Exporting time series data to csv in R for quant development

(Last Updated On: April 4, 2012)

Exporting time series data to csv in R for quant development

I am relatively new to R, but making progress learning. However, I met one challenge that so far I haven’t been able to overcome and I was wondering whether somebody here could help me.

I have done some work with time series and ended using the decompose() function. I would like to export this to a CSV so that I can import it into Excel or other tools. Unfortunately, a time series doesn’t seem to be a regular data frame and therefore I haven’t succeeded in exporting it with regular tools. Does anybody have a suggestion on how to approach this?

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Convert the decompose() output in R to matrix format “output <- as.matrix(decompose.output)” and write it to csv format using “write.csv()”, though the suggested may not give you ready to use decompose outuput, but after some excel formatting/transposes the output can be obtained in useable format.

Added my two cents.

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