我有一个不规则的xts系列，我希望在适当的时间内包括NA。例如，09：15：00,99：16：00，等等，如果这些适当的时间丢失了。我是通过创建另一个带有时间戳的NA系列的系列来实现的。 这是我的系列：
dput(data1)
structure(c(108.4, 108.35, 108.35, 108.4, 108.2, 108.35, 108.25,
108.25, 108.25, 108.25, 108.25, 108.25, 108.35, 108.3, 108.25,
108.3, 108.25, 108.25, 108.2, 108.15, 108.2, 108.1, 108.25, 108.25,
108.1, 108.2, 108.25, 108.15, 108.15, 108.1, 108.2, 108.1, 108.25,
108.3, 108.25, 108.2, 108.2, 108.2, 108.1, 108.1, 108.1, 108.1,
108.1, 108.15, 108.15, 108.05, 108.1, 108, 108, 108, 108.1, 108.05,
108, 108.05, 108, 108.05, 107.9, 107.95, 107.85, 107.85, 107.85,
107.85, 107.9, 107.9, 107.9, 108, 107.85, 107.9, 107.9, 107.9,
108, 107.9, 108, 108, 108, 107.95, 107.95, 108, 108, 108, 108,
107.95, 108, 108, 108, 108.05, 108.05, 108.1, 108.05, 108.1,
108.1, 108.1, 108.1, 108.1, 108.15, 108.05, 108.1, 108.05, 108.05,
108.05), .indexCLASS = c("POSIXct", "POSIXt"), .indexTZ = "Asia/Calcutta", tclass = c("POSIXct",
"POSIXt"), tzone = "Asia/Calcutta", index = structure(c(1459481851,
1459482301, 1459482303, 1459482304, 1459482305, 1459482306, 1459482307,
1459482308, 1459482309, 1459482310, 1459482311, 1459482312, 1459482313,
1459482314, 1459482315, 1459482316, 1459482317, 1459482318, 1459482319,
1459482320, 1459482321, 1459482322, 1459482323, 1459482324, 1459482325,
1459482326, 1459482327, 1459482328, 1459482329, 1459482330, 1459482331,
1459482332, 1459482333, 1459482334, 1459482335, 1459482336, 1459482337,
1459482339, 1459482340, 1459482341, 1459482342, 1459482343, 1459482344,
1459482345, 1459482347, 1459482348, 1459482349, 1459482350, 1459482351,
1459482352, 1459482353, 1459482354, 1459482355, 1459482356, 1459482357,
1459482358, 1459482360, 1459482361, 1459482362, 1459482363, 1459482364,
1459482365, 1459482366, 1459482367, 1459482368, 1459482369, 1459482370,
1459482371, 1459482372, 1459482374, 1459482375, 1459482376, 1459482377,
1459482378, 1459482379, 1459482380, 1459482381, 1459482382, 1459482384,
1459482385, 1459482386, 1459482387, 1459482388, 1459482389, 1459482390,
1459482392, 1459482393, 1459482394, 1459482395, 1459482396, 1459482397,
1459482398, 1459482399, 1459482401, 1459482402, 1459482403, 1459482404,
1459482405, 1459482406, 1459482407), tzone = "Asia/Calcutta", tclass = c("POSIXct",
"POSIXt")), .Dim = c(100L, 1L), .Dimnames = list(NULL, "SYMBOL"), class = c("xts", "zoo"))
NA系列：
dput(NA.df)
structure(c(NA, NA, NA), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), .indexTZ = structure("Asia/Calcutta", .Names = "TZ"), tzone = structure("Asia/Calcutta", .Names = "TZ"), index = structure(c(1459741500,
1459741560, 1459741620), tzone = structure("Asia/Calcutta", .Names = "TZ"), tclass = c("POSIXct",
"POSIXt")), .Dim = c(3L, 1L), .Dimnames = list(NULL, "Empty"))
这是我的代码：
data2<-merge(data1,NA.df, all=TRUE)[,1:ncol(data1)]
结果如下：
dput(data2)
structure(c(108.4, 108.35, 108.35, 108.4, 108.2, 108.35, 108.25,
108.25, 108.25, 108.25, 108.25, 108.25, 108.35, 108.3, 108.25,
108.3, 108.25, 108.25, 108.2, 108.15, 108.2, 108.1, 108.25, 108.25,
