hey everyone,
I'm a fairly new user to R and have been struggling with creating/modifying dataframes. I've been reading "R for Dummies" and scouring the internet for tutorials but am still struggling with this basic exercise (self-directed).
I'm pulling data from the quantmod data sets. I've pulled the VIX close data, and have tried to back into the implied 30day volatility # of S&P 500 options (you can ignore this part - I know it's imprecise). I'm mainly trying to create the first data frame, create a second variable, and then merge the two datasets . using an earlier solution to this post (adopted in the code below), the df was successfully created. However, today i updated rstudio, and now when i try to run this code, some of the output changes (see vix.df portion, in addition to final lines trying to merge the two data sets). Does anyone have any ideas why this might be occurring now? running it just 1hr ago it worked prior to the update. Any help is EXTREMELY appreciated.
pulling vix data
vix <- getSymbols("^VIX", src = "yahoo", auto.assign = FALSE)
vix <- na.omit(vix)
vix <- vix["1995-01-02/2022-01-21"]
head(vix)
vix.df <- as.data.frame(vix)
vix.df
###dataframe appears w/an "x" next to dates. Note: this only happened after I updated to the most recent
version of rstudio
last(vix.df$VIX.Close)
create implied S&P 30D option vol proxy
spxvol <- ((vix.df$VIX.Close)/100)*2
output is numbers (vector?), but not in single column...
spxvol
last(spxvol)
spxvol <- as.data.frame(spxvol)
spxvol <- as.data.frame(spxvol)
head(spxvol)
spxvol_df <- vix.df %>%
as_tibble(rownames = "date") %>%
mutate(spxvol = ((VIX.Close)/100)*2,
date = ymd(date))
Warning message:
Problem while computing date = ymd(date)
.
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