Hello everyone,



I am trying to use the Performance Analytics package in combination with
RExcel, and am having difficulties in producing results with a number of the
built in functions. My setup is as follows:

- import bloomberg data into excel

- use RExcel to put a dataframe of the imported data to R

My data looks like the following (in excel)



Date

Custom Index

31/03/2008

1573.18

30/04/2008

1490.78

31/05/2008

1619.36

30/06/2008

1715.30

31/07/2008

1513.13

31/08/2008

1479.88

30/09/2008

1333.24

31/10/2008

1227.30

30/11/2008

1267.26

31/12/2008

1224.53

31/01/2009

1344.43

28/02/2009

1336.52

31/03/2009

1383.78

30/04/2009

1384.56

31/05/2009

1396.61

and like this in R

>test

                  X Custom.Index

1  2008-03-31 04:00:00       1573.177

2  2008-04-30 04:00:00       1490.782

3  2008-05-31 04:00:00       1619.357

4  2008-06-30 04:00:00       1715.303

5  2008-07-31 04:00:00       1513.127

6  2008-08-31 04:00:00       1479.885

7  2008-09-30 04:00:00       1333.237

8  2008-10-31 04:00:00       1227.302

9  2008-11-30 04:00:00       1267.264

10 2008-12-31 04:00:00       1224.532

11 2009-01-31 04:00:00       1344.434

12 2009-02-28 04:00:00       1336.517

13 2009-03-31 04:00:00       1383.783

14 2009-04-30 04:00:00       1384.556

15 2009-05-31 04:00:00       1396.606

> class(test)

[1] "data.frame"

when I try to run

x-> CalculateReturns(test,method="simple")

> chart.CumReturns(x)

I get the following error

> chart.CumReturns(x)

Error in fromchar(x) :

  character string is not in a standard unambiguous format

I am sure that this post has a trivial answer and my inexperience with R is
being showcases, however, any help or advice would be greatly appreciated.

It would also be helpful to know if my method of import will continue to
work (I get the same errors when I save the excel file as a .csv and then
import using read.csv).



Thanks,



Sean

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