similar to: chron, xts and zoo

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

Hello, I'm very interested in using financial time series data, but I'm a beginner of R programming. I'd like to fully understand internal logics on several time-series related packages such as quantmod, xts, zoo, chron, etc. So, I read some books, 'R Cookbook' and 'Art of R Programming' and another simple tutorials. But I still can't understand grammars of the

Dear "R-listers" I've been trying to figure out how to annotate charts in ggplot (ie add text to line charts, highlighted boxes etc). By and large, I can get close to what i want with base graphics, but would ideally like to use ggplot whenever possible (additionally, i would like to add text labels automatically to the chart). The code is below I suspect I need to use geom_rect,

Is there a easy way to create the time index for a zoo/xts object for every 100 milliseconds. eg. time Index would be: 10:00:00:100 10:00:00:200 10:00:00:300 10:00:00:400 I am looking to build an empty zoo/xts object with time index from 10am to 3pm, index jumps by 100ms each row. Thanks, Chris -- View this message in context:

Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : > class(zc) [1] "xts" "zoo" > str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)

Folks, I have some weekly dataseries that I convert to monthly xts (with yearmon indices), and obtain the two following extracts: > str(sig) An 'xts' object from Apr 1998 to Sep 1998 containing: Data: num [1:6, 1] 0.0083 0.2799 -0.2524 -0.0119 0.18 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "e1" Indexed by objects of class: [yearmon] TZ:

Hi all I have an irregular zoo series, where the time index looks like the following: > head(time(l.zoo)) [1] "2009-06-15 01:44:20.802 GMT" "2009-06-15 01:44:20.812 GMT" "2009-06-15 01:44:20.837 GMT" "2009-06-15 01:44:20.848 GMT" "2009-06-15 06:00:01.320 GMT" [6] "2009-06-15 06:00:01.330 GMT" >

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: $

Hello, I have questions while reviewing "chron" package(e.g.,chron.R). 1. What is the differences between 3 kinds of function definition ? 1) "name" <- function(... 2) 'name' <- function(... 3) name <- function(... Do you know Why author used various kinds of definitions ? Is there no functional differences between them ? 2. I

library(xts) library(TTR) ndx = getYahooData("^NDX") aa = ndx$Close bb = aggregate(aa, as.yearweek, tail, 1) The last operation takes forever, and then the bb dates are messed up. The following produces the desired result: time(aa) = as.Date(time(aa)) bb = aggregate(aa, as.yearweek, tail, 1) The index of ndx and aa is of POSIXct (as reported by is(time(ndx))) , which apparently

Is there an elegant way to do operations (+/-/*/ / ) on zoo/xts objects when one serie is monthly (end of month) and the other daily (weekdays only) - typically a monthly economic indicator and a stock index price? Thanks, TDB -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-operations-on-zoo-xts-objects-with-Monthly-and-Daily-periodicities-tp3558081p3558081.html

Hello all, I'm trying to use zoo.read but can't figure out how to deal with the time format. (example below) would be nice if someone could help. best regards, Immanuel --------------------------- L <- "Date,Time,Open,High,Low,Close,Up,Down 05.02.2001,00:30,421.20,421.20,421.20,421.20,11,0 05.02.2001,01:30,421.20,421.40,421.20,421.40,7,0

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 =

So I've got a 154 column wide xts time series object and I want to plot the 154 series on a single plot and have the added benefit of the time series dates on the x axis. Any suggestions for plotting functions, maplot works but does not give dates on the axis and I can't seem to get plot to give me more than one series. Nick [[alternative HTML version deleted]]

Another newbie question I got the 1 minute spine interpolation and 15 mean aggregation working with many thanks to Gabor Grothendieck using Zoo functions. I got a tip from Hasan Diwan to look at xts but it seemed I would make better progress using code from Gabor. Now I'm having trouble plotting this zoo object. I'm thinking I want a function to "split" the zoo object back to

Hi I see a changed behaviour in xts indexed on class Date in the latest versions, versus 2. It seems to be related to changes to/from daylight savings time, happens those weekends. Is it not intended that class Date be used like this, or is this new behaviour incorrect? Giles Example: > a<-as.Date(15423:15426) > x<-xts(seq_along(a),a) > print(x) [,1] 2012-03-24

I would like to merge zoo objects that are stored in a list into one big zoo object with one index for all of the observations. I have created the list (74 dataframes) with the code below, and have tried the do.call(merge, foo) in the call and the output is not what I expected. Any help would be greatly appreciated. Stephen Sefick ###################################################level logger

I would like to add vertical shaded blocks in plot.xts graphs (like recession periods in FRED graphs) The reason I use plot.xts instead of plot.zoo is that I like the fact that the grid is automatically aligned with major ticks in plot.xts. xblocks() and rect() do not seem to work with plot.xts (only with plot.zoo). Are there any alternative methods that work with plot.xts? Thanks. -- View

Hi. I've managed to make a *very* simple wrapper around the xts library for R into OCaml. (Need to be downloaded from CRAN for OCaml users, but I expect other wrapping to be fairly similar...). The good, good, good thing (from my humble point of view) is that all loading is done statically: Loading the R interpreter is done statically. Loading the xts library is done statically... etc...

Dear R People: I have the following code that I use to convert a monthly zoo object to a data.frame, and it works perfectly: library(tseries) z <- get.hist.quote(instrument=inst1, start=start1,end=end1, quote=quot1,comp = "m") y <- as.ts(aggregate(z, as.yearmon, tail, 1)) y.df <- data.frame(y=y,time=time(y)) y.df$x <- ts(y.df[,1]) tsp(y.df$x) <-