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How to create a variable of rownames?

I have an object in R that looks like this:

                 returns   
2010-1-4    -0.015933327              
2010-1-11   -0.015042868    
2010-1-18    0.005350297  
2010-1-25   -0.049324703    
2010-2-1    -0.052674121  

I want to make it into:

        date       returns             
1 2010-01-04 -0.0159333272          
2 2010-01-11 -0.0150428685        
3 2010-01-18  0.0053502965        
4 2010-01-25 -0.0493247026       
5 2010-02-01 -0.0526741206        

How can I do this?

Make a new column of based on the rownames of your dataset:

# Read in your example data
DF = read.table(header=TRUE, text=" returns
2010-1-4 -0.015933327
2010-1-11 -0.015042868
2010-1-18 0.005350297
2010-1-25 -0.049324703
2010-2-1 -0.052674121")
DF
#                returns
# 2010-1-4  -0.015933327
# 2010-1-11 -0.015042868
# 2010-1-18  0.005350297
# 2010-1-25 -0.049324703
# 2010-2-1  -0.052674121

# Create a `date` variable
DF$date = rownames(DF)
# Reset the `rownames` of your original data
rownames(DF) = NULL
# Format the `date` variable properly
DF$date = strptime(DF$date, "%Y-%m-%d")
DF
#        returns       date
# 1 -0.015933327 2010-01-04
# 2 -0.015042868 2010-01-11
# 3  0.005350297 2010-01-18
# 4 -0.049324703 2010-01-25
# 5 -0.052674121 2010-02-01

Quite fuzzy question. But for example you can rename columns with

colnames(data) <- c('date','returns')

If you need a first column with sequential numbering try this:

data <- cbind(1:nrow(data), data)

If you just need the row numbers:

row.names(data) <- 1:nrow(data)

You can simply do like this :

date <- t(as.data.frame(strsplit(as.character(weekly.returns),split=" ")))[,1]
returns <- t(as.data.frame(strsplit(as.character(weekly.returns),split=" ")))[,2]

data.frame(date,returns,row.names=NULL) it will give you this :

        date     returns
1 2010-01-08 -0.07830343
2 2010-01-15 -0.05176991
3 2010-01-22  0.07699487
4 2010-01-29 -0.05979203
5 2010-02-01 -0.02119816

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