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barret
2010 Aug 11
0
fExtremes
Hi. I need to convert data to time series.
My problem is that when I converted my data to time series the data comes
with time. I just want the date because doesn't work with "blockMaxima()".
> data(bmwRet)
> BMW=as.timeSeries(bmwRet)
> head(BMW)
GMT
BMW.RET
1973-01-02 0.047704097
1973-01-03 0.007127223
1973-01-04 0.008883307
1973-01-05 -0.012440569
1973-01-08 -0.003569961
1973-01-09 0.000000000
> List=as.timeSeries(list) #my data
> head(List)
GMT
Obs
1970-01-01 02:07:50 86342.98
1970-01...