Dear all,
I am trying to clean return data using the Return.clean() function in the
PerformanceAnalytics package. Hence, my code looks as follows but I get an error
message.
cleantest <- read.csv("D:/Studie_vola_difference/cleantest.csv")
data<-as.vector(cleantest)
test<-Return.clean(data,method="boudt",alpha=0.01)
Error in checkData(R, method = "xts") :
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'.
Can anybody help me on this error? What is wrong with my code?
Thanks for your support.
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Hi T, Have you tried converting "clearntest" or "data" into a time series? Jim On Sat, Oct 15, 2016 at 4:47 AM, T.Riedle <tr206 at kent.ac.uk> wrote:> Dear all, > > I am trying to clean return data using the Return.clean() function in the PerformanceAnalytics package. Hence, my code looks as follows but I get an error message. > > > > cleantest <- read.csv("D:/Studie_vola_difference/cleantest.csv") > data<-as.vector(cleantest) > test<-Return.clean(data,method="boudt",alpha=0.01) > > Error in checkData(R, method = "xts") : > 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'. > > > > Can anybody help me on this error? What is wrong with my code? > > > > Thanks for your support. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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 Jim, no, I calculated the return series in Excel and imported the data into R. Then I transformed the data into a vector as I need a vector object of asset returns and did the calculation. Kind regards, T. ________________________________________ From: Jim Lemon <drjimlemon at gmail.com> Sent: 15 October 2016 11:06 To: T.Riedle Cc: R-help at r-project.org Subject: Re: [R] Return.clean () - PerformanceAnalytics package Hi T, Have you tried converting "clearntest" or "data" into a time series? Jim On Sat, Oct 15, 2016 at 4:47 AM, T.Riedle <tr206 at kent.ac.uk> wrote:> Dear all, > > I am trying to clean return data using the Return.clean() function in the PerformanceAnalytics package. Hence, my code looks as follows but I get an error message. > > > > cleantest <- read.csv("D:/Studie_vola_difference/cleantest.csv") > data<-as.vector(cleantest) > test<-Return.clean(data,method="boudt",alpha=0.01) > > Error in checkData(R, method = "xts") : > 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'. > > > > Can anybody help me on this error? What is wrong with my code? > > > > Thanks for your support. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.