Convert data.frame to zoo

Question

I want to convert a data.frame object to a zoo object. My df looks like this:

 > (str(StockPriceReturns)) 'data.frame': 3036 obs. of 2 variables: $ Date : Factor w/ 3036 levels "01.01.2002","01.01.2003",..: 1 102 202 301 600 701 802 902 1001 1300 ... $ TotalReturns: num 183 183 186 191 191 ... NULL 

What I tried:

directly:

Here I get an error message ...

 > (z1 <- read.zoo(StockPriceReturns, drop=FALSE)) Error in read.zoo(StockPriceReturns, drop = FALSE) : index has 3036 bad entries at data rows: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 ... 

function:

I also get an error (

  dfToZoo <- function(df) { require(zoo) date <- as.Date(df[, 1], format = '%d.%m.%y') with(df, zoo(date,freq)) } > (z1 <- dfToZoo(StockPriceReturns)) Error in MATCH(order.by, order.by) : object 'freq' not found 

My question is the best way to convert a data.frame object to a zoo object? How to do it right?

I appreciate your answer

Answer 1

As for the attempt to use read.zoo , you need to specify the format of the first column, since it is different from the default value. See ?read.zoo for the correct use of this function. There is also a vignette vignette vignette("zoo-read") , entirely dedicated to read.zoo examples.

 DF <- data.frame(Date = c("01.01.2002","01.01.2003"), TotalReturns = c(183, 183)) library(zoo) read.zoo(DF, format = "%d.%m.%Y") ## 2002-01-01 2003-01-01 ## 183 183 

The dfToZoo function dfToZoo in the question uses zoo incorrectly (see ?zoo for an understanding of the arguments), and the format argument must be "%d.%m.%Y" with an uppercase Y.

Answer 2

Fast execution of the dfTozoo function. This gives you the flexibility to specify the date format if it is different from the default one:

 dfTozoo = function(tsdataframe, dateformat="%m/%d/%Y"){ library(zoo) framedates = as.Date(tsdataframe[,1], format=dateformat) n=ncol(tsdataframe) zoodata = zoo(tsdataframe[,2:n], order.by=framedates) return(zoodata) }