[R] creating a xts object

T.Riedle tr206 at kent.ac.uk
Fri Dec 25 20:27:17 CET 2015

Dear all,
I am working with the rugarch package which requires xts objects. I have installed the xts package to convert my dataset from .csv to a xts object but it does not work. My code looks as follows:

VaRxts <- as.xts(VaR,order.by ="Date")
Error in xts(x, order.by = order.by, frequency = frequency, .CLASS = "double",  :
  order.by requires an appropriate time-based object

Could anyone help me with that? How can I create a xts object in R?

Thank you very much in advance.

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