Thanks for the reply. The problem is that when I try to plot the zoo object, I get numbers instead of dates on the x-axis. I manages to correct it with the following function:
ConvertTimeFormat <- function(x) { require(zoo) require(timeDate) temp<-(as.zoo(as.timeSeries(x)) index(temp)<-as.Date(index(temp)) return(temp) } Is this a "good" way to do it? On 17 April 2012 20:39, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > On Tue, Apr 17, 2012 at 12:27 PM, Costas Vorlow <costas.vor...@gmail.com> > wrote: >> Hello, >> >> What is the "best" way to convert an timeSeries object to .zoo? >> > Generally, as.zoo is preferred. > >> Say I have the following timeSeries object: >> >>> is(x) >> [1] "timeSeries" "structure" "vector" >>> head(x) >> GMT >> DAAA >> 1983-01-03 11.77 >> 1983-01-04 11.79 >> 1983-01-05 11.79 >> 1983-01-06 11.74 >> 1983-01-07 11.74 >> 1983-01-10 11.75 >>> >> >> When I try to convert it to zoo, I can not retain the dates info. I tried: >> >> a<-as.Date(index( x )) >> xz<-as.zoo(x) >> index(xz)<-a >> >> but dates change. >> >> head(xz) >> DAAA >> 1970-01-02 11.77 >> 1970-01-03 11.79 >> 1970-01-04 11.79 >> 1970-01-05 11.74 >> 1970-01-06 11.74 >> 1970-01-07 11.75 >> > That's because you changed the dates. Look at the output of: > > R> index(x) > [1] 1 2 3 4 5 6 7 8 9 10 > > There's no index.timeSeries method, so index.default is dispatched. > xz <- as.zoo(x) should be sufficient. > > >> This used to work with last year's libraries but it seems it doesn't anymore: >> >> a<-index(as.zoo(x)) >> xz<-as.zoo(x) >> xnew<-aggregate(xz, as.Date, identity) >> >> Error in as.Date.default(index(x)) : >> do not know how to convert 'index(x)' to class "Date" >> > This is different from your example above. Further, this works for me > on R-2.15.0 with timeSeries_2130.92, timeDate_2131.00, and zoo_1.7-7. > Your R version is a year old and timeDate and zoo are a couple minor > versions behind. Maybe updating will solve your problem? > >> >> Any help, extremely welcome. >> >> thanks in advance, >> Costas >> >> >>> sessionInfo() >> R version 2.13.0 (2011-04-13) >> Platform: i386-pc-mingw32/i386 (32-bit) >> >> locale: >> [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United >> States.1252 >> [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C >> [5] LC_TIME=English_United States.1252 >> >> attached base packages: >> [1] graphics grDevices datasets stats utils methods base >> >> other attached packages: >> [1] fImport_2110.79 timeSeries_2130.92 >> [3] timeDate_2130.93 fMarkovSwitching_1.0 >> [5] Rdonlp2_0.3-1 rcom_2.2-3.1 >> [7] rscproxy_1.3-1 quantmod_0.3-17 >> [9] TTR_0.21-0 Defaults_1.1-1 >> [11] PerformanceAnalytics_1.0.3.2 xts_0.8-2 >> [13] zoo_1.7-4 >> >> loaded via a namespace (and not attached): >> [1] grid_2.13.0 lattice_0.19-33 tools_2.13.0 >>> >> >> >> -- >> >> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ >> |c|o|s|t|a|s|@|v|o|r|l|o|w|.|o|r|g| >> +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ >> > > > -- > Joshua Ulrich | FOSS Trading: www.fosstrading.com > > R/Finance 2012: Applied Finance with R > www.RinFinance.com -- +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ |c|o|s|t|a|s|@|v|o|r|l|o|w|.|o|r|g| +-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+ _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.