Question

I have got CSV files which has the Date in the following format:
25-Aug-2004

I want to read it as an “xts” object so as to use the function “periodReturn” in quantmod package.

Can I use the following file for the function?

Symbol Series        Date Prev.Close Open.Price High.Price Low.Price

1       XXX     EQ 25-Aug-2004     850.00    1198.70    1198.70    979.00

2       XXX     EQ 26-Aug-2004     987.95     992.00     997.00    975.30

Guide me with the same.

Answer 1

Unfortunately I can’t speak for the ts part, but this is how you can convert your dates to a proper format that can be read by other functions as dates (or time).
You can import your data into a data.frame as usual (see here if you’ve missed it). Then, you can convert your Date column into a POSIXlt (POSIXt) class using strptime function.

nibha <- "25-Aug-2004" # this should be your imported column
lct <- Sys.getlocale("LC_TIME"); Sys.setlocale("LC_TIME", "C") #temporarily change locale to C if you happen go get NAs
strptime(nibha, format = "%d-%b-%Y")
Sys.setlocale("LC_TIME", lct) #revert back to your locale