Convert data.frame to zoo

Question

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

> (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 am getting an error...

> (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 am getting an error too ;(

    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 what is a better way to convert a data.frame to a zoo object? How to properly do that?

I appreciate your reply

Convert data.frame to zoo

2 Answers