假设original data data.xls是这样:
1991/1/2 0.67114
1991/1/3 0.67
1991/1/4 0.66399
在s-plus ImportFile之后会变成:
01/02/1991 00:00:00.000 0.67113999999999996
01/03/1991 00:00:00.000 0.67000000000000004
01/04/1991 00:00:00.000 0.66398999999999997
这时在第一列,按鼠标右键,选择Properties..
弹出timeDate Column[1]对话框
在Data format选项下选择你需要的格式,
比如MM/dd/yyyy
C1 C2
1 01/02/1991 0.67114
2 01/03/1991 0.67000
3 01/04/1991 0.66399
##Construct a timeSeries object from positions and data
data.ts=timeSeries(data.frame(ret=data[,2]),
timeDate(as.character(data[,1]),in.format = "MM/dd/yyyy"))
data.ts
> data.ts
Positions ret
01/02/1991 0.67114
01/03/1991 0.67000
01/04/1991 0.66399
> class(data.ts)
[1] "timeSeries"