[R] Importing Excel/Openoffice Dates into R

[Peter Dalgaard]

Ashley Davies <adavies at ideaglobal.com> writes:

> Hi,
> 
> I would like to import some daily financial data from excel via csv.
> More specifically, I would like to be able to use the ts.union
> function from the tseries library as the dates are irregular and I
> need to line up the dates so that I can place all the variables into
> one data frame.
> 
> The trouble is, how do I import the dates from excel into R? At the
> moment I'm just importing the data via read.csv, but I don't know how
> to bring the dates in as well.
> 
> Example: Here are two csv files.  The first file is missing Jan 13th
> and the second is missing the 8th.
> 
> file 1: cboevix.csv
> 	          VIX
> 1/1/1999	24.42
> 1/4/1999	26.17
> 1/5/1999	24.46
> 1/6/1999	23.34
> 1/7/1999	24.37
> 1/8/1999	23.28
> 1/11/1999	25.46
> 1/12/1999	28.1
> 1/14/1999	32.98
> 
> file 2: yenv.csv
> 
> 		YENV
> 1/1/1999	19.5
> 1/4/1999	22.2
> 1/5/1999	23.2
> 1/6/1999	21
> 1/7/1999	20.2
> 1/11/1999	21.6
> 1/12/1999	20.9
> 1/13/1999	19.1
> 1/14/1999	19.3

Umm, those are not the exact contents, are they? CSV==comma-separated-variable

There should be commas between columns or a sep="\t" in the
read.csv(), (or use read.delim() for what it was designed for). 
 
> # Read the files in via read.csv
> A<-read.csv("cboevix.csv",skip=1,header=FALSE)
> B<-read.csv("yenv.csv",skip=1,header=FALSE)
> 
> #define variables
> VIX<-A$V2
> YENV<-B$V2

(why not just change the names() of A and B?)

> # MISSING STEP!
> #apply dates from original csv files to the variables.
> #the dates are stilling sitting in A$V1 and B$V1
> #how do I apply them to VIX and YENV?
> #????

help(strptime) would be the obvious place to start. The read.csv (or
whatever) also have the colClasses argument that you can use to
specify arbitrary conversion of inputs, but it seems like overkill in
this case.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
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