Converting a data frame to xts

Question

I\'m trying to convert a data frame to xts object using the as.xts()-method. Here is my input dataframe q:

q
                      t x  
1  2006-01-01 00:00:         


        

Answer 1

Try the following

q$t<-as.xts(q, order.by = as.Date(q$t), dateFormat="POSIXct")

Answer 2

A simple solution is to first convert the data.frame to a data.table:

library(data.table)

qxts <- as.xts(as.data.table(q))

Answer 3

Here's a solution using the tidyquant package, which contains a function as_xts() that coerces a data frame to an xts object. It also contains as_tibble() to coerce xts objects to tibbles ("tidy" data frames).

Recreate the data frame (note that the date-time class is used in "tidy" data frames, but any unambiguous date or date time class can be used):

> q
# A tibble: 3 × 2
                    t     x
               <dttm> <dbl>
1 2006-01-01 00:00:00     1
2 2006-01-01 01:00:00     2
3 2006-01-01 02:00:00     3

Use as_xts() to convert to "xts" class. Specify the argument, date_col = t, to designate the "t" column as the dates to use as row names:

> library(tidyquant)
> as_xts(q, date_col = t)
                    x
2006-01-01 00:00:00 1
2006-01-01 01:00:00 2
2006-01-01 02:00:00 3

The return is an xts object with the proper date or date-times as row names.