[R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format

[Khanh Nguyen]

Thank you Dr. Zivot,

I realized it has to do with the dates, but it is a nuisance though
because the my object is created by Return.calculate(), which is part
of PerformanceAnalytics.

-k

On Wed, Jun 17, 2009 at 4:47 PM, Eric Zivot<ezivot at u.washington.edu> wrote:
> I get this error a lot too. The problem is specifying dates as with just
> month and year information. My guess is that chart.PerfromanceAnalytics() is
> trying to create a zoo object with your date information using the as.Date()
> function to create the time index. Date class wants dates in the form
> mm/dd/yyyy format. It does not recognize date characters with just month and
> year. For this, it is best to use the yearmon class in zoo explicitly.
>
> ****************************************************************
> *  Eric Zivot                                                  *
> *  Professor and Gary Waterman Distinguished Scholar           *
> *  Department of Economics                                     *
> *  Adjunct Professor of Finance                                *
> *  Adjunct Professor of Statistics
> *  Box 353330                  email:  ezivot at u.washington.edu *
> *  University of Washington    phone:  206-543-6715            *
> *  Seattle, WA 98195-3330                                      *
>                                               *
> *  www:  http://faculty.washington.edu/ezivot                  *
> ****************************************************************
>
> On Wed, 17 Jun 2009, Khanh Nguyen wrote:
>
>> Hi all,
>>
>> I ran into this error "Error in fromchar(x) : character string is not
>> in a standard unambiguous format"" when I run
>> charts.PerformanceSummary(). I guess that I probably messed up the
>> dates in my data somehow.
>>
>>> z <- Return.calculate(stb.agg$STB.Close, method=c("compound", "simple"))
>>> #stb.agg is my monthly price history
>>> head(z)
>>
>>                STB
>> Aug 2006  0.01250428
>> Sep 2006  0.05904603
>> Oct 2006 -0.05970026
>> Nov 2006  0.05846646
>> Dec 2006  0.09671211
>> Jan 2007  0.26135075
>>
>>> dput(z)
>>
>> structure(c(0.0125042761200924, 0.059046028746296, -0.0597002649488925,
>> 0.0584664584999639, 0.0967121147037853, 0.261350754509795,
>> 0.084761454787754,
>> 0.281618134192335, -0.050301925509296, 0.127002576668413,
>> -0.229431460030798,
>> -0.191458836140774, -0.0185289083290332, 0.268858114855369,
>> -0.0363007156717821,
>> 0.0147123648065453, -0.0448028245368759, -0.0153917235834742,
>> -0.225195932349637, -0.327933538473546, -0.102059501725719,
>> -0.313061498255964,
>> -0.112165043352160, 0.214704682668345, 0.269509471872135,
>> -0.261070603226270,
>> -0.0877756108823857, -0.0811901547300131, -0.0883691504500903,
>> -0.0501497836854714, -0.167573700159399, 0.090384061468269,
>> 0.259511195485085,
>> 0.232622295268754, 0.360441426734209), .Dim = c(35L, 1L), .Dimnames =
>> list(
>>   c("Aug 2006", "Sep 2006", "Oct 2006", "Nov 2006", "Dec 2006",
>>   "Jan 2007", "Feb 2007", "Mar 2007", "Apr 2007", "May 2007",
>>   "Jun 2007", "Jul 2007", "Aug 2007", "Sep 2007", "Oct 2007",
>>   "Nov 2007", "Dec 2007", "Jan 2008", "Feb 2008", "Mar 2008",
>>   "Apr 2008", "May 2008", "Jun 2008", "Jul 2008", "Aug 2008",
>>   "Sep 2008", "Oct 2008", "Nov 2008", "Dec 2008", "Jan 2009",
>>   "Feb 2009", "Mar 2009", "Apr 2009", "May 2009", "Jun 2009"
>>   ), "STB"), index = structure(c(2006.58333333333, 2006.66666666667,
>> 2006.75, 2006.83333333333, 2006.91666666667, 2007, 2007.08333333333,
>> 2007.16666666667, 2007.25, 2007.33333333333, 2007.41666666667,
>> 2007.5, 2007.58333333333, 2007.66666666667, 2007.75, 2007.83333333333,
>> 2007.91666666667, 2008, 2008.08333333333, 2008.16666666667, 2008.25,
>> 2008.33333333333, 2008.41666666667, 2008.5, 2008.58333333333,
>> 2008.66666666667, 2008.75, 2008.83333333333, 2008.91666666667,
>> 2009, 2009.08333333333, 2009.16666666667, 2009.25, 2009.33333333333,
>> 2009.41666666667), class = "yearmon"), class = "zoo")
>>
>>> charts.PerformanceSummary(z)
>>
>> Error in fromchar(x) :
>>  character string is not in a standard unambiguous format
>>
>>
>> Thanks.
>>
>> -k
>>
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