Convert data frame with date column to timeseries

Question

I\'ve got a data frame with the following data:

>PRICE
         DATE  CLOSE
1    20070103 54.700
2    20070104 54.770
3    20070105 55.120
4    20070108 5         


        

Answer 1

Most people find working with the time series class to be a big pain. You should consider using the zoo class from package zoo. It will not complain about missing times , only about duplicates. The PerformanceAnalytics functions are almost certainly going to be expecting 'zoo' or its descendant class 'xts'.

pricez <- read.zoo(text="   DATE  CLOSE
 1    20070103 54.700
 2    20070104 54.770
 3    20070105 55.120
 4    20070108 54.870
 5    20070109 54.860
 6    20070110 54.270
 7    20070111 54.770
 8    20070112 55.360
 9    20070115 55.760
 ")
 index(pricez) <- as.Date(as.character(index(pricez)), format="%Y%m%d")
 pricez
2007-01-03 2007-01-04 2007-01-05 2007-01-08 2007-01-09 2007-01-10 2007-01-11 2007-01-12 2007-01-15 
     54.70      54.77      55.12      54.87      54.86      54.27      54.77      55.36      55.76