[R-SIG-Finance] 2 time/date columns to one

[R. Michael Weylandt]

Oh.... my mistake... parenthesis in the wrong spot -- format should be
an argument to as.POSIXct, not paste -- try this:

xts(dat[,3], as.POSIXct(paste(dat[,1], dat[,2]), format = "%m/%d/%Y %H%M"))

Best,
Michael

On Fri, May 25, 2012 at 1:00 PM, Costas Vorlow <costas.vorlow at gmail.com> wrote:
> Hi,
>
> I am getting:
>
> Error in as.POSIXlt.character(x, tz, ...) :
>  character string is not in a standard unambiguous format
>
> I am also using:
>
> Sys.setenv(TZ="GMT")
>
> just in case.
>
> Any thoughts?
>
> On 25 May 2012 19:49, R. Michael Weylandt <michael.weylandt at gmail.com> wrote:
>> Use xts (always use xts!) and do something like this:
>>
>> Suppose your data is in three columns called "dat"
>>
>> xts(dat[,3], as.POSIXct(paste(dat[,1], dat[,2], format = "%m/%d/%Y %H%M"))
>>
>> This will make an xts of your data taking the third column as the
>> data-bit and using the first two to make a POSIXct (time) object
>> converting them using the format specification.
>>
>> Hope that helps,
>>
>> Michael
>>
>> On Fri, May 25, 2012 at 12:35 PM, Costas Vorlow <costas.vorlow at gmail.com> wrote:
>>> Hello,
>>>
>>> I have trouble connecting times with dates to create a "proper" time sequence:
>>>
>>> 5/22/2012       1640    318295
>>> 5/22/2012       1641    432517
>>> 5/22/2012       1642    328233
>>> 5/22/2012       1643    444692
>>> 5/22/2012       1644    217440
>>> 5/22/2012       1645    650593
>>> 5/22/2012       1646    207366
>>> 5/22/2012       1647    334881
>>> 5/22/2012       1648    133929
>>> 5/22/2012       1649    267117
>>> 5/22/2012       1650    179423
>>> 5/22/2012       1651    259668
>>> 5/22/2012       1652    341661
>>>
>>>
>>> The table above is a time sequence. The 1st column on the left is the
>>> date and the next column contains the time of day (1640= 4:40pm). The
>>> 3rd column is the price of a variable at that point in time. Hence, I
>>> want to convert the above table to a time series variable (xts, zoo,
>>> etc) of some sort. Any pointer extremely welcome ( I know this is a
>>> lame question)...
>>>
>>> Many thanks in advance,
>>>
>>> Costas
>>>
>>> --
>>>
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>
>
> --
>
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