[R] as.xts error

2010-12-06 Thread
Dear all, I am using the as.xts function to transfer a data frame to the xts The following is the code and result: a<-read.csv("price.csv") a$Date<-as.POSIXct(a$Date) str(a) 'data.frame': 15637 obs. of 2 variables: $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02" "2

Re: [R] Bug in as.POSIXct regarding AM/PM

2010-10-08 Thread
My locale information is as follows: > sessionInfo() R version 2.11.1 (2010-05-31) i386-pc-mingw32 locale: [1] LC_COLLATE=Chinese (Simplified)_People's Republic of China.936 [2] LC_CTYPE=Chinese (Simplified)_People's Republic of China.936 [3] LC_MONETARY=Chinese (Simplified)_People's Republ

[R] Bug in as.POSIXct regarding AM/PM

2010-10-08 Thread
Dear All, I encounted in a problem with as.POSIXct() function. > as.POSIXct("2009/03/26 01:00:00 AM" , format="%Y/%m/%d %I:%M:%S %p") [1] NA > as.POSIXct("2009/03/26 02:00:00 PM" , format="%Y/%m/%d %I:%M:%S %p") [1] NA I have tried this in the R version 2.11.1, R version 2.10.1 and R version

[R] How to run the VECM BEKK model in R?

2010-02-22 Thread
Dear all, I want to run the VECM BEKK model, but I cannot find the corresponding package to run this model. Anybody can help? Thanks a lot Ted -- View this message in context: http://n4.nabble.com/How-to-run-the-VECM-BEKK-model-in-R-tp1564555p1564555.html Sent from the R help mailing list arc

[R] How to split data frame into groups by a list of factors?

2010-01-31 Thread
Dear R users: I am dealing a data frame x as followings: Date trade_day IV.b IV.a 1 2003-03-0219 0.1724818 0.1815687 2 2003-03-0218 0.1733542 0.1763827 3 2003-03-0219 0.1753308 0.1783653 4 2003-03-0316 0.1751217 0.1781624 5 2003-03-0316 0.