read.yearmon: Reading Monthly zoo Series

In FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

Reading Monthly zoo Series

Description

Read a text file containing monthly data with a date column and return a zoo object with index = a yearmon series with the dates read as names.

Usage

read.yearmon(file, format = "", tz = "", FUN = NULL, regular = FALSE,
             index.column = 1, ...)

Arguments

file	character giving the name of the file which the data are to be read from/written to. See read.table and write.table for more information.
format	date format argument passed to as.Date.character.
tz	time zone argument passed to as.POSIXct.
FUN	a function for computing the index from the first column of the data. See details.
regular	logical. Should the series be coerced to class "zooreg" (if the series is regular)?
index.column	integer. The column of the data frame in which the index/time is stored.
...	further arguments passed to read.table or write.table, respectively.

Details

The arguments are as for read.zoo:

TS <- read.zoo(...)

zoo(coredata(TS), as.yearmon2(index(TS)))

Value

an object of class "zoo" or "zooreg".

See Also

read.table, zoo, read.zoo, coredata, index, as.yearmon2

Examples

## Not run: 
## turn *numeric* first column into yearmon index
## where number is year + fraction of year represented by month
z <- read.zoo("foo.csv", sep = ",", FUN = as.yearmon2)
z2 <- read.yearmon("foo.csv", sep = ",")

## End(Not run)

FinTS documentation built on Jan. 27, 2024, 3:01 a.m.