Tidyquant tq_get and tq_transmute: Warning message "missing values removed from data"

Question

I am getting the following error message from the code below:

In to_period(xx, period = on.opts[[period]], ...) :
  missing values removed from data*

It works with some stocks, but some get the same error message as this one. Should I just use na.omit(N225) before tq_transmute?

N225 <- tq_get("^N225",   
               from = "2016-01-01",
               to = "2020-12-31",
               get = "stock.prices")
    
N225_monthly_returns <- N225 %>%
      tq_transmute(select = adjusted,
                   mutate_fun = periodReturn,
                   period = "monthly",
                   col_rename = "n225_returns")

score 0 · Answer 1 · answered May 15 '21 at 12:50

Using na.omit drops the NA rows and doesn't give any warnings. It also gives the same output as the one without using na.omit so we don't loose any rows.

library(tidyquant)

N225_monthly_returns1 <- N225 %>%
  tq_transmute(select = adjusted,
               mutate_fun = periodReturn,
               period = "monthly",
               col_rename = "n225_returns")

N225_monthly_returns2 <- na.omit(N225) %>%
  tq_transmute(select = adjusted,
               mutate_fun = periodReturn,
               period = "monthly",
               col_rename = "n225_returns")

identical(N225_monthly_returns1, N225_monthly_returns2)
#[1] TRUE

Tidyquant tq_get and tq_transmute: Warning message "missing values removed from data"

1 Answers1