R将时间序列转移到未来

时间:2013-05-15 17:02:34

标签: r time-series shift quantmod

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......

1 个答案:

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)