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Format zoo object with "dimnames" = List of 2

I am using the eventstudies package . I use phys2eventtime(..)to configure my data. However i get

Error in `colnames<-`(`*tmp*`, value = integer(0)) : 
  attempt to set 'colnames' on an object with less than two dimensions

I assume that my data is erroneously generated. When I look at sample data that uses a function in a sample:

    > es <- phys2eventtime(z=StockPriceReturns, events=SplitDates, width=10)
    > (str(StockPriceReturns))
'zoo' series from 2000-04-03 to 2013-03-28
  Data: num [1:3246, 1:30] NA NA NA NA NA NA NA NA NA NA ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:30] "Bajaj.Auto" "BHEL" "Bharti.Airtel" "Cipla" ...
  Index:  Date[1:3246], format: "2000-04-03" "2000-04-04" "2000-04-05" "2000-04-06" ...
NULL

Compared to this, my data looks like this:

> (str(zoo_Data))
'zoo' series from 2002-01-01 to 2013-08-20
  Data: num [1:3036] 183 183 186 191 191 ...
  Index:  Date[1:3036], format: "2002-01-01" "2002-01-02" "2002-01-03" "2002-01-04" ...
NULL

This is different:

  • The data sample uses sth, for example - attr(*, "dimnames")=List of 2

This can also be seen when viewing the source data:

sample data:

> (head(StockPriceReturns))
           Bajaj.Auto       BHEL Bharti.Airtel     Cipla Coal.India   Dr.Reddy
2000-04-03         NA  4.9171044            NA  6.810041         NA -3.2541653
2000-04-04         NA -8.3348496            NA -3.368606         NA -8.3353739
2000-04-05         NA  0.3305788            NA  0.836825         NA  0.2616345
2000-04-06         NA -2.7605266            NA -2.466056         NA -1.8941289
2000-04-07         NA  3.2543548            NA  7.690426         NA  7.6961041
2000-04-10         NA  3.3107586            NA  6.154276         NA  6.4769648

my data:

> (head(zoo_Data))
2002-01-01 2002-01-02 2002-01-03 2002-01-04 2002-01-07 2002-01-08 
    182.83     182.83     186.40     190.57     191.17     193.25

df data:

I create a zoo object from my data as follows:

> dfToZoo <- function(df) {
    require(zoo)
    date <- as.Date(df[, 1], format = '%d.%m.%Y')
    #TODO have a look if the column are rightly named
    with(df, zoo(TotalReturns, date))
} 


csv_data <- read.csv(..., header = TRUE, sep = ";",stringsAsFactors=FALSE)

totalReturns <- (as.double(gsub(",",".",csv_data$TotalReturn)))


df <- data.frame(csv_data$Date, totalReturns)
names(df) <- c("Date" ,"TotalReturns")


zoo_Data <- dfToZoo(df)

How to add attr(*, "dimnames")=List of 2to my data?

I appreciate your answers!

UPDATE 1

This is example data codefrom the libary package:

library(eventstudies)
library(zoo)

###########################

# Load data

(data(SplitDates))
(data(StockPriceReturns))

data <- StockPriceReturns

(head(StockPriceReturns))



es <- phys2eventtime(z=StockPriceReturns, events=SplitDates, width=10)
es.w <- window(es$z.e, start=-10, end=10)
SplitDates[1:3,]

UPDATE 2

This is how my own data is formatted:

> (str(s_dates))
'data.frame':   36799 obs. of  2 variables:
 $ unit: chr  "ZAE000006284" "ZAE000006284" "ZAE000006284" "ZAE000006284" ...
 $ when: Date, format: "2003-12-18" "2005-04-06" ...
NULL
> (str(zoo_Data))
'zoo' series from 2002-01-01 to 2013-08-20
  Data: num [1:3036] 183 183 186 191 191 ...
  Index:  Date[1:3036], format: "2002-01-01" "2002-01-02" "2002-01-03" "2002-01-04" ...
NULL

Here's how the data from the event research package is formatted:

