Your Cl(GSPC) returns a Close and AdjClose , just choose one: Clx=Cl(GSPC) Cly=Clx[,1] ex.model <- specifyModel(T.ind(GSPC) ~ Delt(Cly,k=1:3)) -- View this message in context: http://r.789695.n4.nabble.com/about-an-error-of-xts-tp4579828p4580517.html Sent from the Rmetrics mailing list archive at Nabble.com.