similar to: Are there equivalents to xblocks or rect that can be used with plot.xts?

Hi, I have a bunch of irregularly spaced xts time series (with a POSIX index), and I'm trying to write a function that fillls the missing days. Using a solution suggested by Gabor Grothendieck for zoo, I wrote the following: # FD: Fill missing days FD<-function(ser) {rng<-range(time(ser)) > temp<-merge(ser,xts(,seq(rng[1],rng[2],"day"))) >

Is there an elegant way to do operations (+/-/*/ / ) on zoo/xts objects when one serie is monthly (end of month) and the other daily (weekdays only) - typically a monthly economic indicator and a stock index price? Thanks, TDB -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-operations-on-zoo-xts-objects-with-Monthly-and-Daily-periodicities-tp3558081p3558081.html

Hi, Please can you tell me what I am doing wrong. When trying to merge two xts objects, one of which has multiple character vectors for columns...I am just getting NAs. > str(t) POSIXct[1:1], format: "2011-01-04 11:45:37" > y2 = xts(matrix(c(letters[1:10]),5), order.by=as.POSIXct(c(t + 1:5))) > names(y2) = c(1,2) > y2 1 2 2011-01-04 11:45:38

Hi R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with

Hello, I apologize that I am cross posting here after getting no answer from my initial question on stack overflow <http://stackoverflow.com/questions/33492601/r-setoldclass-only-if-needed>. I should certainly have posted it first here.. I am using 3 packages: - xts - quantmod - 'myPackage' quantmod is creating a union class by doing: setOldClass("xts");

I have two data frames, with two columns each, the first being a Date variable. I would like to convert them to xts objects, indexed by the Date column. I would like to use as.Date and not as.POSIXct as the dateformat. The puzzling fact is that it works for the first one but not the other. Here is a screenshot of the error: > str(DF1) 'data.frame': 367 obs. of 2 variables: $

Dear R-users I am new to R and struggling not to bother the list with silly questions. I read the documentation on xts and searched for some examples over the internet on how to use plot.xts. The xts object is as follows dataxts : An 'xts' object from 2010-06-27 to 2010-08-05 containing: Data: num [1:56161, 1:14] 74 74.2 74.2 74.1 73.9 ... Indexed by objects of

Hello, I noticed something odd when working with data frames and xts objects. If I read in a CSV file, R creates a nice data.frame. This works well. If I then convert to an XTS object, I see that all the values in the data are now quoted. My data is a mix of numeric and character. This is usually seen when converting a data.frame to a matrix, as R will treat all the data as the same class.

Dear all, I am using the as.xts function to transfer a data frame to the xts The following is the code and result: a<-read.csv("price.csv") a$Date<-as.POSIXct(a$Date) str(a) 'data.frame': 15637 obs. of 2 variables: $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02" "2010-01-04 09:45:03" ... $ bid_hsi: int 21850

I don't know if timeboxing is the correct term to use to accomplish what I'm attempting, so allow me to explain. I have a set n of tagged observations in time series t. What I'm interested in is taking i seconds before and after every n. My code is below: # observations.xts is an xts time series and arg is the number of seconds to for the timebox timeboxes <-

Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x = c(2, 4, 5), order.by =

Hi I see a changed behaviour in xts indexed on class Date in the latest versions, versus 2. It seems to be related to changes to/from daylight savings time, happens those weekends. Is it not intended that class Date be used like this, or is this new behaviour incorrect? Giles Example: > a<-as.Date(15423:15426) > x<-xts(seq_along(a),a) > print(x) [,1] 2012-03-24

Using the following bit of R, I'm wondering if there is a way to override/manipulate/replace the date in one xts time series with the date of another xts time series while not affecting/changing the times of the xts time series? library(xts) x.Date <- rep("1/1/2004",times=5) x.Times<- c("00:00:00", "00:15:00", "00:30:00",

Hello, I coming across a strange problem doing math on an xts object. If I have an xts object of stock prices (perhaps 5 minute bars of open, high, low,close) and want to do some math, the results fail. For example: d$close[10] - d$open[10] works perfectly d$close[10] - d$open[9] fails. I just get an answer of "numeric(0) Index: numeric(0)". My guess is that xts is breaking

Hello, I'm a complete newbie to R. Spent this past weekend reading The Art of R Programming, The R Cookbook, the language spec, Wikis and FAQs. I sort-of have my head around R; the dizzying selection of libraries, packages, etc? Not really. I've probably missed or failed to understand something... I have very a simple data set. Two years (ish) of temperature data, collected and

Greetings, I would like to subset observations in a time series using xts, after converting from ts to xts. X=ts(1:100, frequency=12, start=c(1976)) X2=as.xts(X) X2["1984"] The output: Feb 1984 98 Mar 1984 99 Apr 1984 100 What happened to January? The index is always one month off, with X2["1976-01"] giving me Feb 1976. Should I set the time using something else

Hullo I may have missed something blindingly obvious here. I'm using xts to handle some timeseries data. I've got daily measurements for 100 years. If I try to reduce the error rate by taking means of each month, I'm getting what at first sight appears to be conflicting information. Here's a small subset to show the problem: A small set of data: > vv x

I have the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attributes: NULL > temp t_n 2010-12-26

Hi, I do not understand why after I called apply on a function that returns an xts (getIdvAdjSeries) it returns a matrix whose columns are just numeric value of time series in xts instead of a list of xts objects. Basically, I called the following: apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries) getDivAdjSeries <- function(ticker) { seriesName <-

Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : &gt; class(zc) [1] "xts" "zoo" &gt; str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)