Hi Joshua,
Thank you for explaining it to me. Now it makes sense.

Regards,

-Mark-

2009/7/24 Joshua Ulrich <josh.m.ulrich@gmail.com>

> Mark,
>
> The as.xts(data.frame) case doesn't work because your data.frame does
> not have rownames.  as.xts() converts the rownames into the xts index.
>  If you read in your data with the following command, you can then
> convert the object to xts.
>
> > data <- read.table("US_PMI_Monthly.csv", sep="\t", dec=",", row.names=1)
> > head(as.xts(data))
>             V2
> 1948-01-01 51.7
> 1948-02-01 50.2
> 1948-03-01 43.3
> 1948-04-01 45.4
> 1948-05-01 49.5
> 1948-06-01 53.0
>
> I would also note that your data, though in a CSV file, is not in CSV
> format.  This may have unforeseen consequences when using commands
> written for CSV format files (getSymbols.csv, read.csv, etc.).
>
> HTH,
> Josh
> --
> http://www.fosstrading.com
>
>
>
> On Fri, Jul 24, 2009 at 10:07 AM, Mark Breman<breman.mark@gmail.com>
> wrote:
> > Hi Jeff,
> > Thanks for explaining it to me.
> >
> > How about the as.xts(data) call where data is a data.frame type. Is it
> not
> > supposed to work this way?
> >
> > Regards,
> >
> > -Mark-
> >
> > 2009/7/24 Jeff Ryan <jeff.a.ryan@gmail.com>
> >
> >> Doing nothing wrong, getSymbols.csv isn't general enough to handle this.
> >>
> >> You can either read in with read.zoo (best option), and then convert
> >> to xts if needed, or write/modify your own getSymbols.csv code to read
> >> the correct columns.
> >>
> >> Essentially getSymbols.csv is a simple function to illustrate the
> >> generalization facility of getSymbols.  The idea is to write
> >> getSymbols.XXXX calls that map to your specific data.
> >>
> >> That said, a univariate case is sufficiently common to have
> >> getSymbols.csv be smart enough to handle.  I will make the changes to
> >> do this.
> >>
> >> Thanks,
> >>
> >> Jeff
> >>
> >> On Fri, Jul 24, 2009 at 9:41 AM, Mark Breman<breman.mark@gmail.com>
> wrote:
> >> > Hi,
> >> > I have a timeseries in a csv file that I want to read into an xts
> object.
> >> > The csv file looks like:
> >> > 1948-01-01 51,7
> >> > 1948-02-01 50,2
> >> > 1948-03-01 43,3
> >> > 1948-04-01 45,4
> >> > 1948-05-01 49,5
> >> > 1948-06-01 53
> >> > 1948-07-01 48,4
> >> > 1948-08-01 45,1
> >> > 1948-09-01 42,1
> >> > 1948-10-01 47,2
> >> > 1948-11-01 42,4
> >> > 1948-12-01 35
> >> > 1949-01-01 32,9
> >> > 1949-02-01 31,3
> >> > 1949-03-01 34,5
> >> > 1949-04-01 35,5
> >> > 1949-05-01 32,6
> >> > 1949-06-01 31,6
> >> > etc...
> >> > I have attached it to this post.
> >> > I tried to read the file with getSymbols() but it gives me an error:
> >> > ------------------------------------- start trace
> >> > ----------------------------------------------
> >> >> library(quantmod)
> >> >> getSymbols('US_PMI_Monthly', src='csv', header = FALSE, sep = "\t",
> >> >> dec=",")
> >> > Error in dimnames(x) <- dn :
> >> >   length of 'dimnames' [2] not equal to array extent
> >> >>
> >> > ------------------------------------ end trace
> >> > -------------------------------------------------
> >> > Strange because read.csv() can read this file into a data.frame:
> >> > -------------------------------------- start trace
> >> > -----------------------------------------------
> >> >> data = read.csv("US_PMI_Monthly.csv", header = FALSE, sep = "\t",
> >> dec=",")
> >> >> class(data)
> >> > [1] "data.frame"
> >> >>
> >> > -------------------------------------- end trace
> >> > -------------------------------------------------
> >> > I tried to be smart and convert the data.frame to an xts object, but
> this
> >> > also gives me an error:
> >> > ------------------------------------- start trace
> >> > -------------------------------------------------
> >> >> as.xts(data)
> >> > Error in as.POSIXlt.character(x, tz, ...) :
> >> >   character string is not in a standard unambiguous format
> >> >>
> >> > ------------------------------------- end trace
> >> > ---------------------------------------------------
> >> > I am using R 2.8.1 for windows with xts 0.6-6 and quantmod 0.3-10.
> >> > What am I doing wrong here?
> >> > Regards,
> >> > -Mark-
> >> > _______________________________________________
> >> > R-SIG-Finance@stat.math.ethz.ch mailing list
> >> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >> > -- Subscriber-posting only.
> >> > -- If you want to post, subscribe first.
> >> >
> >>
> >>
> >>
> >> --
> >> Jeffrey Ryan
> >> jeffrey.ryan@insightalgo.com
> >>
> >> ia: insight algorithmics
> >> www.insightalgo.com
> >>
> >
> >        [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> > -- If you want to post, subscribe first.
> >
>

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