[R-SIG-Finance] problem subsetting xts object with yearmon time index

[Daniel Cegiełka]

2015-03-20 18:18 GMT+01:00 Joshua Ulrich <josh.m.ulrich at gmail.com>:
> I can confirm this behavior with a simplified example using zoo 1.7-12
> and the latest development xts.
>
>> data(sample_matrix)
>> x <- as.xts(sample_matrix)
>> y <- to.monthly(x)
>> y['2007']
>            x.Open   x.High    x.Low  x.Close
> Feb 2007 50.22448 51.32342 50.19101 50.77091
> Mar 2007 50.81620 50.81620 48.23648 48.97490
> Apr 2007 48.94407 50.33781 48.80962 49.33974
> May 2007 49.34572 49.69097 47.51796 47.73780
> Jun 2007 47.74432 47.94127 47.09144 47.76719
>
>
> Thanks for the report.  I'll investigate.
>
> Best,
> Josh

hi,
I can not reproduce this error with zoo-1.7-12 and xts-0.8-0.

> getSymbols('MSFT')
[1] "MSFT"
> x <- xts::to.monthly(MSFT)
> x['2015']
         MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
Jan 2015     46.66     47.91    40.35      40.40   918956900         40.11
Feb 2015     40.59     44.30    40.23      43.85   656204800         43.85
Mar 2015     43.67     44.19    40.61      42.29   512133400         42.29
> x['2014']
         MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
Jan 2014     37.35     37.89    34.63      37.84   930226200         36.57
Feb 2014     37.74     38.46    35.69      38.31   705304500         37.30
Mar 2014     37.92     41.50    37.49      40.99   778425700         39.91
Apr 2014     41.15     41.66    38.90      40.40   746113500         39.34
May 2014     40.24     40.97    38.51      40.94   574362900         40.15
Jun 2014     40.95     42.29    39.86      41.70   555779700         40.89
Jul 2014     41.86     45.71    41.05      43.16   731616500         42.32
Aug 2014     43.21     45.47    42.21      45.43   513919700         44.83
Sep 2014     45.43     47.57    44.53      46.36   860827300         45.74
Oct 2014     46.27     46.97    42.10      46.95   853235700         46.33
Nov 2014     46.89     50.05    46.73      47.81   522988700         47.47
Dec 2014     47.88     49.06    44.90      46.45   626740700         46.12


Daniel