Hi folks - After upgrading to the latest version of Rmetrics, I can't
read in data like I used to. Is anyone seeing the following? It seems
to truncate the dates after I use "as.timeSeries".
-John
SP500<-read.table("SP500.csv",header=TRUE,sep=",")
> head(SP500)
Date Open High Low Close Volume
1 08/04/06 1280.26 1292.92 1273.82 1279.40 2530970112
2 08/03/06 1278.22 1283.96 1271.25 1280.27 2728440064
3 08/02/06 1270.73 1283.42 1270.73 1277.41 2610749952
4 08/01/06 1278.53 1278.66 1265.71 1270.92 2527689984
5 07/31/06 1278.53 1278.66 1274.31 1276.66 2461299968
6 07/28/06 1263.15 1280.42 1263.15 1278.55 2480420096
> SP500<-as.timeSeries(SP500)
> head(SP500)
Open High Low Close Volume
0006-08-04 1280.26 1292.92 1273.82 1279.40 2530970112
0006-08-03 1278.22 1283.96 1271.25 1280.27 2728440064
0006-08-02 1270.73 1283.42 1270.73 1277.41 2610749952
0006-08-01 1278.53 1278.66 1265.71 1270.92 2527689984
0006-07-31 1278.53 1278.66 1274.31 1276.66 2461299968
0006-07-28 1263.15 1280.42 1263.15 1278.55 2480420096
> SP500<-cut.timeSeries(SP500, from="1980-01-03", to="2006-07-26")
> head(SP500)
Open High Low Close Volume
>
My session info:
sessionInfo()
R version 2.6.0 Patched (2007-10-22 r43236)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] tcltk stats graphics grDevices utils datasets methods
[8] base
other attached packages:
[1] fTrading_260.72 fGarch_260.72 fArma_260.72
fMultivar_260.72
[5] fBasics_260.72 fImport_260.72 sn_0.4-2 mnormt_1.2-1
[9] fSeries_260.72 fCalendar_260.72 fEcofin_260.72
fUtilities_260.72
[13] spatial_7.2-37 RUnit_0.4.17 MASS_7.2-37
robustbase_0.2-8
[17] dyn_0.2-6 zoo_1.4-0
loaded via a namespace (and not attached):
[1] grid_2.6.0 lattice_0.17-2 tools_2.6.0
>
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