On Sun, Feb 3, 2013 at 6:57 AM, Seimizu Joukan <saim...@gmail.com> wrote: > Would you please paste the following codes to R console and make a > confirmation? >
Indeed, well done and much appreciated. > #Codes start from here > > library("quantmod") > tmp<-structure(c(112.34, 112.89, 112.75, 113.5, 115.16, 115.21, 114.84, > 114.93, 115.05, 114.46, 113.34, 113.71, 113.56, 115.08, 115.97, > 115.26, 115.22, 115.24, 115.24, 114.98, 111.96, 112.75, 112.5, > 113.1, 114.85, 114.55, 114.55, 114.75, 114.2, 112.92, 112.87, > 112.8, 113.54, 115.05, 115.06, 114.85, 114.93, 115.09, 114.28, > 113.92), class = c("xts", "zoo"), .indexCLASS = "Date", tclass = > "Date", .indexTZ = "", tzone = "", index = structure(c(1298818800, > 1298905200, 1298991600, 1299078000, 1299164400, 1299423600, 1299510000, > 1299596400, 1299682800, 1299769200), tzone = "", tclass = "Date"), > .Dim = c(10L, > 4L), .Dimnames = list(NULL, c("Open", "High", "Low", "Close"))) > class(tmp) > (res1<-split(tmp,f="weeks")) > (res2<-split(tmp,frequency="weeks")) Looking at args(split.xts) I think you actually do want split(..., f = ) here, not split(..., frequency = ), which would ignore and default to months. I get the following for res1, running R-Devel on OS X 10.6.8: > res1 [[1]] Open High Low Close 2011-02-27 112.34 113.34 111.96 112.87 [[2]] Open High Low Close 2011-02-28 112.89 113.71 112.75 112.80 2011-03-01 112.75 113.56 112.50 113.54 2011-03-02 113.50 115.08 113.10 115.05 2011-03-03 115.16 115.97 114.85 115.06 2011-03-06 115.21 115.26 114.55 114.85 [[3]] Open High Low Close 2011-03-07 114.84 115.22 114.55 114.93 2011-03-08 114.93 115.24 114.75 115.09 2011-03-09 115.05 115.24 114.20 114.28 2011-03-10 114.46 114.98 112.92 113.92 so I think it's likely a timezone issue. Try setting indexTZ(tmp) <- "GMT" or something similar and giving it another shot. You might also want to move to the R-SIG-Finance class where the authors of xts are more frequently seen. It might also help to report Sys.timezone() in addition to your specific linux distro. Cheers, MW ______________________________________________ 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.