similar to: Duplicate Rows in xts

Hi, I am converting a data.frame to xts. ?the data.frame is 4 columns and 1000 rows. ?I get a message that "NROW (x) must match length(order.by) class is data.frame, mode is list when I run? dim(x) ? # I get? 1000 ? ? 4 ? #which is consistent with 1000 rows and 4 columns NROW (x) ?# I get 1000 ?# which is the right answer ? When I run length on each of columns in x separately using the

Hi, I work with SEXP C code and with xts and quantmod packages. I try to touch how xts internal works. So we have R session and: > ls() character(0) > getSymbols('AAPL') # quantmod package [1] "AAPL" > ls() [1] "AAPL" > str(AAPL) An ?xts? object from 2007-01-03 to 2010-09-09 containing: Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ... - attr(*,

Hi All: If I download yahoo data by getSymbols() in R, the date column gets accompanied along with the downloaded data. There is no column header for the date column to access separately. What is the way to eliminate the date column? If I want to draw a xy scatter plot with the downloaded price (suppose AAPL vs NASDAQ), I think the date column is creating problem and the plot function is not

Hello, all... I've been playing with the TTR package and quantmod, and I'm loading the Chicago Board of Exchange put/call ratio data via a simple read.csv call... CBOEtotal<-read.csv(file=" http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/totalpc.csv ",skip=1) this gives me a data frame with columns.... > names(CBOEtotal) [1] "Trade_date"

Dear Sir/Madam, How to use getSymbols() to get annual data? For example, I need the annual stock price of APPLE from the year 2000 to 2016. How to write the command? I only know how to get the daily data. It is: getSymbols("AAPL",from="2000-01-01",to="2016-12-31") Thank you very much. Have a good week! Best regards, Yingrui Liu [[alternative HTML

R-listers, I am using xts with a yearmon index, but am getting some inconsistent results with the date index when i drop observations (for example by using na.omit). The issue is illustrated in the example below. If I start with a monthly zooreg series starting in 2009, yearmon converts this to "Dec-2008". Not such a worry for my example, but strange. Having converted to xts, i drop

Dear all, My data is by minutes and I can see it has seasonal trend by daily and weekly. How do I decompose the minute data into daily and weekly some data: > dput(tail(dt_train,100))structure(c(11L, 11L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 11L, 11L, 10L,

Hi, I cannot figure out how to change the index format when displaying POSIXct objects. Would like the xts index to display as %H:%M:%OS3 when doing viewing the xts object. Think I am missing the obvious. Cheers, Chris -- View this message in context: http://r.789695.n4.nabble.com/xts-POSIXct-index-format-tp3336136p3336136.html Sent from the R help mailing list archive at Nabble.com.

hey I am trying to turn a dataframe into xts with the function: as.xts, but it returns the error: Error in as.POSIXlt.character(x, tz, ...) : character string is not in a standard unambiguous format could someone give me some pointers please the data is coming from a spreadsheet via the excel, and has 5 columns of data (date (with the date and time), open, high, low, close) (excel format) ela

Hello, I noticed something odd when working with data frames and xts objects. If I read in a CSV file, R creates a nice data.frame. This works well. If I then convert to an XTS object, I see that all the values in the data are now quoted. My data is a mix of numeric and character. This is usually seen when converting a data.frame to a matrix, as R will treat all the data as the same class.

hello to all. I am working on macroeconomic data series of India, which in a yearly basis. I am unable to convert my data frame into time series. kindly help me. also using zoo and xts packages. but they take only monthly observations. 'data.frame': 30 obs. of 4 variables: $ year: int 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 ... $ cnsm: num 174 175 175 172 173 ... $ incm:

Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x = c(2, 4, 5), order.by =

Using the following bit of R, I'm wondering if there is a way to override/manipulate/replace the date in one xts time series with the date of another xts time series while not affecting/changing the times of the xts time series? library(xts) x.Date <- rep("1/1/2004",times=5) x.Times<- c("00:00:00", "00:15:00", "00:30:00",

Hello, How can I convert Close colume of the below xts time series data into a list of Close values ? I'd like to plot Close values as a list. &gt; head(zc) Close (10/15/12 09:00:00) 252.40 (10/15/12 09:01:00) 253.10 (10/15/12 09:02:00) 253.15 (10/15/12 09:03:00) 253.30 (10/15/12 09:04:00) 253.25 (10/15/12 09:05:00) 253.45 I tried the below command to plot it.

Greetings, I would like to subset observations in a time series using xts, after converting from ts to xts. X=ts(1:100, frequency=12, start=c(1976)) X2=as.xts(X) X2["1984"] The output: Feb 1984 98 Mar 1984 99 Apr 1984 100 What happened to January? The index is always one month off, with X2["1976-01"] giving me Feb 1976. Should I set the time using something else

Hello, I apologize that I am cross posting here after getting no answer from my initial question on stack overflow <http://stackoverflow.com/questions/33492601/r-setoldclass-only-if-needed>. I should certainly have posted it first here.. I am using 3 packages: - xts - quantmod - 'myPackage' quantmod is creating a union class by doing: setOldClass("xts");

Hullo I may have missed something blindingly obvious here. I'm using xts to handle some timeseries data. I've got daily measurements for 100 years. If I try to reduce the error rate by taking means of each month, I'm getting what at first sight appears to be conflicting information. Here's a small subset to show the problem: A small set of data: > vv x

I have and XTS time series object that has date and time. I started with 1 minute data and used apply.daily(x, sum) to sum the data to one cumulative value. This function works just fine however it leaves a time for the last summed value which looks like this 2006-07-19 14:58:00. I need to just have the date and to remove the time value of 14:58:00 just leaving the date value of 2006-07-19 .

I have two data frames, with two columns each, the first being a Date variable. I would like to convert them to xts objects, indexed by the Date column. I would like to use as.Date and not as.POSIXct as the dateformat. The puzzling fact is that it works for the first one but not the other. Here is a screenshot of the error: > str(DF1) 'data.frame': 367 obs. of 2 variables: $

Hi R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with