R as.xts函数更改时间索引值

时间:2015-09-28 17:27:05

标签: r xts

我有一个csv,这个数据用于我用read.csv读取的特定日期

160525.000,38.63
160526.086,38.63
160526.604,38.62
160526.710,38.63
160526.343,38.62

date = "20150824"

我将第一列转换为datetime:

idx=strptime(paste(date,Data[,1]),"%Y%m%d %H%M%OS")

获取

"2015-08-24 16:05:25.000 GMT" "2015-08-24 16:05:26.086 GMT" 
"2015-08-24 16:05:26.604 GMT" "2015-08-24 16:05:26.710 GMT"
"2015-08-24 16:05:27.343 GMT"

我使用:

构造xts对象
data=as.xts(Data[,-1],order.by=idx)

获取数据

> head(data)
                       V2
2015-08-24 16:05:25.000 38.63
2015-08-24 16:05:26.085 38.63
2015-08-24 16:05:26.604 38.62
2015-08-24 16:05:26.710 38.63
2015-08-24 16:05:27.342 38.62

您会注意到某些行(2,5)的xts对象的时间索引为false。 我没找到原因?

这是我的R会议的信息

> sessionInfo()
R version 3.2.0 (2015-04-16)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1

locale:
[1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United     Kingdom.1252    LC_MONETARY=English_United Kingdom.1252
[4] LC_NUMERIC=C                            LC_TIME=English_United Kingdom.1252    

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] highfrequency_0.4-1           PerformanceAnalytics_1.4.3662  plsgenomics_1.3-1             boot_1.3-16                  
[5] MASS_7.3-40                   quantmod_0.4-5                TTR_0.23-0                    xts_0.9-7                    
[9] zoo_1.7-12                   

loaded via a namespace (and not attached):
[1] timeSeries_3012.100 tools_3.2.0         blotter_0.9.1666    grid_3.2.0          timeDate_3012.100   quantstrat_0.9.1687
[7] lattice_0.20-31  

有谁知道这会怎么样?更重要的是如何解决它? ;)

提前致谢

0 个答案:

没有答案