[R] Convert data into zoo object using Performance analytics package

Upananda Pani upananda.pani at gmail.com
Mon Sep 18 13:36:46 CEST 2017


Dear All,

While i am trying convert data frame object to zoo object I am
getting numeric(0) error in performance analytics package.

The source code i am using from this website to learn r in finance:
https://faculty.washington.edu/ezivot/econ424/returnCalculations.r

# create zoo objects from data.frame objects
dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y")
dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y")
sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux)
msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft)
class(sbux.z)
head(sbux.z)
> head(sbux.z)
Data:
numeric(0)

I will be grateful if anybody would like to guide me where i am making the
mistake.

With best regards,
Upananda Pani


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alternative mail id: upani at iitkgp.ac.in
Department of HSS, IIT KGP
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