Question

我正在尝试使用eventstudies软件包，但是尽管遵循了here的说明，但是在运行该函数时却收到了奇怪的错误消息。我的代码如下：

> datesevents <-data.frame("name"=c("Aaa negative","Aaa stable","Aaa negative ", "Aa1 stable", "Aa1 stable"), "Date"=c("2012-02-13","2014-0-28","2015-10-23", "2016-06-24","2018-05-25"))
> datesevents$name<-as.character(datesevents$name)
> datesevents$Date<-as.character(datesevents$Date)
> fiveCDS <- read.csv(file.choose())
> colnames(fiveCDS)<-c("Date", "Austria")
> dataCDS <- c(NA,diff(log(as.numeric(fiveCDS$Austria)), lag=1))
> fiveCDS$CDS = dataCDS
> datazoo <- read.zoo(fiveCDS)
> eventstudy(firm.returns = datazoo, event.list = datesevents, event.window = 5,type = "constantMeanReturn", to.remap = TRUE, remap = "cumsum", inference = TRUE, inference.strategy = "bootstrap", model.args = NULL)

我收到以下消息

Error in phys2eventtime(z = returns$firm.returns, events = event.list[i,  : 
  events$when should be one of 'Date' or 'date-time' classes.

因此，从我的观点出发，这意味着带有data.frame()中日期的2列不被视为日期类吗？无论如何，我该如何解决？

谢谢！

Answer 1

可能您还需要Date列也属于Date类。尝试

datesevents$Date = as.Date(datesevents$Date)

有关日期类的信息，请参见?Date；有关转换函数的信息，请参见?as.Date。

R：data.frame（）元素类的错误消息

1 个答案: