Hello,
I am a newbie in R and have difficulties converting daily stock series into monthly ones in xts class.
I have a stock data about the ticker IOO downloaded into a .csv (Comma delimited) file from Yahoo!Finance looking like this:
| Date |
Open |
High |
Low |
Close |
Adjusted Close |
Volume |
| 12/31/2012 |
63 |
63.959999 |
63 |
63.959999 |
56.11607 |
87900 |
| 1/2/2013 |
64.940002 |
65.199997 |
64.620003 |
65.080002 |
57.098713 |
77900 |
| 1/3/2013 |
64.949997 |
64.980003 |
64.639999 |
64.68 |
56.747776 |
36000 |
| 1/4/2013 |
64.709999 |
65.139999 |
64.639999 |
65.120003 |
57.133812 |
49400 |
| 1/7/2013 |
64.830002 |
64.919998 |
64.610001 |
64.889999 |
56.932018 |
102000 |
| 1/8/2013 |
64.650002 |
64.769997 |
64.379997 |
64.580002 |
56.660034 |
31600 |
I have written the following in R in order to read it, convert it to xts and convert daily to monthly:
library(tseries)
library(xts)
library(PerformanceAnalytics)
IOO <- read.csv(file = "IOO.csv", header = TRUE, sep = ",")
IOO <- subset(IOO[, c(1,2,3,4,6)])
colnames(IOO) <- c("Date", "Open", "High", "Low", "Close")
IOO[,"Date"] <- as.Date(IOO[,"Date"], format = "%m / %d / %Y")
IOO <- as.xts(IOO, order.by = as.Date(rownames(IOO), "%Y-%m-%d"), dateFormat = "POSIXct", frequency = NULL, .RECLASS = FALSE)
IOO_monthly <- to.monthly(IOO, indexAt='yearmon', drop.time = TRUE, name = NULL)
Error in to.period(x, "months", indexAt = indexAt, name = name, ...) :
unsupported type
IOO_monthly <- to.period(IOO, period = "months", indexAt='yearmon', name = NULL)
Error in to.period(IOO, period = "months", indexAt = "yearmon", name = NULL) :
unsupported type
IOO_monthly <- to.period(IOO, period = "months", indexAt= NULL, name = NULL)
Error in to.period(IOO, period = "months", indexAt = NULL, name = NULL) :
unsupported type
I have tried many other combinations of arguments in to.period and to.monthly, but it did not work out.
Thank you in advance for your help.