Hi,
I am trying to load a data file that looks like this:
|Date,Time,Open,High,Low,Close,Up,Down
05/02/2001,0030,421.20,421.20,421.20,421.20,11,0
05/02/2001,0130,421.20,421.40,421.20,421.40,7,0
05/02/2001,0200,421.30,421.30,421.30,421.30,0,5
05/02/2001,0230,421.60,421.60,421.50,421.50,26,1|
etc.
into an R timeseries or ts object.
The key point is that both the date and time need to become part of the
index.
With zoo, this line will load the data:
z <- read.zoo("foo_hs.csv", format = "%m/%d/%Y",
sep=",", header = TRUE )
but the Time does not become part of the index this way. This means the
index is non-unique, and that is not the goal.
Could someone kindly show me a way, using R itself, to deal with the
separate Date and Time columns so as to properly combine them into the
index for the timeseries?
Thanks!
In zoo the index= argument to read.zoo can be a vector of column
indices to indicate that the time is split across multiple columns and
the FUN= argument can be used to process the multiple columns. In
this example the resulting z uses chron:
L <- "Date,Time,Open,High,Low,Close,Up,Down
05/02/2001,0030,421.20,421.20,421.20,421.20,11,0
05/02/2001,0130,421.20,421.40,421.20,421.40,7,0
05/02/2001,0200,421.30,421.30,421.30,421.30,0,5
05/02/2001,0230,421.60,421.60,421.50,421.50,26,1"
library(zoo)
library(chron)
f <- function(x) chron(paste(x[,1]), sprintf("%04d00", x[,2]),
format
= c("M/D/Y", "HMS"))
# z <- read.zoo("myfile.csv", index = 1:2, sep=",",
header = TRUE, FUN = f)
z <- read.zoo(textConnection(L), index = 1:2, sep=",", header =
TRUE, FUN = f)
On Sun, May 16, 2010 at 7:22 AM, Steve Johns <steve.johns at verizon.net>
wrote:> Hi,
>
> I am trying to load a data file that looks like this:
>
> |Date,Time,Open,High,Low,Close,Up,Down
> 05/02/2001,0030,421.20,421.20,421.20,421.20,11,0
> 05/02/2001,0130,421.20,421.40,421.20,421.40,7,0
> 05/02/2001,0200,421.30,421.30,421.30,421.30,0,5
> 05/02/2001,0230,421.60,421.60,421.50,421.50,26,1|
> etc.
>
> into an R timeseries or ts object.
>
> The key point is that both the date and time need to become part of the
> index.
>
> With zoo, this line will load the data:
>
> z <- read.zoo("foo_hs.csv", format = "%m/%d/%Y",
sep=",", header = TRUE )
>
> but the Time does not become part of the index this way. ?This means the
> index is non-unique, and that is not the goal.
>
> Could someone kindly show me a way, using R itself, to deal with the
> separate Date and Time columns so as to properly combine them into the
index
> for the timeseries?
>
> Thanks!
>
> ______________________________________________
> R-help at 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.
>
Hi Steve,
I "think" what you want to do is get a unique time-date from the first
two columns.
Try something like this: (changing the file name obviously.
mydate should give you a time and date format that you can add to the existing
data.frame.
mydata <- read.table("C:/rdata/dates.junk.csv", header=TRUE,
sep=",",
colClasses=c("character","character",
"numeric" , "numeric",
"numeric", "numeric", "numeric",
"numeric"))
df1 <- paste(mydata[,1], "", mydata[,2])
mydates <- strptime(df1, "%d/%m/%Y %H%M")
--- On Sun, 5/16/10, Steve Johns <steve.johns at verizon.net> wrote:
> From: Steve Johns <steve.johns at verizon.net>
> Subject: [R] Loading Intraday Time Series Data
> To: r-help at r-project.org
> Received: Sunday, May 16, 2010, 7:22 AM
> Hi,
>
> I am trying to load a data file that looks like this:
>
> |Date,Time,Open,High,Low,Close,Up,Down
> 05/02/2001,0030,421.20,421.20,421.20,421.20,11,0
> 05/02/2001,0130,421.20,421.40,421.20,421.40,7,0
> 05/02/2001,0200,421.30,421.30,421.30,421.30,0,5
> 05/02/2001,0230,421.60,421.60,421.50,421.50,26,1|
> etc.
>
> into an R timeseries or ts object.
>
> The key point is that both the date and time need to become
> part of the index.
>
> With zoo, this line will load the data:
>
> z <- read.zoo("foo_hs.csv", format = "%m/%d/%Y",
> sep=",", header = TRUE )
>
> but the Time does not become part of the index this
> way.? This means the index is non-unique, and that is
> not the goal.
>
> Could someone kindly show me a way, using R itself, to deal
> with the separate Date and Time columns so as to properly
> combine them into the index for the timeseries?
>
> Thanks!
>
> ______________________________________________
> R-help at 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.
>