barc<-read.zoo("barc2.csv",sep=",", header=TRUE, format = "%d-%b-%y")
I try to use this code, however I recive an error, that index has bad entries at every row. I do not understand what is the source of the error. The dates are in the frist place, which should be used as the index.
The best way to create a time series object is to forget about the date field. First, read your csv into a data frame, then sort it on date earliest first.
Consider treating the business day issue separately. Time series analysis depends only on consecutive observations, not dates. It’s as if weekends and trading holidays don’t exist.