[R] Help with Dates

[Jeffrey J. Hallman]

Are you using the latest version of fame?  1.05 and earlier had a bug in
tisFromCsv that was fixed in 1.08.

Below I show what I get with fame version 1.08.  There is still a problem in
that the "frequency-figuring" logic appears to think the frequency is bwsunday
(biweekly with weeks ending on Sunday) rather than semimonthly, which would
appear to be a better fit.  That's why the 19860330 observation is getting
filled in with NA's.

Jeff

> Lines <- "Date  Price Open.Int. Comm.Long Comm.Short net.comm
15-Jan-86 673.25    175645     65910      28425    37485
31-Jan-86 677.00    167350     54060      27120    26940
14-Feb-86 680.25    157985     37955      25425    12530
28-Feb-86 691.75    162775     49760      16030    33730
14-Mar-86 706.50    163495     54120      27995    26125
31-Mar-86 709.75    164120     54715      30390    24325"

+ + + + + + > 
> boink <- tisFromCsv(textConnection(Lines), dateFormat = "%d-%b-%y", dateCol = "Date", sep = "")
> boink
$Price
           [,1]
19860119 673.25
19860202 677.00
19860216 680.25
19860302 691.75
19860316 706.50
19860330     NA
19860413 709.75
class: tis

$Open.Int.
           [,1]
19860119 175645
19860202 167350
19860216 157985
19860302 162775
19860316 163495
19860330     NA
19860413 164120
class: tis

$Comm.Long
          [,1]
19860119 65910
19860202 54060
19860216 37955
19860302 49760
19860316 54120
19860330    NA
19860413 54715
class: tis

$Comm.Short
          [,1]
19860119 28425
19860202 27120
19860216 25425
19860302 16030
19860316 27995
19860330    NA
19860413 30390
class: tis

$net.comm
          [,1]
19860119 37485
19860202 26940
19860216 12530
19860302 33730
19860316 26125
19860330    NA
19860413 24325
class: tis


"Gabor Grothendieck" <ggrothendieck at gmail.com> writes:

> On 26 Jul 2007 09:59:31 -0400, Jeffrey J. Hallman <jhallman at frb.gov> wrote:
> > zoo is nice.  'tisFromCsv()' in the fame package is nicer.
> >
> > Jeff
> 
> 
> 1. What am I doing wrong here?  I only get one data column.
> 2. I assume the regularized dates which do not exactly match the input ones
>     are intended so as to make this a regularly spaced series.  Is that right?
> 3. What is the cause of the warning message?
> 4. Why is a list returned with a single component containing the output?
> Thanks.
> 
> > library(fame)
> > Lines <- " Date  Price Open.Int. Comm.Long Comm.Short net.comm
> + 15-Jan-86 673.25    175645     65910      28425    37485
> + 31-Jan-86 677.00    167350     54060      27120    26940
> + 14-Feb-86 680.25    157985     37955      25425    12530
> + 28-Feb-86 691.75    162775     49760      16030    33730
> + 14-Mar-86 706.50    163495     54120      27995    26125
> + 31-Mar-86 709.75    164120     54715      30390    24325
> + "
> > tisFromCsv(textConnection(Lines), dateFormat = "%d-%b-%y", dateCol = "Date", sep = "")
> [[1]]
>            [,1]
> 19860119 673.25
> 19860202 677.00
> 19860216 680.25
> 19860302 691.75
> 19860316 706.50
> 19860330 709.75
> class: tis
> 
> Warning message:
> number of items to replace is not a multiple of replacement length in:
> x[i] <- value
> 
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> 

-- 
Jeff