Question

             alpha(1%)    alpha(5%)      realized
2010-12-21 -0.01509998 -0.009001583 -2.035892e-03
2010-12-22 -0.01440173 -0.008577771  9.735154e-04
2010-12-23 -0.01389563 -0.008287957  1.858982e-03
2010-12-27 -0.01376369 -0.008223168 -1.597613e-03
2010-12-28 -0.01337600 -0.007983994  2.548457e-04
2010-12-29 -0.01306351 -0.007802134 -2.021994e-03

嗨，上面是我正在使用的数据。当我尝试使用代码

绘制预测时

plot(modelroll@forecast$VaR[,"alpha(1%)"])

其中modelroll @ forecast $ VaR是上面的数据，我只是得到x轴上的观察数，而我需要日期。为什么R不承认日期。当我绘制返回系列时，它确实识别x轴上的日期。还有一个问题我如何使用一个列提取特定行，例如使用循环对前10次观察的alpha（1％）列。我试过了

modelroll@forecast$VaR[1:10,"alpha(1%)"]

但它不起作用。提前谢谢。

dput(head(modelroll@forecast$VaR))
structure(list(`alpha(1%)` = c(-0.0150999800078312, -0.0144017267128711, 
-0.0138956320928591, -0.0137636901290749, -0.0133759968008841, 
-0.0130635141114229), `alpha(5%)` = c(-0.00900158285193088, -0.0085777709430231, 
-0.0082879574620513, -0.00822316834000325, -0.00798399426075919, 
-0.0078021335073256), realized = c(-0.0020358922408686, 0.000973515436500283, 
0.00185898240838507, -0.00159761300810324, 0.000254845717341201, 
-0.00202199418958748)), .Names = c("alpha(1%)", "alpha(5%)", 
"realized"), row.names = c("2010-12-21", "2010-12-22", "2010-12-23", 
"2010-12-27", "2010-12-28", "2010-12-29"), class = "data.frame")

Answer 1

假设df是数据集，

m1 <- as.matrix(df)
d <- as.Date(row.names(m1))
matplot(d, m1, pch=1, xaxt='n')
axis(1, at=d, labels=d)
legend(x='topright', y=3.5, c(' alpha(1%)', ' alpha(5%)', '  realized'),
   pch='15r', col=2:4)

此外，

 m1[1:3, 'alpha(1%)']
 #2010-12-21  2010-12-22  2010-12-23 
 #-0.01509998 -0.01440173 -0.01389563

在R中绘制日期

1 个答案: