R help - Sep 2017 - Convert data into zoo object using Performance analytics package

Dear All,

While i am trying convert data frame object to zoo object I am
getting numeric(0) error in performance analytics package.

The source code i am using from this website to learn r in finance:
https://faculty.washington.edu/ezivot/econ424/returnCalculations.r

# create zoo objects from data.frame objects
dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y")
dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y")
sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux)
msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft)
class(sbux.z)
head(sbux.z)
> head(sbux.z)
Data:
numeric(0)

I will be grateful if anybody would like to guide me where i am making the
mistake.

With best regards,
Upananda Pani


-- 


You may delay, but time will not.


Research Scholar
alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP
KGP

	[[alternative HTML version deleted]]

Depending on how you created df maybe your code has the column names
wrong.  In any case these 4 alternatives all work.  Start a fresh R
session and then copy and paste this into it.

library(zoo)
u  <-
"https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
fmt <- "%m/%d/%Y"

# 1
sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)

# 2
df <- read.csv(u)
sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt)

# 3
df <- read.csv(u)
names(head(df))
## [1] "Date"      "Adj.Close"
sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt))

# 4
df <- read.csv(u)
sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt))

On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani <upananda.pani at
gmail.com> wrote:
> Dear All,
>
> While i am trying convert data frame object to zoo object I am
> getting numeric(0) error in performance analytics package.
>
> The source code i am using from this website to learn r in finance:
> https://faculty.washington.edu/ezivot/econ424/returnCalculations.r
>
> # create zoo objects from data.frame objects
> dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y")
> dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y")
> sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux)
> msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft)
> class(sbux.z)
> head(sbux.z)
>> head(sbux.z)
> Data:
> numeric(0)
>
> I will be grateful if anybody would like to guide me where i am making the
> mistake.
>
> With best regards,
> Upananda Pani
>
>
> --
>
>
> You may delay, but time will not.
>
>
> Research Scholar
> alternative mail id: upani at iitkgp.ac.in
> Department of HSS, IIT KGP
> KGP
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.


-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

Dear Sir,

Thanks for your mail and help. I got this error while trying to run your
code.

sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
Error in read.table(file = file, header = header, sep = sep, quote = quote,
 :
  'file' must be a character string or connection

Thanks and Regards,
Upananda Pani

On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at
gmail.com>
wrote:
> Dear Sir,
>
> Thanks for your mail and help. I got this error while trying to run your
> code.
>
> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
> Error in read.table(file = file, header = header, sep = sep, quote >
quote,  :
>   'file' must be a character string or connection
>
> Thanks and Regards,
> Upananda Pani
>
> On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck <
> ggrothendieck at gmail.com> wrote:
>
>> Depending on how you created df maybe your code has the column names
>> wrong.  In any case these 4 alternatives all work.  Start a fresh R
>> session and then copy and paste this into it.
>>
>> library(zoo)
>> u  <-
"https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
>> fmt <- "%m/%d/%Y"
>>
>> # 1
>> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
>>
>> # 2
>> df <- read.csv(u)
>> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt)
>>
>> # 3
>> df <- read.csv(u)
>> names(head(df))
>> ## [1] "Date"      "Adj.Close"
>> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt))
>>
>> # 4
>> df <- read.csv(u)
>> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt))
>>
>> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani <upananda.pani at
gmail.com>
>> wrote:
>> > Dear All,
>> >
>> > While i am trying convert data frame object to zoo object I am
>> > getting numeric(0) error in performance analytics package.
>> >
>> > The source code i am using from this website to learn r in
finance:
>> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r
>> >
>> > # create zoo objects from data.frame objects
>> > dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y")
>> > dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y")
>> > sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux)
>> > msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft)
>> > class(sbux.z)
>> > head(sbux.z)
>> >> head(sbux.z)
>> > Data:
>> > numeric(0)
>> >
>> > I will be grateful if anybody would like to guide me where i am
making
>> the
>> > mistake.
>> >
>> > With best regards,
>> > Upananda Pani
>> >
>> >
>> > --
>> >
>> >
>> > You may delay, but time will not.
>> >
>> >
>> > Research Scholar
>> > alternative mail id: upani at iitkgp.ac.in
>> > Department of HSS, IIT KGP
>> > KGP
>> >
>> >         [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more,
see
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > PLEASE do read the posting guide http://www.R-project.org/posti
>> ng-guide.html
>> > and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>
>> --
>> Statistics & Software Consulting
>> GKX Group, GKX Associates Inc.
>> tel: 1-877-GKX-GROUP
>> email: ggrothendieck at gmail.com
>>
>
>
>
> --
>
>
> You may delay, but time will not.
>
>
> Research Scholar
> alternative mail id: upani at iitkgp.ac.in
> Department of HSS, IIT KGP
> KGP
>


-- 


You may delay, but time will not.


