Coercing a POSIXct object to Date object

Question

Reproducible code:

# Loading quantmod

library(quantmod)

# Please, put in R this structure

a <- structure(c(2.4, 2.35, 2.44, 2.44, 2.31, 2.32, 2.41, 2.43, 2.46, 
            2.42, 2.45, 2.39, 2.3, 2.41, 2.33, 2.37, 2.38, 2.4, 2.275, 2.235, 
            -0.0300000000000002, -0.0499999999999998, 0.0899999999999999, 
            0, -0.13, 0.00999999999999979, 0.0900000000000003, 0.02, 0.0299999999999998, 
            -0.04, 0.0300000000000002, -0.0600000000000001, -0.0900000000000003, 
            0.11, -0.0800000000000001, 0.04, 0.00999999999999979, 0.02, -0.125, 
            -0.04, 2.75684036527164, 2.80336038090653, 2.85070650150373, 
            2.80638610182307, 2.78192004966867, 2.75238601492226, 2.72915916431245, 
            2.7324175575505, 2.77446196662146, 2.78562833574758, 2.90799335924598, 
            2.96217549002515, 2.93863268151342, 2.86048512414597, 2.89259151463448, 
            2.94864066602014, 2.88926002904347, 2.86619290219901, 2.83438912314523, 
            2.7868613815265, -0.0410505398303571, 0.0465200156348926, 0.0473461205971986, 
            -0.0443203996806614, -0.0244660521544064, -0.0295340347464039, 
            -0.0232268506098166, 0.00325839323805921, 0.0420444090709573, 
            0.0111663691261232, 0.1223650234984, 0.0541821307791639, -0.02354280851173, 
            -0.078147557367453, 0.0321063904885124, 0.0560491513856629, -0.0593806369766661, 
            -0.0230671268444684, -0.031803779053778, -0.0475277416187283, 
            0.172217775014356, 0.147897402545627, 0.107842980922542, 0.111384630261207, 
            0.116199395018325, 0.119482271409344, 0.130753386099011, 0.119444345583785, 
            0.101923549299963, 0.1002890717992, 0.032754605975247, 0.00669932935895989, 
            0.0105319562242379, 0.0453224418800389, 0.0294942187512146, -0.0142520227072014, 
            0.0285107030408045, 0.0335789802090738, 0.0520861644718136, 0.0759107647712609, 
            0.0100035842055157, -0.0243203724687295, -0.0400544216230849, 
            0.0035416493386653, 0.00481476475711817, 0.00328287639101843, 
            0.0112711146896673, -0.0113090405152261, -0.0175207962838217, 
            -0.00163447750076351, -0.0675344658239525, -0.0260552766162871, 
            0.00383262686527797, 0.034790485655801, -0.0158282231288243, 
            -0.043746241458416, 0.0427627257480059, 0.0050682771682693, 0.0185071842627398, 
            0.0238246002994473, -0.0191994306395253, -0.0205181532675806, 
            -0.0249013268238319, -0.0237728532488024, 0.023560859824188, 
            0.0493604748650355, -0.0226612828685699, -0.0242381517516994, 
            -0.0229683470958784, 0.0193184371423425, -0.0146720746595668, 
            -0.0103171513510591, -0.0153945062856312, -0.0207074718973363, 
            0.113843134319118, -0.017036109656239, 0.00401445822575002, -0.0152979313119177, 
            -0.00168455008690644, 0.0234396377388245), .indexTZ = "", .indexCLASS = c("POSIXct", 
                                                                                      "POSIXt"), tclass = c("POSIXct", "POSIXt"), tzone = "", na.action = structure(1L, class = "omit", index = 1090364400), class = c("xts", 
                                                                                                                                                                                                                       "zoo"), index = structure(c(1090450800, 1090537200, 1090796400, 
                                                                                                                                                                                                                                                   1090882800, 1090969200, 1091055600, 1091142000, 1091401200, 1091487600, 
                                                                                                                                                                                                                                                   1091574000, 1091660400, 1091746800, 1092006000, 1092092400, 1092178800, 
                                                                                                                                                                                                                                                   1092265200, 1092351600, 1092610800, 1092697200, 1092783600), tzone = "", tclass = c("POSIXct", 
                                                                                                                                                                                                                                                                                                                                       "POSIXt")), .Dim = c(20L, 7L), .Dimnames = list(NULL, c("Inflation", 
                                                                                                                                                                                                                                                                                                                                                                                               "dInflation", "Fear", "dFear", "Greed", "dGreed", "Growth")))
# These are 'a' dates

index(a)

# You can see it is a POISXct object whose last element is equal to 
# "2004-08-18 01:00:00 CEST"

is(index(a))

# Coercing to Date object

as.Date(index(a))

# Last element goes back by 1 day to "2004-08-17"

From the code you can see that each date is brought back by 1 day when I try to coerce that POSIXct object to a Date one.

