I have a .dat file of time series data for options so it includes trade date and expiration date, in addition to the price data for which I want to do timeseries analysis in R. I am new to R, so I have been following some of the examples online. in my attempt to upload the data as a data-frame, I tried the scan(), but I get the following error:
Error in scan(file, what, nmax, sep, dec, quote, skip, nlines, na.strings, :
scan() expected 'a real', got '2010-Aug-09,2011-Aug-19,C00026000,0.23985,5.53,0.999999,0.00712328'
I understand it is expecting real but I need to enter the dates and the option ticker to make sense of the time series, so can someone give me some guidance on how I go about it.thx.
Scan requires that you specify the contents of the data; by default it assumes that you are just reading in numbers (which you aren't).
As per Joran's comment, read.csv
(or read.table
) is much more user friendly for reading in data frames from file. Use that instead.
I'll reiterate that scan
is a pretty low-level function and in almost every case you're better off using read.table
or read.csv
.
But to get scan to work on what I am inferring is in your .dat
file, you need to tell it (at least) what the field separator is and what the data types are. So something like:
scan('temp.dat',sep=',',what=list('character','character','character','numeric','numeric','numeric','numeric'))
would do the trick.
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