R help - Jan 2012 - R problem: unable to read data in the xls-format in the PerformAnalytics package

Hallo

I have the following problem

1) Problem: I am unable to read data in the xls-format in the PerformAnalytics 
package. 
While it works well for several commands, e.g. 
t(table.Stats(msci_ret))

it does not work for other 
commands, e.g.
x
<- msci_ret[, c("CH"), drop = FALSE]
table.Drawdowns(x)

The error code is:
Error in checkData(R) : 

The data cannot be
converted into a time series.  If you are trying to pass in names from a data
object with one
column, you should use the form 'data[rows, columns, drop = FALSE]'. 
Rownames should have standard date formats, such
as '1985-03-15'. 
> 

2) I guess it is the German data format after I transform the data from ts
--> xls.
Jan 1970 
-0.025317808
-0.0488751680 -0.006219300 -0.0737541890 -0.015215166 Feb 1970 -0.016650677
-0.0289782710 -0.053743041
0.0548771330
0.012912517
Mrz 1970 -0.000312907  0.0094675260  0.025474411  0.0060957210  0.040465110 ...
Okt 2010  
0.029227924
0.0572494500  0.024199223  0.0386233850 -0.016248884 Nov 2010 -0.023411677 
0.0133836160 -0.024089614
0.0011141310
0.060007812
Dez 2010  0.019613741  0.0375536810  0.065130745  0.0647369970  0.041147678

... but I am not 
sure, perhaps
it is something else.

3) What I did: I save excel-data (6 raw time series with a header line) in the
csv-
format and read it in R, first in ts, and then converting it to csv:
msci_ret = ts(msci_ret, start=1970, frequency=12) 
msci_ret <-
as.xts(msci_ret)

Apparently, I do not understand exactly how to generate a date format for
monthly data
which can be read unter PerformanceAnalytics. 
I attach my csv data.
Thanks for your help!
yvonne

On Wed, Jan 11, 2012 at 2:41 AM, yseiler at bluewin.ch <yseiler at
bluewin.ch> wrote:
> Hallo
>
> I have the following problem
>
> 1) Problem: I am unable to read data in the xls-format in the
PerformAnalytics
> package.
> While it works well for several commands, e.g.
> t(table.Stats(msci_ret))
>
> it does not work for other
> commands, e.g.
> x
> <- msci_ret[, c("CH"), drop = FALSE]
> table.Drawdowns(x)
>
> The error code is:
> Error in checkData(R) :
>
> The data cannot be
> converted into a time series. ?If you are trying to pass in names from a
data object with one
> column, you should use the form 'data[rows, columns, drop =
FALSE]'. ?Rownames should have standard date formats, such
> as '1985-03-15'.
>>
>
>
> 2) I guess it is the German data format after I transform the data from ts
--> xls.
> Jan 1970
> -0.025317808
> -0.0488751680 -0.006219300 -0.0737541890 -0.015215166 Feb 1970 -0.016650677
-0.0289782710 -0.053743041
> 0.0548771330
> 0.012912517
> Mrz 1970 -0.000312907 ?0.0094675260 ?0.025474411 ?0.0060957210 ?0.040465110
...
> Okt 2010
> 0.029227924
> 0.0572494500 ?0.024199223 ?0.0386233850 -0.016248884 Nov 2010 -0.023411677
?0.0133836160 -0.024089614
> 0.0011141310
> 0.060007812
> Dez 2010 ?0.019613741 ?0.0375536810 ?0.065130745 ?0.0647369970 ?0.041147678
>
> ... but I am not
> sure, perhaps
> it is something else.
>
> 3) What I did: I save excel-data (6 raw time series with a header line) in
the csv-
> format and read it in R, first in ts, and then converting it to csv:
> msci_ret = ts(msci_ret, start=1970, frequency=12)
> msci_ret <-
> as.xts(msci_ret)
>
Please provide a reproducible example (your file was not attached).
Use dput() to include a _small_ sample of your data.  My guess is that
Excel is not saving the dates to the CSV in a standard date format.
> Apparently, I do not understand exactly how to generate a date format for
monthly data
> which can be read unter PerformanceAnalytics.
> I attach my csv data.
> Thanks for your help!
> yvonne
Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com