Hello, I have a simple question. I am trying to load data into a zoo object. I have the data in CSV format as follows SYMBOL DATE TIME PRICE XX YYYYMMDD HH:MM:SS n.nn and there are multiple symbols in this one data frame. My question is, do I need to merge DATE and TIME before loading them or can I specify multiple index.column or index.name fields? Thanks, -stephen [[alternative HTML version deleted]]
Stephen J. Barr wrote:> I have a simple question. I am trying to load data into a zoo object. I have > the data in CSV format as follows > > SYMBOL DATE TIME PRICE > XX YYYYMMDD HH:MM:SS n.nn > > and there are multiple symbols in this one data frame. > > My question is, do I need to merge DATE and TIME before loading them or can > I specify multiple index.column or index.name fields?index.column in read.zoo is a single column only you can either merge in your CVS format, simplifying things in R, or use read.table to get the data into R and then merge your index columns when you call as.zoo. Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
read.zoo does not allow multiple index fields but you can read it in using read.table, combine the index fields and use read.zoo to read the resulting data frame. Note that read.zoo can read data frames, not just files. Also note the aggregate= argument on read.zoo allows direct handling of situations like this where there are multiple time series each indicated by a field, in this case, SYMBOL. On Wed, Dec 23, 2009 at 3:21 PM, Stephen J. Barr <stephenjbarr at gmail.com> wrote:> Hello, > > I have a simple question. I am trying to load data into a zoo object. I have > the data in CSV format as follows > > SYMBOL DATE ? ? ? ? ? ? TIME ? ? ? ? ? ? ?PRICE > XX ? ? ? ? ? ?YYYYMMDD HH:MM:SS ? ? ?n.nn > > and there are multiple symbols in this one data frame. > > My question is, do I need to merge DATE and TIME before loading them or can > I specify multiple index.column or index.name fields? > > Thanks, > -stephen