[R-SIG-Finance] How to remove NA from an xts object (NAs appear in the index )

[Joshua Ulrich]

On Sun, Sep 26, 2010 at 9:52 AM, Paulo Grahl <pgrahl at gmail.com> wrote:
> Dear all,
> I've downloaded the following exchange rate data from FRED
>
> library(quantmod)
> getSymbols("DEXBZUS",src="FRED")
>
> And it happens that there are a couple of NA's, not in the data, but in the
> index(DEXBZUS).

Are you doing something after downloading and before checking the
index for NA values?  I ask because there are no NA index values when
I download the data.

> getSymbols("DEXBZUS",src="FRED")
[1] "DEXBZUS"
> sum(is.na(index(DEXBZUS)))
[1] 0

> Using na.omit() does not exclude these data points from the time series.
> I could obviously exclude this points by searching the index() of the
> series, but I was wondering if xts already has some functionality that could
> handle these cases.

You can do this by using is.na() on the index:

> (x <- xts(1:10,as.Date(c(1:9,NA))))
           [,1]
1970-01-02    1
1970-01-03    2
1970-01-04    3
1970-01-05    4
1970-01-06    5
1970-01-07    6
1970-01-08    7
1970-01-09    8
1970-01-10    9
<NA>         10
> x[!is.na(index(x))]
           [,1]
1970-01-02    1
1970-01-03    2
1970-01-04    3
1970-01-05    4
1970-01-06    5
1970-01-07    6
1970-01-08    7
1970-01-09    8
1970-01-10    9

HTH,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com



> Thanks
> Paulo
>
>
> --
> Paulo Gustavo Grahl, CFA
> ------------------------------------------
> pgrahl at gmail.com
> pgrahl at fgvmail.br
> +55(21) 8809-9254
> skype:paulo.grahl
> www.linkedin.com/in/pgrahl
> ------------------------------------------
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>