[R-SIG-Finance] Error with Rollmean

[Gabor Grothendieck]

On Fri, Sep 23, 2011 at 12:52 PM, John Kerpel <john.kerpel at gmail.com> wrote:
> I'm getting the following error with rollmean from the zoo package:
>
>
>> rollmean(x,k=20,align='right')Error in `colnames<-`(`*tmp*`, value = "T") :
>  attempt to set colnames on object with less than two dimensions
>
>
>
> x is originally a univariate timeSeries object that is coerced to zoo
> via as.zoo.  I've used this before without incident.  What am I doing
> wrong?  I'm on Windows-7 64 bit, R 64-bit v2.13.1.
>

We can't really tell what is wrong unless you provide a reproducible
example. The following is reproducible and seems to work ok:

> library(timeSeries)
Loading required package: timeDate
> library(zoo)
...snip...
> data(MSFT)
> MSFT.zoo <- as.zoo(MSFT)
> MSFT.zoo.3 <- rollmean(MSFT.zoo, 3)
>
>
> packageVersion("zoo")
[1] ‘1.7.4’
> packageVersion("timeSeries")
[1] ‘2130.92’
> R.version.string
[1] "R version 2.13.1 Patched (2011-09-02 r56895)"
> win.version()
[1] "Windows Vista (build 6002) Service Pack 2"





Try displaying the output of dput(x) or show how to reconstruct it
from scratch in a reproducible fashion.



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