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

Fri Sep 22 12:16:42 CEST 2017

Hi

From: Upananda Pani [mailto:upananda.pani at gmail.com]
Sent: Friday, September 22, 2017 11:53 AM
To: PIKAL Petr <petr.pikal at precheza.cz>
Cc: r-help <r-help at r-project.org>; Gabor Grothendieck <ggrothendieck at gmail.com>
Subject: Re: [R] Convert data into zoo object using Performance analytics package

Dear All,

Thanks a lot for your help. Would you please let me know if i want to read a csv file as

No, you probably need to read R basics (R-intro). I had no problem using Gabor’s code version 1 for reading directly. You obviously lack basic understanding how R works with objects.

Cheers
Petr

zoo object from my local file rather than directly from the website, how to do that?

library(zoo)
u  <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv"
fmt <- "%m/%d/%Y"

With sincere regards,
Upananda Pani

On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr <petr.pikal at precheza.cz<mailto:petr.pikal at precheza.cz>> wrote:
Hi

Gabor's code works as expeceted without error.
What is "u" in your case?

Cheers
Petr

> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org<mailto:r-help-bounces at r-project.org>] On Behalf Of Upananda
> Pani
> Sent: Wednesday, September 20, 2017 11:06 AM
> To: Gabor Grothendieck <ggrothendieck at gmail.com<mailto:ggrothendieck at gmail.com>>
> Cc: r-help <r-help at r-project.org<mailto:r-help at r-project.org>>
> Subject: Re: [R] Convert data into zoo object using Performance analytics
> package
>
> 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<mailto: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<mailto: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<mailto: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$Adj.Close, order.by<http://order.by>=dates.sbux) msft.z =
> >> > zoo(x=msft.df$Adj.Close, order.by<http://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<mailto:upani at iitkgp.ac.in> Department of HSS, IIT KGP
> >> > KGP
> >> >
> >> >         [[alternative HTML version deleted]]
> >> >
> >> > ______________________________________________
> >> > R-help at r-project.org<mailto: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<http://gmail.com>
> >>
> >
> >
> >
> > --
> >
> >
> > You may delay, but time will not.
> >
> >
> > Research Scholar
> > alternative mail id: upani at iitkgp.ac.in<mailto: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<mailto:upani at iitkgp.ac.in>
> Department of HSS, IIT KGP
> KGP
>
>       [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org<mailto: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/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
________________________________

You may delay, but time will not.

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

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