FAQ 7.31
Sent from my iPad
On Oct 11, 2011, at 1:07, Mark Harrison <harrisonmark1 at gmail.com>
wrote:
> I am having a problem with extra digits being added to my data which I
think
> is a result of how I am converting my data.frame data to xts.
>
> I see the same issue in R v2.13.1 and RStudio version 0.94.106.
>
> I am loading historical foreign exchange data in via csv files or from a
sql
> server database. In both cases there are no extra digits and the original
> data looks like the following:
>
> Date Open High Low Close
> 1 2001-01-03 1.5021 1.5094 1.4883 1.4898
> 2 2001-01-04 1.4897 1.5037 1.4882 1.5020
> 3 2001-01-05 1.5020 1.5074 1.4952 1.5016
> 4 2001-01-08 1.5035 1.5104 1.4931 1.4964
> 5 2001-01-09 1.4964 1.4978 1.4873 1.4887
> 6 2001-01-10 1.4887 1.4943 1.4856 1.4866
>
> So for 2001-01-03 the Open value is 1.5021 with only 4 digits after the
> decimal place - i.e. .5021.
>
> I then proceed to do the following in R to convert the 'british
pound' data
> above from data.frame to xts:
>
> Require(quantmod)
> rownames(gbp) <- gbp$Date
> head(gbp)
>
> Open High Low Close
> 2001-01-03 1.5021 1.5094 1.4883 1.4898
> 2001-01-04 1.4897 1.5037 1.4882 1.5020
> 2001-01-05 1.5020 1.5074 1.4952 1.5016
> 2001-01-08 1.5035 1.5104 1.4931 1.4964
> 2001-01-09 1.4964 1.4978 1.4873 1.4887
> 2001-01-10 1.4887 1.4943 1.4856 1.4866
>
> gbp<- as.xts(gbp[,2:5])
> class(gbp)
>
> [1] "xts" "zoo"
>
> The data at this point looks ok until you look closer or output the data to
> excel at which point you see the following for the 'Open'
2001-01-03:
> 1.50209999084473
>
> It is not just the above 'Open' or the first value but all the data
points
> contain the extra digits which I think is the original date data and/or row
> numbers that are being tacked on.
>
> My problem is the extra digits being added or whatever I am doing wrong in
R
> to cause the extra digits to be added. I need 1.5021 to be 1.5021 and not
> 1.50209999084473.
>
> Thanks for the help.
>
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>
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