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

Fri Sep 22 11:53:06 CEST 2017

Dear All,

Thanks a lot for your help. Would you please let me know if i want to read
a csv file as 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> 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] On Behalf Of Upananda
> > Pani
> > Sent: Wednesday, September 20, 2017 11:06 AM
> > To: Gabor Grothendieck <ggrothendieck at gmail.com>
> > Cc: r-help <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>
> > 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]]
> >
> > ______________________________________________
> > 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.
>
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-- 

You may delay, but time will not.

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

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