I would like to import some daily financial data from excel via csv. More specifically, I would like to be able to use the ts.union function from the tseries library as the dates are irregular and I need to line up the dates so that I can place all the variables into one data frame.
The trouble is, how do I import the dates from excel into R? At the moment I'm just importing the data via read.csv, but I don't know how to bring the dates in as well.
Example: Here are two csv files. The first file is missing Jan 13th and the second is missing the 8th.
file 1: cboevix.csv
VIX
1/1/1999 24.42
1/4/1999 26.17
1/5/1999 24.46
1/6/1999 23.34
1/7/1999 24.37
1/8/1999 23.28
1/11/1999 25.46
1/12/1999 28.1
1/14/1999 32.98file 2: yenv.csv
YENV 1/1/1999 19.5 1/4/1999 22.2 1/5/1999 23.2 1/6/1999 21 1/7/1999 20.2 1/11/1999 21.6 1/12/1999 20.9 1/13/1999 19.1 1/14/1999 19.3
# Read the files in via read.csv
A<-read.csv("cboevix.csv",skip=1,header=FALSE)
B<-read.csv("yenv.csv",skip=1,header=FALSE)#define variables VIX<-A$V2 YENV<-B$V2
# MISSING STEP! #apply dates from original csv files to the variables. #the dates are stilling sitting in A$V1 and B$V1 #how do I apply them to VIX and YENV? #????
#use ts.union function to line up the dates and create data frame #"vixyen" with lined up data
vixyen<-ts.union(VIX,YENV)
Can anyone help me fill in those missing steps? Thanks very much!
Cheers,
-- Ashley Davies Economist- Australia and New Zealand IDEAglobal - Singapore Tel: 65- 6332-0759 Fax: 65- 6332-0701 [EMAIL PROTECTED]
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