i have data in excel. suppose read (only 1 series shown below):
ccl<-ts(mysheets$ccl$`adj close`,start=c(2000, 1), end=c(2012, 12), frequency=12) ccl.r<-diff(log(ccl), lag=1)
then, construct vector data:
data<-cbind(aal.r, adm.r, aht.r, anto.r, arm.r, av.r, azn.r, ba.r, bab.r, barc.r, bats.r,bdev.r, bkg.r, blnd.r, blt.r, bnzl.r, bta.r, bznl.r, ccl.r)
then, try insert data format of fportfolio, using:
ewspec<-portfoliospec() nassets<-ncol(data) setweights(ewspec)<-rep(1/nassets, time=nassets) mydata<-portfoliodata(data=data, spec=portfoliospec())
however, error:
error in portfoliodata(data = data, spec = portfoliospec()) : object 'assetsnames' not found in addition: warning messages: 1: in if (class(data) == "timeseries") { : condition has length > 1 , first element used 2: in if (class(data) == "list") { : condition has length > 1 , first element used
this solved making matrix "timeseries" object. reading question...
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