Dear all,
I am trying to clean return data using the Return.clean() function in the
PerformanceAnalytics package. Hence, my code looks as follows but I get an
error message.
cleantest <- read.csv("D:/Studie_vola_difference/cleantest.csv")
data<-as.vector(cleantest)
test<-Return.clean(data,method="boudt",alpha=0.01)
Error in checkData(R, method = "xts") :
The data cannot be converted into a time series. If you are trying to pass in
names from a data object with one column, you should use the form 'data[rows,
columns, drop = FALSE]'. Rownames should have standard date formats, such as
'1985-03-15'.
Can anybody help me on this error? What is wrong with my code?
Thanks for your support.
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