thesis, and I
>>am trying to convert some data to xts so I can apply a highfrequency
>>package to it.
>>
>>At the moment I am trying to use a POSIXct function. I am quite new at
>>this program and I am having some issue. The file is  attached.
>>
>>
>>The current coding is:
>>
>>
>>dat<-read_csv("TEL5minint.csv")
>>xts(dat,order.by=as.POSIXct(dat),"%d/%m/%Y %H:%M")
>>
>>
>>And the error is:
>>
>>Error in as.POSIXct.default(dat) :
>>  do not know how to convert 'dat' to class “POSIXct”
>>
>>
>>Any help is appreciated!
>>
>>
>>Kind Regards
>>
>>Johannes
>>______________________________________________
>>R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide
>>http://www.R-project.org/posting-guide.html
>>and provide commented, minimal, self-contained, reproducible code.
>
>--
>Sent from my phone. Please excuse my brevity.

-- 
Sent from my phone. Please excuse my brevity.