Question

我有以下随机相关系列向量。（包quantmod）

x <- filter(rnorm(100), filter=rep(1,3), circular=TRUE)

#I run the autocorrelation and confidence intervals  
a <- acf(x)
b <- a[[1]]
c <- (b[2:length(b)])
posssignificance_level <- qnorm((1+0.95)/2)/sqrt(sum(!is.na(x)))
negsignificance_level <-  -posssignificance_level

#obtaining the frequency of the autocorrelation
poscorr <- which(posssignificance_level<c)
negcorr <- which(negsignificance_level>c)

#lag the initial series by the different autocorrelation frequencies
posautorrelation <- if(length(poscorr) == 0) Lag(as.numeric(x),0) else    
na.omit(posautorrelation <- Lag(as.numeric(x), poscorr)) 
negautorrelation <- if(length(negcorr) == 0) Lag(as.numeric(x),0) else 
na.omit(negautorrelation <- Lag(as.numeric(x), negcorr))

#Then I make equal the starting point for each column obtained by  
shortest <- min((length(posautorrelation))/(length(poscorr)),
(length(negautorrelation))/(length(negcorr)))
posautorrelation <- tail(posautorrelation, shortest)
negautorrelation <- tail(negautorrelation, shortest)
tpos <- na.omit(posautorrelation); rownames(tpos)<-NULL
tneg <- na.omit(negautorrelation); rownames(tneg)<-NULL

#Producing a dataframe with colnames similar to Lag.4...
c <- data.frame(tpos,tneg) 

#Adjusting the length of x to the minimum lag
correction <- length(x)-length(tpos[,1]) 
z <- x[(correction+1):length(x)]
z <- c(z,0)

当我将数据框c粘贴到下面的表达式中时，我在Lag.4列中获得了数字的向量，并且类似。做粘贴（colnames（c）..产生列的鬃毛，当最后将pastevar应用到模型矩阵时，我得到一个错误，告诉我无法找到对象Lag.4 ... .tposs和tneg拥有每个多列，并且可能试图通过仅列出tpos和tneg将这些多列放在data.frame中可能不是正确的方法。

pastevar <- paste(c("z[2:length(z)] ~ ", paste(c, collapse=" + ")))
X <- model.matrix(as.formula(pastevar))[,-1]

通过粘贴函数传递数据框的正确方法是什么，以便获取data.frame的每一列？

Answer 1

我想你正在寻找以下代码：

# You want 'names(c)' instead of 'c'
# and don't need the 'c' function 

pastevar <- paste("z[2:length(z)] ~ ", paste(names(c), collapse=" + "))
# [1] "z[2:length(z)] ~  Lag.1 + Lag.2 + Lag.15 + Lag.16"


# You need to pass a data frame to the function 'model.matrix'

X <- model.matrix(as.formula(pastevar), c)[,-1]
#          Lag.1       Lag.2      Lag.15      Lag.16
# 1  -0.74870676  0.01337777  0.96744542  0.17647578
# 2  -2.97027457 -0.74870676  1.61315456  0.96744542
# 3  -3.82279738 -2.97027457  0.53727069  1.61315456
# 4  -3.47817458 -3.82279738  1.54034858  0.53727069
# 5  -2.26750524 -3.47817458  2.26544218  1.54034858
# 6  -1.17946841 -2.26750524  2.64224392  2.26544218
# ...

顺便说一句：c不是数据框的好名字，因为它也是一个非常基本的函数的名称。

通过粘贴函数将多列的数据框传递给表达式

1 个答案: