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Asked: 2026-05-30T19:08:41+00:00

I have an xts numeric matrix on which I need to apply many transformations.

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I have an xts numeric matrix on which I need to apply many transformations. According to this thread the object returned by transform() should be wrapped in a call to as.xts() (xts doesn’t have its own transform version and zoo returns a new object).

I’ve tried the conversion on some sample data and it seems to work fine but when I run it on my own data I get this error:

Browse[2]> class(myxts)
[1] "xts" "zoo"
Browse[2]> mode(myxts)
[1] "numeric"
Browse[2]> str(myxts)
An 'xts' object from 2011-07-22 09:30:00 to 2011-12-19 16:00:00 containing:
  Data: num [1:11606, 1:19] 0 158300 157700 157600 157900 ...
  - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:19] "Open" "High" "Low" "Close" ...
  Indexed by objects of class: [POSIXlt,POSIXt] TZ: 
  xts Attributes:  
 NULL
Browse[2]> head(myxts['2011-07-22'])
                      Open   High    Low  Close
2011-07-22 09:30:00      0      0      0      0      
2011-07-22 09:31:00 158300 158400 157600 157800     
2011-07-22 09:32:00 157700 157700 157500 157700 
2011-07-22 09:33:00 157600 157900 157599 157900
2011-07-22 09:34:00 157900 158100 157800 158100
2011-07-22 09:35:00 158000 158400 157900 158200 
Browse[2]> n
debug: myxts = as.xts(transform(myxts, Open = ifelse(Open == 
    0, NA, Open), Close = ifelse(Close == 0, NA, Close), High = ifelse(High == 
    0, NA, High), Low = ifelse(Low == 0, NA, Low)))
Browse[2]> class(myxts)
[1] "xts" "zoo"
Browse[2]> head(myxts['2011-07-22'])
Error in function (year = 1970, month = 1, day = 1, hour = 0, min = 0,  : 
  unused argument(s) (tz1 = "", tz2 = "EST", tz3 = "EDT")
Browse[2]> str(myxts)
An 'xts' object from 2011-07-22 09:30:00 to 2011-12-19 16:00:00 containing:
  Data: num [1:11606, 1:19] NA 158300 157700 157600 157900 ...
  - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:19] "Open" "High" "Low" "Close" ...
   Indexed by objects of class: [POSIXlt,POSIXt] TZ: 
  TZ: EST
  TZ: EDT
  xts Attributes:  
 NULL

NOTE

There are 2 TZ: EST/EDT fields added to the output of str(myxts) after the call to transform().

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1 Answer

  1. Editorial Team

    I think the problem is in a mismatch between the TZ index set by as.xts() and xts(). My TZ environment variable is not set and the original xts object was created without a specific TZ value, as reported by str().

    However, after the call to transform() and as.xts(), the TZ index is set to EST/EDT. as.xts() probably gets the time zone from some other source than the env variable.

    By forcing the TZ index to an empty string (or whatever TZ env variable value) I was able to restore indexing selection in the as.xts() object:

    indexTZ(myxts) = Sys.getenv("TZ")
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