Coerce an XTS object to TS for stock daily returns

Asked Dec 11 '19 at 13:31

Active Dec 11 '19 at 13:31

Viewed 34 times

i'm scratching my head a lot of hours for this problem. I've a xts object with stock return, but i need to coerce this object to ts . Below there is an example.

date_vec <- as.Date(c("2010-01-05", "2010-01-06","2010-01-07", 
                  "2010-01-08", "2010-01-11", "2010-01-12", 
                  "2010-01-13"))

ret_vec <- rnorm(7)

ret_xts <- xts(ret_vec, order.by = date_vec)

As you can see, date are "discontinous" and when i try to force this to ts something goes wrong. Thank you everyone for helping and sorry for my bad english.

asked Dec 11 '19 at 13:31

Giammaria Argento

Use quantmod's function `dailyReturn` (or `periodReturn`). That works with xts objects. – phiver Dec 11 '19 at 15:00
`ts` is normally not used for daily data. – G. Grothendieck Dec 12 '19 at 03:15

Coerce an XTS object to TS for stock daily returns

0 Answers0