[R-SIG-Finance] how to read in this time series csv file with both dates and times?

Michael comtech.usa at gmail.com
Mon Jun 22 18:02:10 CEST 2009


Thanks so much and it worked wonders.

Is it possible to select the rows based on some sort of wildcards,
such as selecting out all the rows containing "3:00:00"?

On Sun, Jun 21, 2009 at 8:21 AM, Gabor
Grothendieck<ggrothendieck at gmail.com> wrote:
> There are several things wrong here:
>
> 1. FUN= must be a function but its not in the posted code
>
> 2. as.chron() uses % codes in its format as described in
> ?strptime, not the format style for chron().
>
> See R News 4/1 for more on dates and times and also
> see the examples in ?read.zoo
>
> Here are two ways to do it.  The first uses as.chron()
> and the second defines a custom function, toChron,
> that uses chron().
>
> library(zoo)
> library(chron)
>
> Lines <- "3/1/2009 23:00:00,123.76,123.94,123.7
> 3/2/2009 0:00:00,123.85,124.16,123.85
> 3/2/2009 1:00:00,124.11,124.15,124.06
> 3/2/2009 2:00:00,124.14,124.32,124.12
> 3/2/2009 3:00:00,124.2,124.21,124.11
> 3/2/2009 4:00:00,124.16,124.18,123.94
> 3/2/2009 5:00:00,124.01,124.2,123.97"
>
> # 1
> read.zoo(textConnection(Lines), sep = ",", FUN = as.chron,
>        format = "%m/%d/%Y %H:%M:%S")
>
> # 2
> toChron <- function(x) chron(sub(" .*", "", x), sub(".* ", "", x))
> read.zoo(textConnection(Lines), sep = ",", FUN = toChron)
>
> On Sun, Jun 21, 2009 at 2:42 AM, Michael<comtech.usa at gmail.com> wrote:
>> Hi all,
>>
>> I want to read in this "csv" file,
>>
>> 3/1/2009 23:00:00,123.76,123.94,123.7
>> 3/2/2009 0:00:00,123.85,124.16,123.85
>> 3/2/2009 1:00:00,124.11,124.15,124.06
>> 3/2/2009 2:00:00,124.14,124.32,124.12
>> 3/2/2009 3:00:00,124.2,124.21,124.11
>> 3/2/2009 4:00:00,124.16,124.18,123.94
>> 3/2/2009 5:00:00,124.01,124.2,123.97
>>
>> And I got the following error message, what could be wrong?
>>
>> Thanks a lot!
>>
>>
>> z <- read.zoo("prices.csv", header = TRUE, sep = ",", FUN =
>> as.chron(format=c(dates = "m/d/y", times = "h:m:s")))
>> Error in inherits(x, "chron") : element 1 is empty;
>>   the part of the args list of '.Internal' being evaluated was:
>>   (x, what, which)
>>
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