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

Upananda Pani upananda.pani at gmail.com
Wed Sep 20 11:05:47 CEST 2017


Dear Sir,

Thanks for your mail and help. I got this error while trying to run your
code.

sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
Error in read.table(file = file, header = header, sep = sep, quote = quote,
 :
  'file' must be a character string or connection

Thanks and Regards,
Upananda Pani

On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at gmail.com>
wrote:

> Dear Sir,
>
> Thanks for your mail and help. I got this error while trying to run your
> code.
>
> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
> Error in read.table(file = file, header = header, sep = sep, quote =
> quote,  :
>   'file' must be a character string or connection
>
> Thanks and Regards,
> Upananda Pani
>
> On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck <
> ggrothendieck at gmail.com> wrote:
>
>> Depending on how you created df maybe your code has the column names
>> wrong.  In any case these 4 alternatives all work.  Start a fresh R
>> session and then copy and paste this into it.
>>
>> library(zoo)
>> u  <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
>> fmt <- "%m/%d/%Y"
>>
>> # 1
>> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt)
>>
>> # 2
>> df <- read.csv(u)
>> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt)
>>
>> # 3
>> df <- read.csv(u)
>> names(head(df))
>> ## [1] "Date"      "Adj.Close"
>> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt))
>>
>> # 4
>> df <- read.csv(u)
>> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt))
>>
>> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani <upananda.pani at gmail.com>
>> wrote:
>> > 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
>> >
>> >
>> > --
>> >
>> >
>> > You may delay, but time will not.
>> >
>> >
>> > Research Scholar
>> > alternative mail id: upani at iitkgp.ac.in
>> > Department of HSS, IIT KGP
>> > KGP
>> >
>> >         [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > PLEASE do read the posting guide http://www.R-project.org/posti
>> ng-guide.html
>> > and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>
>> --
>> Statistics & Software Consulting
>> GKX Group, GKX Associates Inc.
>> tel: 1-877-GKX-GROUP
>> email: ggrothendieck at gmail.com
>>
>
>
>
> --
>
>
> You may delay, but time will not.
>
>
> Research Scholar
> alternative mail id: upani at iitkgp.ac.in
> Department of HSS, IIT KGP
> KGP
>



-- 


You may delay, but time will not.


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

	[[alternative HTML version deleted]]



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