108.1, 108.2, 108.25, 108.15, 108.15, 108.1, 108.2, 108.1, 108.25,
108.3, 108.25, 108.2, 108.2, 108.2, 108.1, 108.1, 108.1, 108.1,
108.1, 108.15, 108.15, 108.05, 108.1, 108, 108, 108, 108.1, 108.05,
108, 108.05, 108, 108.05, 107.9, 107.95, 107.85, 107.85, 107.85,
107.85, 107.9, 107.9, 107.9, 108, 107.85, 107.9, 107.9, 107.9,
108, 107.9, 108, 108, 108, 107.95, 107.95, 108, 108, 108, 108,
107.95, 108, 108, 108, 108.05, 108.05, 108.1, 108.05, 108.1,
108.1, 108.1, 108.1, 108.1, 108.15, 108.05, 108.1, 108.05, 108.05,
108.05, NA, NA, NA), index = structure(c(1459481851, 1459482301,
1459482303, 1459482304, 1459482305, 1459482306, 1459482307, 1459482308,
1459482309, 1459482310, 1459482311, 1459482312, 1459482313, 1459482314,
1459482315, 1459482316, 1459482317, 1459482318, 1459482319, 1459482320,
1459482321, 1459482322, 1459482323, 1459482324, 1459482325, 1459482326,
1459482327, 1459482328, 1459482329, 1459482330, 1459482331, 1459482332,
1459482333, 1459482334, 1459482335, 1459482336, 1459482337, 1459482339,
1459482340, 1459482341, 1459482342, 1459482343, 1459482344, 1459482345,
1459482347, 1459482348, 1459482349, 1459482350, 1459482351, 1459482352,
1459482353, 1459482354, 1459482355, 1459482356, 1459482357, 1459482358,
1459482360, 1459482361, 1459482362, 1459482363, 1459482364, 1459482365,
1459482366, 1459482367, 1459482368, 1459482369, 1459482370, 1459482371,
1459482372, 1459482374, 1459482375, 1459482376, 1459482377, 1459482378,
1459482379, 1459482380, 1459482381, 1459482382, 1459482384, 1459482385,
1459482386, 1459482387, 1459482388, 1459482389, 1459482390, 1459482392,
1459482393, 1459482394, 1459482395, 1459482396, 1459482397, 1459482398,
1459482399, 1459482401, 1459482402, 1459482403, 1459482404, 1459482405,
1459482406, 1459482407, 1459516500, 1459516560, 1459516620), tzone = "Asia/Calcutta", tclass = c("POSIXct",
"POSIXt")), class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), .indexTZ = "Asia/Calcutta", tclass = c("POSIXct",
"POSIXt"), tzone = "Asia/Calcutta", .Dim = c(103L, 1L), .Dimnames = list(
NULL, "SYMBOL"))
但它在9:15：，9：16：00没有NA，依此类推。请帮我弄清楚我在代码中的错误。感谢
答案 0 :(得分：1)
您的输出是：
> data2<-merge(data1, NA.df)
> tail(data2)
SYMBOL Empty
2016-04-01 09:16:45 108.05 NA
2016-04-01 09:16:46 108.05 NA
2016-04-01 09:16:47 108.05 NA
2016-04-04 09:15:00 NA NA
2016-04-04 09:16:00 NA NA
2016-04-04 09:17:00 NA NA
由于你想要NA.df中的NA，要看清楚发生了什么，请尝试这一点，默认情况下将0放在与SYMBOL Empty不匹配的行中而不是默认的NA：
> data2<-merge(data1, NA.df, fill = 0)
> tail(data2)
SYMBOL Empty
2016-04-01 09:16:45 108.05 0
2016-04-01 09:16:46 108.05 0
2016-04-01 09:16:47 108.05 0
2016-04-04 09:15:00 0.00 NA
2016-04-04 09:16:00 0.00 NA
2016-04-04 09:17:00 0.00 NA
我认为你想要的可能是让NA在同一列中。为此，您需要具有相同的列名称（此处为SYMBOL），并使用rbind，而不是merge（merge将创建两列，就像{{1} ，因为它认为它们是不同的系列，即使列名相同）。
cbind您的colnames(NA.df) <- "SYMBOL"
data2<-rbind(data1, NA.df)
> tail(data2, 6)
SYMBOL
2016-04-01 09:16:45 108.05
2016-04-01 09:16:46 108.05
2016-04-01 09:16:47 108.05
2016-04-04 09:15:00 NA
2016-04-04 09:16:00 NA
2016-04-04 09:17:00 NA
帧作为您要执行的操作的错误时间戳。
NA.df