我正试图将未来7天(交易周)的时间序列(动物园对象)转移到未来。
library(quantmod)
getSymbols(c("AAPL"), from="2013-01-01", return.class="zoo")
aapl <- Ad(AAPL)
tail(aapl)
2013-05-07 2013-05-08 2013-05-09 2013-05-10 2013-05-13 2013-05-14
455.64 460.79 456.77 452.97 454.74 443.86
I want this:
2013-05-14 2013-05-15 2013-05-16 2013-05-17 2013-05-20 2013-05-21
455.64 460.79 456.77 452.97 454.74 443.86
这有可能吗?我尝试了很多但都失败了......
答案 0 :(得分:2)
将它转换为类zooreg(以便它知道它有规律地间隔或几乎如此)然后适当地滞后:
> lag(as.zooreg(tail(aapl)), -7)
2013-05-14 2013-05-15 2013-05-16 2013-05-17 2013-05-20 2013-05-21
455.64 460.79 456.77 452.97 454.74 443.86
有关详细信息,请查看?zooreg
的示例部分,并阅读从中读取的注释:
# lag and diff (as diff is defined in terms of lag)