Hi Gabor,
Thanks very much for the suggestion. It worked well until the point that i
tried to plot the xts object. here is my code and the error message.
lines<-data.frame(date,time,open,high, low,close) #create a dataframe with
all the variables
z <- read.zoo(lines, header = TRUE, index = list(1, 2), FUN = function(d, t)
as.chron(paste(as.Date(chron(d)), t))) #create the zoo object
plot(z) # works fine
x<-as.xts(z) #works fine
plot(x)
Error in parse.format(format[1]) : unrecognized format %b %d %H:%M
any ideas?
Thanks!
On Mon, Nov 22, 2010 at 7:32 AM, Gabor Grothendieck <ggrothendi...@gmail.com
> wrote:
> On Mon, Nov 22, 2010 at 2:24 AM, rnick <nikos.rachma...@gmail.com> wrote:
> >
> > Hello everyone,
> >
> > I am trying to built an xts object and i have run into some problems on
> the
> > data handling. I would really appreciate if someone could help me with
> the
> > following:
> >
> > 1) I have a OHLC dataset with Time and date in different columns. How
> could
> > i combine date and time in one column in order to pass on the new column
> to
> > xts? I have use cbind and data.frame before but i did not manage to yield
> > any good results as the formating of the file changes.
> >
> > Date Time O H L
> C
> > 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
> > 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
> > 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
> > 1/2/2005 17:25 1.355 1.3556 1.355
> 1.3555
> > 1/2/2005 17:30 1.3556 1.3564 1.35535 1.3563
> >
> > 2) It is not clear to me what is the best way to construct the .xts
> object?
> > Should i use only the Date&time to index or should i also combine it with
> > the rest of the variables?
> >
>
> Use read.zoo and then as.xts to convert it to xts. The following
> shows it for chron date/times. Replace textConnection(Lines) with
> "myfile.dat" to read it from that file. You can replace the FUN=
> part with a conversion to any date/time class supported by xts. Here
> we show it for chron. In the example below we are assuming that the
> date format is month/day/year. See R News 4/1.
>
> Lines <- "Date Time O H L C
> 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495
> 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525
> 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553
> 1/2/2005 17:25 1.355 1.3556 1.355 1.3555
> 1/2/2005 17:30 1.3556 1.3564 1.35535 1.3563"
>
> library(xts) # this also pulls in zoo and its read.zoo
> library(chron)
>
> z <- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2),
> FUN = function(d, t) as.chron(paste(as.Date(chron(d)), t)))
>
> x <- as.xts(z)
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
