[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
>>
>> _______________________________________________
>> R-SIG-Finance at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance [1]
>> -- 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.
>
>
>
> Links:
> ------
> [1] https://stat.ethz.ch/mailman/listinfo/r-sig-finance
More information about the R-SIG-Finance
mailing list