> (str(SplitDates))
'data.frame':   22 obs. of  2 variables:
 $ unit: chr  "BHEL" "Bharti.Airtel" "Cipla" "Coal.India" ...
 $ when: Date, format: "2011-10-03" "2009-07-24" ...
NULL
> (str(StockPriceReturns))
'zoo' series from 2000-04-03 to 2013-03-28
  Data: num [1:3246, 1:30] NA NA NA NA NA NA NA NA NA NA ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:30] "Bajaj.Auto" "BHEL" "Bharti.Airtel" "Cipla" ...
  Index:  Date[1:3246], format: "2000-04-03" "2000-04-04" "2000-04-05" "2000-04-06" ...
NULL

3

csv. . :

library(eventstudies)
library(zoo)

s_dates <- 
  structure(list(unit = c("ZAE000006284", "ZAE000006284", "ZAE000006284", 
                          "ZAE000006284", "ZAE000006284", "XS0430907989", "XS0430907989"
  ), when = structure(c(12404, 12879, 12879, 12880, 12930, 14411, 
                        14411), class = "Date")), .Names = c("unit", "when"), row.names = c(NA, 
                                                                                            7L), class = "data.frame")

zoo_Data <- 
  structure(c(182.83, 182.83, 186.4, 190.57, 191.17, 193.25, 190.57
  ), index = structure(c(11688, 11689, 11690, 11691, 11694, 11695, 
                         11696), class = "Date"), class = "zoo")

es <- phys2eventtime(z=zoo_Data, events=s_dates, width=10)
Error in `colnames<-`(`*tmp*`, value = integer(0)) : 
  attempt to set 'colnames' on an object with less than two dimensions
> es.w <- window(es$z.e, start=-10, end=10)
  Error in window(es$z.e, start = -10, end = 10) : object 'es' not found

4

, zoo_data:

> library(eventstudies)
> library(zoo)
> 
> s_dates <- dput(head(s_dates,30))
structure(list(unit = c("ZAE000006284", "ZAE000006284", "ZAE000006284", 
"ZAE000006284", "ZAE000006284", "XS0430907989", "XS0430907989", 
"XS0302626899", "XS0302626899", "XS0302626899", "XS0302626899", 
"XS0302626899", "XS0302626899", "XS0266838746", "XS0187043079", 
"XS0187043079", "XS0187043079", "XF0000TZ7757", "XF0000AK5197", 
"XF0000AK5197", "XF0000AK5197", "XF0000AK5197", "XF0000AK5197", 
"USU02681027", "USU026281027", "USU026281027", "USU026281027", 
"USU026281027", "USU026281027", "USU026281027"), when = structure(c(12404, 
12879, 12879, 12880, 12930, 14411, 14411, 14599, 14600, 15134, 
15139, 15328, 15328, 13913, 14330, 14335, 14593, 13049, 12953, 
12954, 12954, 12954, 12955, 12934, 13537, 13537, 13537, 13648, 
13649, 13649), class = "Date")), .Names = c("unit", "when"), row.names = c(NA, 
30L), class = "data.frame")
> zoo_Data <- dput(head(zoo_Data,30))
structure(c(182.83, 182.83, 186.4, 190.57, 191.17, 193.25, 190.57, 
184.02, 181.34, 172.11, 169.73, 160.2, 175.09, 172.11, 170.92, 
176.58, 171.51, 170.92, 173.9, 168.54, 167.34, 166.75, 166.45, 
167.34, 164.37, 159.01, 158.11, 154.84, 156.63, 161.99), index = structure(c(11688, 
11689, 11690, 11691, 11694, 11695, 11696, 11697, 11698, 11701, 
11702, 11703, 11704, 11705, 11708, 11709, 11710, 11711, 11712, 
11715, 11716, 11717, 11718, 11719, 11722, 11723, 11724, 11725, 
11726, 11729), class = "Date"), class = "zoo")
> 
> n = 20                       ## number of observation
> cn <- unique(s_dates$unit)   ## get response variable 
> 
> as.xts(zoo_Data)
> 
> names(zoo_Data) <- cn
> 
> es <- phys2eventtime(z=zoo_Data), events=s_dates, width=10)
Error in `colnames<-`(`*tmp*`, value = integer(0)) : 
  attempt to set 'colnames' on an object with less than two dimensions
> es.w <- window(es$z.e, start=-3, end=3)
Error in window(es$z.e, start = -3, end = 3) : object 'es' not found
+4
3

phys2eventtime .

