Can't create time series with zoo

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#1

Hi,

I ran into an error, when I tried to create a time series with zoo package. I have a csv file, with values like this.

Date,Open,High,Low,Close,Volume
7-Oct-16,173.65,175.30,170.45,173.60,44266097
6-Oct-16,173.00,175.35,173.00,174.25,41362124
...

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.

Thanks

#2

Could it just be "%d-%m-%y" instead of "%d-%b-%y" ?

#3

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.

ts(your_date, start = c(2016,10,6, frequency = 1)
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#7

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#4

Thanks, this 2 step process works. I rather use zoo, because I have financial data, which are only on business days, but the idea is the same.

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#5

Unfortunately no, b stands for abbreviated month names.

#6

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.