[R-SIG-Finance] [R-sig-finance] Date from csv as date for ts

R@Nabble vlanschot at yahoo.com
Tue May 6 17:17:20 CEST 2008


Apologies if this has been answered elsewhere, but I couldn't find it.

Basically, I dump securities' return- data in a csv-file with 3 columns:
Name, Date, and Returns. In other words, the Date column contains multiple
entries for each date, namely one for each security. I figured out how to
extract these dates in one vector with strings from "31/01/2000" to
31/03/2008", which I then transformed via the as.Date function. I
subsequently created a return-matrix via cbind for each security.

My question/problem is, I have been unable to use the date-vector as
date-input for my ts-object. Looking at the smallcap.ts-example on page 14
of the fPortfolio Package pdf, I'd like to somehow combine my Date-vector
with my return-matrix into one large matrix for input in fPortfolio. Using
cbind, etc. leads to errors.

Clearly I'm on a steep learning curve, so any help appreciated.

Thx,

R at N
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