[R-SIG-Finance] Read timeseries from csv file with xts or quantmod

[Achim Zeileis]

On Fri, 24 Jul 2009, Mark Breman wrote:

> Hi,
> I have a timeseries in a csv file that I want to read into an xts object.

You can use read.zoo() from the "zoo" package and the as.xts() to coerce 
to an "xts" series.

   library("xts")
   x <- as.xts(read.zoo("US_PMI_Monthly.csv", dec = ","))

Note that you have to set the decimal separator appropriately.

hth,
Z

> The csv file looks like:
>
> 1948-01-01 51,7
> 1948-02-01 50,2
> 1948-03-01 43,3
> 1948-04-01 45,4
> 1948-05-01 49,5
> 1948-06-01 53
> 1948-07-01 48,4
> 1948-08-01 45,1
> 1948-09-01 42,1
> 1948-10-01 47,2
> 1948-11-01 42,4
> 1948-12-01 35
> 1949-01-01 32,9
> 1949-02-01 31,3
> 1949-03-01 34,5
> 1949-04-01 35,5
> 1949-05-01 32,6
> 1949-06-01 31,6
> etc...
>
> I have attached it to this post.
>
> I tried to read the file with getSymbols() but it gives me an error:
> ------------------------------------- start trace
> ----------------------------------------------
>> library(quantmod)
>> getSymbols('US_PMI_Monthly', src='csv', header = FALSE, sep = "\t",
> dec=",")
> Error in dimnames(x) <- dn :
>  length of 'dimnames' [2] not equal to array extent
>>
> ------------------------------------ end trace
> -------------------------------------------------
>
> Strange because read.csv() can read this file into a data.frame:
>
> -------------------------------------- start trace
> -----------------------------------------------
>> data = read.csv("US_PMI_Monthly.csv", header = FALSE, sep = "\t", dec=",")
>> class(data)
> [1] "data.frame"
>>
> -------------------------------------- end trace
> -------------------------------------------------
>
> I tried to be smart and convert the data.frame to an xts object, but this
> also gives me an error:
>
> ------------------------------------- start trace
> -------------------------------------------------
>> as.xts(data)
> Error in as.POSIXlt.character(x, tz, ...) :
>  character string is not in a standard unambiguous format
>>
> ------------------------------------- end trace
> ---------------------------------------------------
>
> I am using R 2.8.1 for windows with xts 0.6-6 and quantmod 0.3-10.
>
> What am I doing wrong here?
>
> Regards,
>
> -Mark-
>