[r] How to convert dataframe into time series?

Late to the party, but the tsbox package is designed to perform conversions like this. To convert your data into a ts-object, you can do:

dta <- data.frame(
  Dates = c("3/14/2013", "3/15/2013", "3/18/2013", "3/19/2013"),
  Bajaj_close = c(1854.8, 1850.3, 1812.1, 1835.9),
  Hero_close = c(1669.1, 1684.45, 1690.5, 1645.6)
)

dta
#>       Dates Bajaj_close Hero_close
#> 1 3/14/2013      1854.8    1669.10
#> 2 3/15/2013      1850.3    1684.45
#> 3 3/18/2013      1812.1    1690.50
#> 4 3/19/2013      1835.9    1645.60

library(tsbox)
ts_ts(ts_long(dta))
#> Time Series:
#> Start = 2013.1971293045 
#> End = 2013.21081883954 
#> Frequency = 365.2425 
#>          Bajaj_close Hero_close
#> 2013.197      1854.8    1669.10
#> 2013.200      1850.3    1684.45
#> 2013.203          NA         NA
#> 2013.205          NA         NA
#> 2013.208      1812.1    1690.50
#> 2013.211      1835.9    1645.60

It automatically parses the dates, detects the frequency and makes the missing values at the weekends explicit. With ts_<class>, you can convert the data to any other time series class.

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