The matrix I want to convert to timeSeries object looks: rp 2003-06-30 -1.0995685137 2003-07-01 -0.7065834677 2003-07-02 0.7661757181 and so on... In help it is stated that I should use as.timeSeries function like: as.timeSeries(x, dimnames = TRUE, format = "") So I try: > ts.rp = as.timeSeries(rp, dimnames=TRUE, format="%Y-%m-%d") Error in "colnames<-"(`*tmp*`, value = character(0)) : attempt to set colnames on object with less than two dimensions I don't exactly understand the error as: > dim(rp) [1] 249 1 What am I doing wrong? Best regards, Wojtek