[R-SIG-Finance] RBloomberg xts quantmod Coercion

Jeff Ryan jeff.a.ryan at gmail.com
Wed Jan 27 20:16:19 CET 2010


Rich,

Can you provide a str(eda) or better yet dput(eda).

I suspect you just have a format that as.xts isn't able to handle
automatically, but without the data I can't be of much help.

Jeff

On Wed, Jan 27, 2010 at 12:48 PM, Rich Ghazarian <vsg.nyc at gmail.com> wrote:
> I pull the data using RBbloomberg and then I transform to xts using the as.xts
>
> zooxts<-as.xts(eda, dateFormat="Date")
>
>
> then I run a summary
>
>> summary(zooxts)
>     Index                       CL1 COMDTY       CL2 COMDTY       CL3
> COMDTY       CJ4 COMDTY
>  Min.   :(11/28/90 08:00:00)   Min.   : 10.72   Min.   : 11.02   Min.
>  : 11.33   Min.   :  NA
>  1st Qu.:(03/10/95 08:00:00)   1st Qu.: 19.49   1st Qu.: 19.42   1st
> Qu.: 19.31   1st Qu.:  NA
>  Median :(01/19/00 08:00:00)   Median : 25.80   Median : 25.46
> Median : 24.98   Median :  NA
>  Mean   :(02/17/00 08:43:43)   Mean   : 36.19   Mean   : 36.25   Mean
>  : 36.25   Mean   : NaN
>  3rd Qu.:(12/06/04 08:00:00)   3rd Qu.: 48.79   3rd Qu.: 49.15   3rd
> Qu.: 49.73   3rd Qu.:  NA
>  Max.   :(01/27/10 08:00:00)   Max.   :145.29   Max.   :145.86   Max.
>  :146.13   Max.   :  NA
>  NA's   :2798                  NA's   :  3.00                    NA's
>  :  2.00   NA's   :4807
> Warning message:
> In data.row.names(row.names, rowsi, i) :
>  some row.names duplicated:
> 91,92,93,94,95,96,97,98,99,100,101,102,103,104,105,106,107,108,109,110,111,11
>
> Q1) What is the warning sign for?
>
>
> Q2) What is the following error for?
>
> chartSeries(naeda[,2])
> Error in periodicity(x) : can not calculate periodicity of 1 observation
>
>
> Thank you
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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