[R-SIG-Finance] nonstandard date time format?

Spencer Graves spencer.graves at pdf.com
Sat Nov 10 19:23:53 CET 2007


Hi, All: 

      What functions exist for processing dates and times beyond, e.g., 
strptime?  I can process the following examples using substr, paste, 
strptime, etc., but I wonder if more elegant ways exist: 

      * "    90110134228     18800    105.3750    105.5000    105.3750" 
records 4 numbers collected at 34228 seconds (9:30:28 AM) into 1 
November 1990. 

      * " 40100    103.0900" is interpreted as a quantity of 103.9 on 4 
January 2000. 

      * "1947 10    254.4" is 254.4 for October 1947. 

      * "1948 01 01   3.4" is 3.4 for 1 Jan. 1948 

      This is part of a soon-to-be released "FinTS" package companion to 
Ruey Tsay (2005) Analysis of Financial Time Series (Wiley).  Since this 
is a teaching tool, I'd like to use the best approach available.  
Otherwise, I'd just code something and move on to the next task. 

      Thanks,
      Spencer Graves    
p.s.  Anyone interested in this can obtain the current pre-release 
version via 
install.packages("FinTS",repos="http://r-forge.r-project.org").



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