I have an XTS timeseries in R of the following format and am trying to do some processing, subsetting and re-arranging before exporting as a CSV for work in another program.
head(master_1)
S_1
2010-03-03 00:00:00 2.8520
2010-03-03 00:30:00 2.6945
2010-03-03 01:00:00 2.5685
2010-03-03 01:30:00 2.3800
2010-03-03 02:00:00 2.2225
2010-03-03 02:30:00 2.0650
and
str(master_1)
An ‘xts’ object from 2010-03-03 to 2010-05-25 08:30:00 containing:
Data: num [1:4000, 1] 2.85 2.69 2.57 2.38 2.22 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr "S_1"
Indexed by objects of class: [POSIXt,POSIXct] TZ:
Original class: 'zoo'
xts Attributes:
List of 1
$ dateFormat: chr "Date"
And I would like to convert this to a data.frame so I can manipulate it more easily and then export to another program. However, when I use test1 <- as.data.frame(master_1)
the test1 does have the Index (i.e. the dates and times) visible,
head(test1)
S_1
2010-03-03 00:00:00 2.8520
2010-03-03 00:30:00 2.6945
2010-03-03 01:00:00 2.5685
2010-03-03 01:30:00 2.3800
2010-03-03 02:00:00 2.2225
2010-03-03 02:30:00 2.0650
But the Index is not shown,
str(test1)
'data.frame': 4000 obs. of 1 variable:
$ S_1: num 2.85 2.69 2.57 2.38 2.22 ...
And writing a csv write.csv(master_1, file="master_1.csv")
does not include the time or date. Why is this, and how can I include the data/time data as a column, so it is used in other R commands and exported properly?
Thanks for any help.
That's because the dates are rownames in your data.frame. You need to make them a separate column.
Try this:
data.frame(date=index(master_1), coredata(master_1))