[R] How to extract unique indices for time series Data?

Gabor Grothendieck ggrothendieck at gmail.com
Sat Jul 28 22:21:22 CEST 2012


On Sat, Jul 28, 2012 at 3:57 PM, Christofer Bogaso
<bogaso.christofer at gmail.com> wrote:
> Dear all, I am into following coding:
>
>> library(quantmod)
>> Data1 <- get(getSymbols("TCS.NS", from = as.Date("2008-01-01"),
>> return.class = "zoo"))[,4]
> Warning messages:
> 1: In zoo(cd, order.by = index(x), ...) :
> some methods for “zoo” objects do not work if the index entries in
> ‘order.by’ are not unique
> 2: In zoo(rval, index(x)[i]) :
> some methods for “zoo” objects do not work if the index entries in
> ‘order.by’ are not unique
>
> Here, I guess there are some duplicated dates-index. Is there any function
> available to automatically extract unique indices ???
>

Try this:


library(quantmod)
Data1 <- Cl(getSymbols("TCS.NS", from = as.Date("2008-01-01"),
	auto.assign = FALSE))
dup <- duplicated(time(Data1), fromLast = TRUE)
z <- as.zoo(Data1[!dup])

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