, , . , , , .

, :

          unit       when
1 ZAE000006284 2003-12-18
2 ZAE000006284 2005-04-06
3 ZAE000006284 2005-04-06
4 ZAE000006284 2005-04-07
5 ZAE000006284 2005-05-27
6 XS0430907989 2009-06-16
7 XS0430907989 2009-06-16

ts →

( ) 2 :

  • ( ) (COND1)
  • ( ). (COND2)

,

, 2 : ( xts), s_dates s_dates.

n = 20                       ## number of observation
cn <- unique(s_dates$unit)   ## get response variable 
rr = range(s_dates$when)     ## get date range
## COND2
index = seq(rr[1],rr[2],length.out=n)   
mat = matrix(round(runif(n*2,min=150,max=200),2),ncol=2)
ev.dat = xts(mat,index)
## COND1
names(ev.dat) <- cn

:

head(ev.dat)
           ZAE000006284 XS0430907989
2003-12-18       183.27       152.89
2004-04-01       195.23       172.78
2004-07-16       190.18       164.92
2004-10-29       182.24       191.19
2005-02-12       151.78       195.81
2005-05-29       153.78       189.27

:

(es <- phys2eventtime(z=ev.dat, events=s_dates, width=5))
(es.w <- window(es$z.e, start=-10, end=10))
head(es.w)
        2      3      4      5
-4 197.28 197.28 197.28 197.28
-3 158.54 158.54 158.54 158.54
-2 180.56 180.56 180.56 180.56
-1 194.41 194.41 194.41 194.41
0  157.64 157.64 157.64 157.64
1  151.06 151.06 151.06 151.06

, 2 :

, 2 :

check.phys2ev <- function(ev.dat,s_dates){
  is.sucess = lapply(s_dates$when,function(when){
    inter = findInterval(when, index(ev.dat))
    inter < nrow(ev.dat) && inter >1 
  })
  sum(unlist(is.sucess)) >0 &
    all(colnames(ev.dat) %in% s_dates$unit)
}

check.phys2ev(ev.dat,s_dates)
[1] TRUE
+4

@agstudy , . , , , - , zoo. , drop = FALSE.

. - zoo events ( @agstudy), , zoo .

df <- data.frame(date = index(zoo_Data),
                 ZAE000006284 = coredata(zoo_Data))
df

# convert to zoo object
z1 <- zoo(x = df[ , -1], order.by = df$date)
z1

phys2eventtime(z = z, events = s_dates, width = 10)
# Error in `colnames<-`(`*tmp*`, value = integer(0)) : 
#   attempt to set 'colnames' on an object with less than two dimensions

, s_dates, "COND2" (sensu @agstudy).

df <- data.frame(date = c(index(zoo_Data), max(s_dates$when)),
                 ZAE000006284 = c(coredata(zoo_Data), 200))
df

z1 <- zoo(x = df[ , -1], order.by = df$date)
z1
phys2eventtime(z = z1, events = s_dates, width = 10)
# Error in `colnames<-`(`*tmp*`, value = integer(0)) : 
#   attempt to set 'colnames' on an object with less than two dimensions


. , drop = FALSE, . ( ) zoo:

df <- data.frame(date = c(index(zoo_Data), max(s_dates$when)),
                 ZAE000006284 = c(coredata(zoo_Data), 200),
                 ZAE000006284_2 = c(coredata(zoo_Data), 200))
df

z2 <- zoo(x = df[ , "ZAE000006284", drop = FALSE], order.by = df$date)
z2
str(z2)   
....
attr(*, "dimnames")=List of 2


phys2eventtime(z = z2, events = s_dates, width = 10)
# seems to work
+2

, . , , . phys2eventtime, zoo, , , . zoo/data.frame , drop = FALSE .

@Henrik @agstudy, drop = FALSE phys2eventtime, . . , , .

, , - zoo. , , .

EDIT: , , 'z' :

if (is.null(ncol(z))) { stop(paste(deparse("z"), "should be a zoo series with at least one column.")) }

: https://r-forge.r-project.org/scm/viewvc.php/?root=eventstudies

: http://lists.r-forge.r-project.org/pipermail/eventstudies-discussion/

+1
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