I would like to preserve the original date when I run this code: what should I modify in my code?

These are my session informations:

R version 2.15.2 (2012-10-26)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] parallel  stats     graphics  grDevices datasets  utils     methods   base     

other attached packages:
 [1] quantmod_0.4-0             TTR_0.21-1                 Defaults_1.1-1            
 [4] PerformanceAnalytics_1.1.0 Matrix_1.0-11              lattice_0.20-13           
 [7] MASS_7.3-23                Rsolnp_1.14                truncnorm_1.0-6           
[10] numDeriv_2012.9-1          xts_0.9-3                  zoo_1.7-9                 
[13] RcppArmadillo_0.3.6.3      Rcpp_0.10.2                rcom_2.2-5                
[16] rscproxy_2.0-5            

loaded via a namespace (and not attached):
[1] grid_2.15.2        rmgarch_1.00-4     rugarch_1.01-5     timeDate_2160.97  
[5] timeSeries_2160.95 tools_2.15.2

score 3 · Accepted Answer · answered Mar 26 '13 at 14:55

I think you just need to add your timezone to the conversion. Have you tried...

as.Date(index(a) , tz = "CET")
 [1] "2004-07-22" "2004-07-23" "2004-07-26" "2004-07-27" "2004-07-28"
 [6] "2004-07-29" "2004-07-30" "2004-08-02" "2004-08-03" "2004-08-04"
 [11] "2004-08-05" "2004-08-06" "2004-08-09" "2004-08-10" "2004-08-11"
 [16] "2004-08-12" "2004-08-13" "2004-08-16" "2004-08-17" "2004-08-18"

index(a)
[1] "2004-07-22 BST" "2004-07-23 BST" "2004-07-26 BST" "2004-07-27 BST"
[5] "2004-07-28 BST" "2004-07-29 BST" "2004-07-30 BST" "2004-08-02 BST"
[9] "2004-08-03 BST" "2004-08-04 BST" "2004-08-05 BST" "2004-08-06 BST"
[13] "2004-08-09 BST" "2004-08-10 BST" "2004-08-11 BST" "2004-08-12 BST"
[17] "2004-08-13 BST" "2004-08-16 BST" "2004-08-17 BST" "2004-08-18 BST"

Joshua Ulrich · Answer 2 · 2013-03-26T15:25:13.483

3

This is a timezone issue. You need to set the timezone of the index and/or the system TZ environment variable.

Sys.setenv(TZ="Europe/Berlin")
indexTZ(a) <- "Europe/Berlin"
as.Date(index(a))

It's good practice to set the system TZ environment variable when dealing with date/time objects.

edited Mar 26 '13 at 15:25

answered Mar 26 '13 at 15:02

Joshua Ulrich

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Is it about the same of SimonO101 solution? – Lisa Ann Mar 26 '13 at 15:11
@LisaAnn: no, he specifies the timezone during the conversion. I'd encourage you to set it globally, so you don't have to specify it for every conversion. – Joshua Ulrich Mar 26 '13 at 15:12
2

@JoshuaUlrich but what if you have data from more than one timezone? – Simon O'Hanlon Mar 26 '13 at 15:12
@SimonO101: then put them in different objects. The `indexTZ` for the object does not have to be the same as the global value. – Joshua Ulrich Mar 26 '13 at 15:17
OK. But I don't really understand your code. As it stands it does not work? (check the parentheses on the second line). Whoops. Yes it does. It is me who needs my glasses, and not to blindly copy/paste. **EDIT 2:** I really need glasses because no it doesn't (again!) :-) – Simon O'Hanlon Mar 26 '13 at 15:22
I see the code edit, but if I run this code snippet I still have the same problem the author originally had, i.e. last date goes back to 2004-08-17. Sorry, I am just trying to understand this. Cheers. – Simon O'Hanlon Mar 26 '13 at 15:28
It looks like `as.Date.POSIXct` ignores the `tzone` attribute on the `POSIXct` object. That seems like a bug. – Joshua Ulrich Mar 26 '13 at 15:37
@JoshuaUlrich If I run `Sys.timezone()` after setting the `Sys.env` I get returned `[1] "CET"`. Is this what you were expecting? – Simon O'Hanlon Mar 26 '13 at 15:44

Coercing a POSIXct object to Date object

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