Suppose I have following dataset :
> head(data1)
Date Return
1 03/31/00 0.14230650
2 04/28/00 -0.03276228
3 05/31/00 -0.06527890
4 06/30/00 -0.04999873
5 07/31/00 -0.01447902
6 08/31/00 0.22265729
Now I convert it to zoo object :
> data11 = zoo(data1[,2], as.Date(data1[,1], format="%m/%d/%y"))
> head(data11)
2000-03-31 2000-04-28 2000-05-31 2000-06-30 2000-07-31 2000-08-31
0.14230650 -0.03276228 -0.06527890 -0.04999873 -0.01447902 0.22265729
Clearly those are monthly data. Therefore I want to convert it to mm-yy
format. I used following code :
data111 = zoo(coredata(data11), format(index(data11), "%m/%y"))
However what I got is that :
> head(data111)
01/01 01/02 01/03 01/04 01/05 01/06
-0.001388889 -0.016274826 -0.047707664 0.001104362 -0.077961541 0.017637141
> tail(data111)
12/02 12/03 12/04 12/05 12/06 12/07
0.058660676 -0.018067833 -0.055569851 0.007142888 0.051162052 0.052643733
It is evident that month order has been changed. Can anyone here tell me how
to get correct order like :
01/01, 02/01, 03/01..................
Your help is highly appreciated
Regards,
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