Your code below changes the class of the time index from "Date" to "character".
Perhaps you want "yearmon" class. The following averages all values in
each month producing a series with time class "yearmon". See ?yearmon
library(zoo)
z <- zoo(c(0.1423065, -0.03276228, -0.0652789, -0.04999873,
-0
Suppose I have following dataset :
> head(data1)
Date Return
1 03/31/00 0.14230650
2 04/28/00 -0.03276228
3 05/31/00 -0.06527890
4 06/30/00 -0.04999873
5 07/31/00 -0.01447902
6 08/31/00 0.22265729
Now I convert it to zoo object :
> data11 = zoo(data1[,2], as.Date(data1[,1],
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