SP500$Date <- as.character(as.Date(as.character(SP500$Date), "%m/%d/%y"))
SP500<-as.timeSeries(SP500)
On 24/01/2008, Kerpel, John <[EMAIL PROTECTED]> wrote:
> Hi folks. This set of code used to work, but after upgrading to the
> latest version of Rmetrics it no longer does. Any ideas?
>
>
>
> SP500<-read.table("SP500.csv",header=TRUE,sep=",")
>
> > head(SP500)
>
> Date Open High Low Close Volume Close2
>
> 1 8/4/2006 1280.26 1292.92 1273.82 1279.40 2530970112 1279.40
>
> 2 8/3/2006 1278.22 1283.96 1271.25 1280.27 2728440064 1280.27
>
> 3 8/2/2006 1270.73 1283.42 1270.73 1277.41 2610749952 1277.41
>
> 4 8/1/2006 1278.53 1278.66 1265.71 1270.92 2527689984 1270.92
>
> 5 7/31/2006 1278.53 1278.66 1274.31 1276.66 2461299968 1276.66
>
> 6 7/28/2006 1263.15 1280.42 1263.15 1278.55 2480420096 1278.55
>
> > SP500<-as.timeSeries(SP500)
>
> Error in .midnightStandard(charvec, format) :
>
> 'charvec' has non-NA entries of different number of characters
>
> >
>
>
> [[alternative HTML version deleted]]
>
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O
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and provide commented, minimal, self-contained, reproducible code.
