On Sun, May 15, 2011 at 2:42 PM, Bazman76 <h_a_patie...@hotmail.com> wrote: > Hi there, > > I have a spreadsheet in excel which consists of first column of dates and > then subsequent columns that refer to prices of different securities on > those dates. (the first row contains each series name) > > I saved the excel file as type csv and then imported to excel using > > prices=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Option > prices.csv",header = TRUE, sep = ",") > > This creates the correct time series data > > x<-ts(prices[,2]) > > but does not have the dates attached. > > However the dates refer to working days. So although in general they > represent Monday-Friday this is not always the case because of holidays etc. > > How then can I create a time series where the dates are read in from the > first column of the csv file? I can not find an example in R documentation > where this is done? >
Lines <- "time,s 2003-01-01,1.4292491 2003-02-01,-1.0713998 2003-03-01,-0.4738791" library(zoo) # F <- "C:/Documents and Settings/Hugh/My Documents/PhD/Option prices.csv" # z <- read.zoo(F, header = TRUE, sep = ",") # in reality we would read from the file as shown in the comments above # but here we do it this way so we can just copy it and paste it # verbatim into the R session z <- read.zoo(textConnection(Lines), header = TRUE, sep = ",") If you want xts then: library(xts) x <- as.xts(z) Note that ts is not good for dates so use zoo or xts. See ?read.zoo in the zoo package. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.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.