[R-SIG-Finance] NA's in xts object index
josh.m.ulrich at gmail.com
Wed Dec 26 20:37:53 CET 2012
It is nearly impossible to help if you do not provide a minimal,
reproducible example that demonstrates this behavior. This post on
Stackoverflow provides helpful instructions:
It would also help if you follow the "Surprising behavior and bugs"
section of the posting guide:
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Thu, Dec 13, 2012 at 1:05 PM, Muhammad Abuizzah <izzah100 at yahoo.com> wrote:
> I created an xts object using POSIXct from tick market data. I have used this before without problems, but for some reason today I am getting all NAs in my xts object.
> I had that problem before when I used package chron, but I am not using chron today.
> Other things that caused similar results in the past was when there was inconsistencies with timezone or the original start date was not defined. I recreated the data defining the timezone, and origin = "1970-01-01"
> but the issue was not resolved.
> When I run this code: head(.index(myxts)) i get NA NA NA NA NA. I run it without the dot head(index(myxts)) and I get the same results, 5 NAs
> My understanding is that if you have an xts object, it must have an index made of time that is ordered. How can I have NAs then if class(myxts) shows xts
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