search for: econ424

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2017 Sep 18
3
Convert data into zoo object using Performance analytics package
Dear All, While i am trying convert data frame object to zoo object I am getting numeric(0) error in performance analytics package. The source code i am using from this website to learn r in finance: https://faculty.washington.edu/ezivot/econ424/returnCalculations.r # create zoo objects from data.frame objects dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z = zoo(x=msft.df$Adj.Close, order.by=...
2017 Sep 20
1
Convert data into zoo object using Performance analytics package
...;> Depending on how you created df maybe your code has the column names >> wrong. In any case these 4 alternatives all work. Start a fresh R >> session and then copy and paste this into it. >> >> library(zoo) >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" >> fmt <- "%m/%d/%Y" >> >> # 1 >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) >> >> # 2 >> df <- read.csv(u) >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) >> >> # 3 &gt...
2017 Sep 22
1
Convert data into zoo object using Performance analytics package
Dear All, Thanks a lot for your help. Would you please let me know if i want to read a csv file as zoo object from my local file rather than directly from the website, how to do that? library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" fmt <- "%m/%d/%Y" With sincere regards, Upananda Pani On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr <petr.pikal at precheza.cz> wrote: > Hi > > Gabor's code works as expeceted without error. > What is "u" in your case? > > Che...
2017 Sep 20
0
Convert data into zoo object using Performance analytics package
...u created df maybe your code has the column names > >> wrong. In any case these 4 alternatives all work. Start a fresh R > >> session and then copy and paste this into it. > >> > >> library(zoo) > >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" > >> fmt <- "%m/%d/%Y" > >> > >> # 1 > >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > >> > >> # 2 > >> df <- read.csv(u) > >> sbux2.z <- read.zoo(df, FUN = as.yearmon,...