similar to: xts POSIXct index format

Hi, Please can you tell me what I am doing wrong. When trying to merge two xts objects, one of which has multiple character vectors for columns...I am just getting NAs. > str(t) POSIXct[1:1], format: "2011-01-04 11:45:37" > y2 = xts(matrix(c(letters[1:10]),5), order.by=as.POSIXct(c(t + 1:5))) > names(y2) = c(1,2) > y2 1 2 2011-01-04 11:45:38

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:

Have 40,000 rows of buy/sell trade data and am trying to add up the buys for each second, the code works but it is very slow. Any suggestions how to improve the sapply function ? secEP = endpoints(xSym$Direction, "secs") # vector of last second on an XTS timeseries object with multiple entries for each second. d = xSym$Direction s = xSym$Size buySize = sapply(1:(length(secEP)-1),

Hi, Have been having trouble trying to figure out the right regex parameters to remove the last "." in timestamp with the following format: Convert 09:30:00.377.853 to 09:30:00.377853 Thanks, Chris -- View this message in context: http://r.789695.n4.nabble.com/Regex-to-remove-last-character-tp3172466p3172466.html Sent from the R help mailing list archive at Nabble.com.

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

Hi, I am trying to find the best way to read 85 tick data files of format: > head(nbbo) 1 bid CON 09:30:00.722 09:30:00.722 32.71 98 2 ask CON 09:30:00.782 09:30:00.810 33.14 300 3 ask CON 09:30:00.809 09:30:00.810 33.14 414 4 bid CON 09:30:00.783 09:30:00.810 33.06 200 Each file has between 100,000 to 300,300 rows. Currently doing nbbo.list<-

Have timestamp in format HH:MM:SS.MMM.UUU and need to remove the last "." so it is in format HH:MM:SS.MMMUUU. What is the fastest way to do this, since it has to be repeated on millions of rows. Should I use regex ? Currently doing it with a string split, which is slow: >head(ts) [1] 09:30:00.000.245 09:30:00.000.256 09:30:00.000.633 09:30:00.001.309 09:30:00.003.635

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 =

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

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.

Hi, I have a bunch of irregularly spaced xts time series (with a POSIX index), and I'm trying to write a function that fillls the missing days. Using a solution suggested by Gabor Grothendieck for zoo, I wrote the following: # FD: Fill missing days FD<-function(ser) {rng<-range(time(ser)) > temp<-merge(ser,xts(,seq(rng[1],rng[2],"day"))) >

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

Dear all, I am using the as.xts function to transfer a data frame to the xts The following is the code and result: a<-read.csv("price.csv") a$Date<-as.POSIXct(a$Date) str(a) 'data.frame': 15637 obs. of 2 variables: $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02" "2010-01-04 09:45:03" ... $ bid_hsi: int 21850

I don't know if timeboxing is the correct term to use to accomplish what I'm attempting, so allow me to explain. I have a set n of tagged observations in time series t. What I'm interested in is taking i seconds before and after every n. My code is below: # observations.xts is an xts time series and arg is the number of seconds to for the timebox timeboxes <-

Dear R-users I am new to R and struggling not to bother the list with silly questions. I read the documentation on xts and searched for some examples over the internet on how to use plot.xts. The xts object is as follows dataxts : An 'xts' object from 2010-06-27 to 2010-08-05 containing: Data: num [1:56161, 1:14] 74 74.2 74.2 74.1 73.9 ... Indexed by objects of

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",

I have the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attributes: NULL > temp t_n 2010-12-26

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");

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

Hi to all, i'm new to R I have an xts object. Can i find: a) how many NA are in my object ? b) eventually where (in which line) they are Thank you