[R-SIG-Finance] preserving dates in output of tseries

aschmid1 aschmid1 at stevens.edu
Fri May 2 14:39:18 CEST 2014


Thanks everyone. I found that casting data.frame
write.table(data.frame(tab), file=filename, quote=F)

does the trick.
Alec

On 05/01/2014 11:29 PM, Chinmay Patil wrote:
> Try 
> 
> write.zoo function. works out of the box. 
> 
> write.zoo(head(tab))
> ## "Index" "AdjClose"
> ## 2008-12-02 0.0377656920201943
> ## 2008-12-03 0.0237206482126213
> ## 2008-12-04 -0.0234569003540432
> ## 2008-12-05 0.0303880024180421
> ## 2008-12-08 0.0343235654549394
> ## 2008-12-09 -0.0165746208209656
> 
> On Fri, May 2, 2014 at 12:34 AM, aschmid1 <aschmid1 at stevens.edu>
> wrote:
> 
>> I've been stuck for a while with seemingly simple task. I calculate
>> returns using data from yahoo:
>> etf = "SPY"
>> startDate = "2008-12-01"
>> endDate = "2014-04-04"
>> prc <- get.hist.quote(instrument = etf, startDate, endDate, quote =
>> "AdjClose", provider = "yahoo" )
>> tt<-as.zoo(prc)
>> dates<-index(tt)
>> r<-diff(log(tt))
>> tab<-r
>> 
>>> head(tab)
>>               AdjClose
>> 2008-12-02  0.03776569
>> 2008-12-03  0.02372065
>> 2008-12-04 -0.02345690
>> 2008-12-05  0.03038800
>> 2008-12-08  0.03432357
>> 2008-12-09 -0.01657462
>> 
>> But when I save results to a file, dates are replaced:
>> 
>> write.table(tab, file=filename, quote=F)
>> 
>> Here is the contents of the output file:
>> AdjClose
>> 1 0.0377656920201943
>> 2 0.0237206482126213
>> 3 -0.0234569003540432
>> 4 0.0303880024180421
>> 5 0.0343235654549394
>> 6 -0.0165746208209656
>> 
>> What can be done about this?
>> Thanks! Alec
>> 
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> 
> 
> 
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