Hi,
Works for me, try this:
SP500$Date <- as.character(as.Date(as.character(SP500$Date), "%m/%d/%y"))
SP500
Date Open High Low Close Volume
1 2006-08-04 1280.26 1292.92 1273.82 1279.40 2530970112
2 2006-08-03 1278.22 1283.96 1271.25 1280.27 2728440064
3 2006-08-02 1270.73 1283.42 1270.73 1277.41 2610749952
4 2006-08-01 1278.53 1278.66 1265.71 1270.92 2527689984
5 2006-07-31 1278.53 1278.66 1274.31 1276.66 2461299968
6 2006-07-28 1263.15 1280.42 1263.15 1278.55 2480420096
SP500.ts <- as.timeSeries(SP500)
cut.timeSeries(SP500.ts, from="1980-01-03", to="2006-08-02")
Open High Low Close Volume
2006-08-02 1270.73 1283.42 1270.73 1277.41 2610749952
2006-08-01 1278.53 1278.66 1265.71 1270.92 2527689984
2006-07-31 1278.53 1278.66 1274.31 1276.66 2461299968
2006-07-28 1263.15 1280.42 1263.15 1278.55 2480420096
On 09/11/2007, Kerpel, John <[EMAIL PROTECTED]> wrote:
>
> 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
>
> >
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> 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.
>
--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O
[[alternative HTML version deleted]]
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and provide commented, minimal, self-contained, reproducible code.
