<table cellspacing="0" cellpadding="0" border="0" ><tr><td valign="top" style="font: inherit;"><DIV>Hello,</DIV>
<DIV>I am working with libraries</DIV>
<DIV> </DIV>
<DIV>timeDate)<BR>library(timeSeries)<BR>library(tseries)<BR>library(RODBC)<BR>library(PerformanceAnalytics)<BR>library(fTrading)</DIV>
<DIV> </DIV>
<DIV>and try to convert returns to monthly returns. I think the main problem that when it convert to time series object it doesn't prroduce the right time format , therefore when I apply </DIV>
<DIV>"monthly" it doesnt read right the function.</DIV>
<DIV>Also when I converted data to csv it didn't help.</DIV>
<DIV>Anyway, I sen u the data and the code and output of error. I would b thankfull if u could help.</DIV>
<DIV> data<-read.xls(file="Prices.xls")</DIV>
<DIV>tdata<-as.timeSeries(data) <FONT style="BACKGROUND-COLOR: #ffff00">doesn't work<BR></FONT>c(start(tdata), end(tdata)) #beginning and end of the time series <FONT style="BACKGROUND-COLOR: #ffff00">(it doesnt work)</FONT></DIV>
<DIV>library(fCalendar)</DIV>
<DIV><BR>price.ts<-timeSeries(data=data,charvec=rownames(data),<BR>format="%Y-%m-%d",units=colnames(data))</DIV>
<DIV> </DIV>
<DIV>produce an error</DIV>
<DIV>Warning message:<BR>In timeDate(charvec = charvec, format = format, zone = zone, FinCenter = FinCenter) :<BR> 'charvec' entries of different number of characters are replaced by NA's<BR></DIV>
<DIV> </DIV>
<DIV>tsret<-returns(price.ts)<BR>head(tsret)</DIV>
<DIV>output</DIV>
<DIV> 2.621954e-05 -1.076771e-03 -0.0030647848 0.003368925<BR>[2,] 2.621885e-05 8.432440e-04 -0.0003460069 -0.007477860<BR>[3,] 2.621816e-05 -1.864423e-03 0.0022385116 0.005220514<BR>[4,] 7.865036e-05 1.280149e-03 0.0002193982 0.015714158<BR>[5,] 2.621541e-05 8.727527e-05 0.0014423604 0.001540914<BR>[6,] 2.621472e-05 -2.186654e-03 0.0043773979 -0.009590629<BR><BR>applySeries(tsret, by="monthly", FUN=sum)<BR>produce an error</DIV>
<DIV>Errore in midnightStandard(charvec, format) : <BR> 'charvec' has non-NA entries of different number of characters<BR>Inoltre: Warning messages:<BR>1: In min(x) : no non-missing arguments to min; returning Inf<BR>2: In max(x) : no non-missing arguments to max; returning -Inf</DIV>
<DIV> </DIV>
<DIV> </DIV>
<DIV>thank you<BR></DIV></td></tr></table><br>