Research Scholar
alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP
KGP

	[[alternative HTML version deleted]]

Hi

Gabor's code works as expeceted without error.
What is "u" in your case?

Cheers
Petr
> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Upananda
> Pani
> Sent: Wednesday, September 20, 2017 11:06 AM
> To: Gabor Grothendieck <ggrothendieck at gmail.com>
> Cc: r-help <r-help at r-project.org>
> Subject: Re: [R] Convert data into zoo object using Performance analytics
> package
>
> Dear Sir,
>
> Thanks for your mail and help. I got this error while trying to run your
code.
>
> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in
> read.table(file = file, header = header, sep = sep, quote = quote,
>  :
>   'file' must be a character string or connection
>
> Thanks and Regards,
> Upananda Pani
>
> On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at
gmail.com>
> wrote:
>
> > Dear Sir,
> >
> > Thanks for your mail and help. I got this error while trying to run
> > your code.
> >
> > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in
> > read.table(file = file, header = header, sep = sep, quote = quote,  :
> >   'file' must be a character string or connection
> >
> > Thanks and Regards,
> > Upananda Pani
> >
> > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck <
> > ggrothendieck at gmail.com> wrote:
> >
> >> Depending on how you created df maybe your code has the column
names
> >> wrong.  In any case these 4 alternatives all work.  Start a fresh
R
> >> session and then copy and paste this into it.
> >>
> >> library(zoo)
> >> u  <-
"https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
> >> fmt <- "%m/%d/%Y"
> >>
> >> # 1
> >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
> >>
> >> # 2
> >> df <- read.csv(u)
> >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt)
> >>
> >> # 3
> >> df <- read.csv(u)
> >> names(head(df))
> >> ## [1] "Date"      "Adj.Close"
> >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt))
> >>
> >> # 4
> >> df <- read.csv(u)
> >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt))
> >>
> >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani
> >> <upananda.pani at gmail.com>
> >> wrote:
> >> > Dear All,
> >> >
> >> > While i am trying convert data frame object to zoo object I
am
> >> > getting numeric(0) error in performance analytics package.
> >> >
> >> > The source code i am using from this website to learn r in
finance:
> >> >
https://faculty.washington.edu/ezivot/econ424/returnCalculations.r
> >> >
> >> > # create zoo objects from data.frame objects dates.sbux >
>> > as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft
> >> > as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z
> >> > zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z >
>> > zoo(x=msft.df$Adj.Close, order.by=dates.msft)
> >> > class(sbux.z)
> >> > head(sbux.z)
> >> >> head(sbux.z)
> >> > Data:
> >> > numeric(0)
> >> >
> >> > I will be grateful if anybody would like to guide me where i
am
> >> > making
> >> the
> >> > mistake.
> >> >
> >> > With best regards,
> >> > Upananda Pani
> >> >
> >> >
> >> > --
> >> >
> >> >
> >> > You may delay, but time will not.
> >> >
> >> >
> >> > Research Scholar
> >> > alternative mail id: upani at iitkgp.ac.in Department of HSS,
IIT KGP
> >> > KGP
> >> >
> >> >         [[alternative HTML version deleted]]
> >> >
> >> > ______________________________________________
> >> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and
more, see
> >> > https://stat.ethz.ch/mailman/listinfo/r-help
> >> > PLEASE do read the posting guide
http://www.R-project.org/posti
> >> ng-guide.html
> >> > and provide commented, minimal, self-contained, reproducible
code.
> >>
> >>
> >>
> >> --
> >> Statistics & Software Consulting
> >> GKX Group, GKX Associates Inc.
> >> tel: 1-877-GKX-GROUP
> >> email: ggrothendieck at gmail.com
> >>
> >
> >
> >
> > --
> >
> >
> > You may delay, but time will not.
> >
> >
> > Research Scholar
> > alternative mail id: upani at iitkgp.ac.in Department of HSS, IIT KGP
KGP
> >
>
>
>
> --
>
>
> You may delay, but time will not.
>
>
> Research Scholar
> alternative mail id: upani at iitkgp.ac.in
> Department of HSS, IIT KGP
> KGP
>
>       [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.
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