I am trying to create a model using the Quantmod package in R. I am using the following string of commands: > ema<-read.csv(file="ESU0 Jul 7 1 sec data.csv") > Bid=(ema$Bid) > twentysell=EMA(Bid,n=1200) > fortysell=EMA(Bid,n=2400) > sigup<-ifelse(twentysell>fortysell,1,0) > sigdn<-ifelse(twentysell<fortysell,-1,0) > specifyModel(Next(sigup)~lag(sigup,1) + Next(sigdn)~lag(sigdn,1), 1:31624)
After this last command, I get this error message: Error in as.Date.default(x, origin = "1970-01-01") : do not know how to convert 'x' to class "Date" I've thought it was a time series issue, but I have tried converting the "sigup" and "sigdn" to a time series using >sigup_ts=ts(sigup) >sigdn_ts=ts(sigdn) But the error still comes up. Any help on this issue would be greatly appreciated. Thanks, Tyler Campbell tyler.campb...@tradeforecaster.com ______________________________________________ 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.
