List of data.frames to list of xts objects

Question

I have a data.frame with 72 monthly time series stacked in long form (vertical). I've used split to create a list of data.frames for each series. I now want to take each data.frame and convert it to an xts object, using the value and date contained within the dataframe. The list has 72 dataframes and I would like a returned list of 72 xts objects. The list looks like:

LAUPS55030003:'data.frame': 282 obs. of  6 variables:
 ..$ series_id     : chr [1:282] "LAUPS55030003" "LAUPS55030003" "LAUPS55030003"    
 ...
 ..$ year          : int [1:282] 1990 1990 1990 1990 1990 1990 1990 1990 1990 1990 ...
 ..$ period        : chr [1:282] "01" "02" "03" "04" ...
  ..$ value         : num [1:282] 12.6 5.3 5.3 4.7 4.7 4.7 5.5 4.6 4.6 4.3 ...
  ..$ footnote_codes: chr [1:282] "" "" "" "" ...
  ..$ date          : Date[1:282], format: "1990-01-01" "1990-02-01" "1990-03-01" "1990-0 

I've tried using llply and lapply to no avail or even ddply. I get errors when trying to write the as.xts function. I think I'm on the right track but my syntax is apparently off.

I've also tried:

lx <- dlply(ur, .(ur$series_id), .fun=(as.xts), ur[,4], order.by=ur[,6])

Pointers?

Answer 1

I'm not sure what's wrong with your dlply call, but you should use xts instead of as.xts.

ur <- split(LAUPS55030003, LAUPS55030003$series_id)
xl <- lapply(ur, function(x) xts(x$value, x$date))
# and if you want each series in a column:
xc <- do.call(merge, xl)