[R] reading and formating irregular time series for VaR

Anupam Tyagi AnupTyagi at yahoo.com
Sat Sep 9 11:42:39 CEST 2006


Hi, I am trying to read the following type of data from a .csv file to form an
irregular time series object. I want to use it with the VaR package. How do I
read it in correctly to an irregular time series object? Anupam.

date,Open,High,Low,Close,Volume,OpenInterest,Contract
1972-08-16,54.25,54.25,54.25,54.25,1,1,KC1973H
1972-08-17,54.25,54.25,54.25,54.25,0,1,KC1973H
1972-08-18,54.25,54.25,54.25,54.25,0,1,KC1973H
1972-08-21,54.25,54.25,54.25,54.25,0,1,KC1973H
1972-08-22,54.25,54.25,54.25,54.25,0,1,KC1973H
1972-08-23,54.25,54.25,54.25,54.25,0,1,KC1973H



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