HiNot sure why i get error like this:?Error in xts(forecasts, dates[(window.length):length(returns)]) :?? order.by requires an appropriate time-based object I have researched for the answer that i need to convert returns into time series. I did that but still it doesn't work?See attached for file.Thanks -------------- next part -------------- An embedded and charset-unspecified text was scrubbed... Name: 111.txt URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20170226/408992f3/attachment.txt>
Joshua Ulrich
2017-Feb-27 05:05 UTC
[R] order.by requires an appropriate time-based object
Please provide a minimal, reproducible example. It's really hard for someone to help you if you give them nearly 100 lines of code and no data. My guess is that data[,1] is character (or factor) and you need to convert it to Date or POSIXct. On Sun, Feb 26, 2017 at 9:24 AM, Allan Tanaka <allantanaka11 at yahoo.com> wrote:> HiNot sure why i get error like this: Error in xts(forecasts, dates[(window.length):length(returns)]) : order.by requires an appropriate time-based object > I have researched for the answer that i need to convert returns into time series. I did that but still it doesn't work?See attached for file.Thanks > ______________________________________________ > 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.-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com
Joshua Ulrich
2017-Feb-27 21:12 UTC
[R] order.by requires an appropriate time-based object
On Sun, Feb 26, 2017 at 11:37 PM, Allan Tanaka <allantanaka11 at yahoo.com> wrote:> Here is the screenshoot to show what's happening entirely > > > > On Monday, 27 February 2017, 12:23, Allan Tanaka <allantanaka11 at yahoo.com> > wrote: > > > See attached for updated R script > > > On Monday, 27 February 2017, 12:22, Allan Tanaka <allantanaka11 at yahoo.com> > wrote: > > > I have converted the data into as.Date but then the dates itself (containing > the data[,1]) have NA value. Even after removing NA values by this > particular code: > ag.direction.returns[1] <- 0Your dates have NA values because you specified the format incorrectly in your call to as.Date(). Despite the column names, the format is "MM.DD.YYYY", not "DD.MM.YYYY". R> head(data) DD.MM.YYYY O H L C 1 3/26/2009 132.63 133.90 132.33 133.70 2 3/27/2009 133.69 133.86 129.35 130.09 3 3/30/2009 129.75 130.55 126.40 128.65 4 3/31/2009 128.64 131.87 128.22 130.95 5 4/1/2009 130.94 131.89 129.86 130.54 6 4/2/2009 130.55 134.23 130.29 134.16 Additionally, 'src' and 'dateFormat' are not arguments to as.Date(), so they're unnecessary. Your as.Date() call should be: dates <- as.Date(data[,1], format="%m/%d/%Y")> it's still containing NA values, that won't be allowedwhen i try to merge > xts in this particular code: > both.curves <- cbind(ag.curve, buy.hold.curve) > > >> both.curves <- cbind(ag.curve, buy.hold.curve) > nan, nan > Error in merge.xts(..., all = all, fill = fill, suffixes = suffixes) : > 'NA' not allowed in 'index' > > > > > > On Monday, 27 February 2017, 12:05, Joshua Ulrich <josh.m.ulrich at gmail.com> > wrote: > > > Please provide a minimal, reproducible example. It's really hard for > someone to help you if you give them nearly 100 lines of code and no > data. My guess is that data[,1] is character (or factor) and you need > to convert it to Date or POSIXct. > > On Sun, Feb 26, 2017 at 9:24 AM, Allan Tanaka <allantanaka11 at yahoo.com> > wrote: >> HiNot sure why i get error like this: Error in xts(forecasts, >> dates[(window.length):length(returns)]) : order.by requires an appropriate >> time-based object >> I have researched for the answer that i need to convert returns into time >> series. I did that but still it doesn't work?See attached for file.Thanks > >> ______________________________________________ >> 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. > > > > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com > R/Finance 2017 | www.rinfinance.com > > > > > > >-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com
Jesus!! even a small mistake like that can make me a headache.Thanks, this works
like charm :) :)
On Tuesday, 28 February 2017, 4:12, Joshua Ulrich <josh.m.ulrich at
gmail.com> wrote:
On Sun, Feb 26, 2017 at 11:37 PM, Allan Tanaka <allantanaka11 at
yahoo.com> wrote:> Here is the screenshoot to show what's happening entirely
>
>
>
> On Monday, 27 February 2017, 12:23, Allan Tanaka <allantanaka11 at
yahoo.com>
> wrote:
>
>
> See attached for updated R script
>
>
> On Monday, 27 February 2017, 12:22, Allan Tanaka <allantanaka11 at
yahoo.com>
> wrote:
>
>
> I have converted the data into as.Date but then the dates itself
(containing
> the data[,1]) have NA value. Even after removing NA values by this
> particular code:
> ag.direction.returns[1] <- 0
Your dates have NA values because you specified the format incorrectly
in your call to as.Date().? Despite the column names, the format is
"MM.DD.YYYY", not "DD.MM.YYYY".
R> head(data)
? DD.MM.YYYY? ? ? O? ? ? H? ? ? L? ? ? C
1? 3/26/2009 132.63 133.90 132.33 133.70
2? 3/27/2009 133.69 133.86 129.35 130.09
3? 3/30/2009 129.75 130.55 126.40 128.65
4? 3/31/2009 128.64 131.87 128.22 130.95
5? 4/1/2009 130.94 131.89 129.86 130.54
6? 4/2/2009 130.55 134.23 130.29 134.16
Additionally, 'src' and 'dateFormat' are not arguments to
as.Date(),
so they're unnecessary.? Your as.Date() call should be:
dates <- as.Date(data[,1], format="%m/%d/%Y")
> it's still containing NA values, that won't be allowedwhen i try to
merge
> xts in this particular code:
> both.curves <- cbind(ag.curve, buy.hold.curve)
>
>
>> both.curves <- cbind(ag.curve, buy.hold.curve)
> nan, nan
> Error in merge.xts(..., all = all, fill = fill, suffixes = suffixes) :
>? 'NA' not allowed in 'index'
>
>
>
>
>
> On Monday, 27 February 2017, 12:05, Joshua Ulrich <josh.m.ulrich at
gmail.com>
> wrote:
>
>
> Please provide a minimal, reproducible example.? It's really hard for
> someone to help you if you give them nearly 100 lines of code and no
> data.? My guess is that data[,1] is character (or factor) and you need
> to convert it to Date or POSIXct.
>
> On Sun, Feb 26, 2017 at 9:24 AM, Allan Tanaka <allantanaka11 at
yahoo.com>
> wrote:
>> HiNot sure why i get error like this: Error in xts(forecasts,
>> dates[(window.length):length(returns)]) :? order.by requires an
appropriate
>> time-based object
>> I have researched for the answer that i need to convert returns into
time
>> series. I did that but still it doesn't work?See attached for
file.Thanks
>
>> ______________________________________________
>> 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.
>
>
>
> --
> Joshua Ulrich? |? about.me/joshuaulrich
> FOSS Trading? |? www.fosstrading.com
> R/Finance 2017 | www.rinfinance.com
>
>
>
>
>
>
>
--
Joshua Ulrich? |? about.me/joshuaulrich
FOSS Trading? |? www.fosstrading.com
R/Finance 2017 | www.rinfinance.com
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