[R-SIG-Finance] Creating an index based on a time variable

[Am Gut]

Brian,

Thank you very much. I will read the instructions before I post next time.
I was just converting to matrix only to replicate exactly what the
documentation was doing so there would not be any issue. Your feedback is
helpful and I appreciate your speed as well.

Kind Regards,

AG

On Wed, Oct 21, 2015 at 3:16 PM, Brian G. Peterson <brian at braverock.com>
wrote:

> You didn't follow the posting guide.  Your example is not reproducible,
> and posting HTML that just gets converted to plain text doesn't help.
>
> I assume that you currently have a data.frame as is output by read.csv.
>
> Why are you converting it to a matrix?
>
> I guess that what you want from your data.frame is most likely something
> like this:
>
> sector_returns <- read.csv("Sector.csv", head=TRUE)
> sector_returns <- xts(sector_returns[,-1],
> order.by=as.Date(sector_returns[,1], format="%m/%d/%Y"))
>
>
> see
>
> ?xts
>
> and
>
> ?strftime
>
> for more information.
>
>
> Regards,
>
> Brian
>
>
> On Wed, 2015-10-21 at 15:05 -0400, Am Gut wrote:
> > Everyone,
> >
> > I would appreciate some help on a very basic topic that I have been
> > struggling with for quite a while. I am using the xts packages and have
> > gone through quite a bit of documentation in search of how to create a
> time
> > index based on a time column in my dataset.
> >
> > I am following the code used directly in the xts package documentation
> and
> > would greatly appreciate it if someone would help. The beginning of my
> > imported dataset looks like:
> >
> > row.names Consumer Discretionary Consumer Staples 1/31/1995 0.6468773
> > 2.047813 2/28/1995 3.39433 2.866054 3/31/1995 3.0161 2.887118 4/28/1995
> > -1.341188 2.826405 5/31/1995 4.459739 4.309547 6/30/1995 2.636647
> 1.610363
> > 7/31/1995 3.298938 -0.002974272
> >
> > I am using the following code:
> >
> > require(xts)
> > sector_returns = read.csv("Sector.csv", head=TRUE)
> > class(sector_returns)
> >
> > sector_returns = as.matrix(sector_returns)
> > sector_xts = as.xts(sector_returns,dateFormat='Date')
> >
> > the last line gives me the following error:
> >
> > Error in as.xts.matrix(sector_returns, dateFormat = "Date") :
> >   order.by must be either 'rownames()' or otherwise specified
> >
> > I have tried a few different ways of using the rownames function and have
> > had zero success. I apologize if this question is extremely basic, as I
> > have made significant effort trying to get this to work. Any help on
> > assigning the rownames to my date variable (row.names column) would be
> > extremely helpful.
> >
> > Thanks in advance,
> >
> > AG
> >
> >       [[alternative HTML version deleted]]
> >
> > _______________________________________________
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> > -- Also note that this is not the r-help list where general R questions
> should go.
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
>

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