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new_xts
2012 Mar 04
1
Store vectors as values in xts time-series object
...mably, I want lists to be used as values:
> myList <- vector("list", length=length(index(SPY))) # this creates a list of the same length as the SPY time-series
> for (i in 1:length(myList)) myList[[i]] <- c('aa', 'bb') # fill list with dummy test data
> new_xts_2 <- xts(myList, order.by=index(SPY)) # and I get an error
Error in coredata.xts(x) : currently unsupported data type
What am I doing wrong and how can this be implemented?
Truly appreciate your effort.
--
Kind Regards,
Sergey Pisarenko.