[R-SIG-Finance] (no subject)

[sprohl at na.uni-tuebingen.de]

> Hi Josh,

thanks for this suggetsion. I tried to read the data in this way and
to convert in xts, and get the following message
data <- xts(data[,-1],as.POSIXct(data[,1]))
Fehler in as.POSIXlt.character(as.character(x)) :
character string is not in a standard unambiguous format

Do you know what is going wrong?
Thanks in advance,
Best,
Soeren



Hi Soeren,
>
> It appears the function you used to read your data into R expected the
> file to contain a header row.  You should use the equivalent of
> read.csv(file, header=FALSE).
>
> as.xts() works on data.frames that have rownames.  The default is to
> convert the rownames to POSIXct.
>
> I recommend you try:
> datas <- xts(data[,-1],as.POSIXct(data[,1]))
>
> Best,
> Josh
> --
> http://quantemplation.blogspot.com
>
>
>
> On Fri, Dec 5, 2008 at 7:50 AM,  <sprohl at na.uni-tuebingen.de> wrote:
>> Hello Brian,
>> please find attached sample of the data
>> data[1:5,]
>>  X2002.07.01 X0.0071
>> 1  2002-07-02  0.0072
>> 2  2002-07-03  0.0072
>> 3  2002-07-04  0.0073
>> 4  2002-07-05  0.0073
>> 5  2002-07-08  0.0073
>> str(data)
>> 'data.frame':   1503 obs. of  2 variables:
>>  $ X2002.07.01: Factor w/ 1503 levels "2002-07-02","2002-07-03",..: 1 2
>> 3
>> 4 5 6 7 8 9 10 ...
>>  $ X0.0071    : num  0.0072 0.0072 0.0073 0.0073 0.0073 0.0073 0.0073
>> 0.0073 0.0073 0.0074 ...
>> datas<-as.xts(data)
>> Fehler in as.POSIXlt.character(x, tz, ...) :
>> character string is not in a standard unambiguous format
>>
>> How could I convert the data to xts?
>> Thank in advance,
>> Soeren
>>
>>
>>
>>
>>
>> Please attach a short sample of your data file that replicates your
>> error.
>>>
>>> sprohl at na.uni-tuebingen.de wrote:
>>>> Dear All,
>>>> I have some problems with downloading and matching daily data
>>>> of irregular frequency. I tried to apply zoo-codes to read file
>>>>
>>>> data<-read.zoo("C://data.txt",sep="",format="%Y %b %d")
>>>> and get the following message:
>>>>
>>>> Fehler in scan(file, what, nmax, sep, dec, quote, skip, nlines,
>>>> na.strings,  :  Zeile 31 hatte keine 2 Elemente
>>>>
>>>> The data has missing values. How could I properly download them as
>>>> time series and match different datasets by "Date". Unfrtunately,
>>>> conventional procedures do not work properly.
>>>> Thanks in advance,
>>>> Soeren
>>>
>>>
>>> --
>>> Brian G. Peterson
>>> http://braverock.com/brian/
>>> Ph: 773-459-4973
>>> IM: bgpbraverock
>>>
>>
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>