Question

我正在努力将一些数据转换为季度时间xts系列对象。首先，我的数据不是一个合适的基于时间的对象，而现在as.yearqtr的行为是我无法理解的。

我希望对象df进行转换，以便我可以用plot.xts绘制它，这是我的最终目标，但是我被卡住了，如下所示。

df <- structure(list(yrQ = structure(1:7, .Label = c("2016-1", "2016-2", 
"2016-3", "2016-4", "2016-5", "2016-6", "2016-7"), class = "factor"), 
    a = c(4.14, 2.83, 3.71, 4.15, 4.63, 4.91, 5.31), b = c(4.25, 
    3.5, 3.5, 3.5, 3.5, 3.5, 5)), .Names = c("yrQ", "a", "b"
), row.names = c(NA, 7L), class = "data.frame")
df
#      yrQ    a    b
# 1 2016-1 4.14 4.25
# 2 2016-2 2.83 3.21
# 3 2016-3 3.71 3.21
# 4 2016-4 4.15 3.21
# 5 2016-5 4.63 3.21
# 6 2016-6 4.91 3.21
# 7 2016-7 5.31 5.00

# install.packages(c("xts"), dependencies = TRUE)
library(xts)
xts(df, order.by = df[,1])
# Error in xts(df, order.by = df[, 1]) : 
#   order.by requires an appropriate time-based object

df$yrQ <- as.yearqtr(df$yrQ)
df    
#       yrQ    a    b
# 1 2016 Q1 4.14 4.25
# 2 2016 Q2 2.83 3.21
# 3 2016 Q3 3.71 3.21
# 4 2016 Q4 4.15 3.21
# 5  NA QNA 4.63 3.21
# 6  NA QNA 4.91 3.21
# 7  NA QNA 5.31 5.00

Answer 1

你在df中的数据似乎是月度数据，因为它运行的时间超过了4。

在这种情况下，我想要走的路是使用as.yearmon并从那里到to.quarterly。如果没有OHLC图表，它实际上并没有如此好地绘制，所以我也查找了另一个选项。看看你怎么看。

这是我的尝试：

require(xts)
df <- structure(list(yrQ = structure(1:7, .Label = c("2016-1", "2016-2", 
"2016-3", "2016-4", "2016-5", "2016-6", "2016-7"), class = "factor"), 
    a = c(4.14, 2.83, 3.71, 4.15, 4.63, 4.91, 5.31), b = c(4.25, 
    3.5, 3.5, 3.5, 3.5, 3.5, 5)), .Names = c("yrQ", "a", "b"
), row.names = c(NA, 7L), class = "data.frame")
df


# using yearmon to create xts
myxts<- xts(df[,-1], order.by = as.yearmon(as.character(df[,1])  ))

myxts

#using to.quarterly .. cannot be used simultaneously with both columns
#guess that would need apply and Reduce

myxtsQ<- to.quarterly(myxts$a)
myxtsQ
plot(myxtsQ) 
# require(quantmod)
# quantmod::chartSeries(myxtsQ)



# One option seems to be indexing 
# though it seems XTS does not support recycling of boolean indices
#so we need to create a list of indices

indx<- rep( c(T,F,F), ceiling(nrow(myxts)/3 ))
indx
myxtsQ<- myxts[indx,]
plot.xts(myxtsQ)

创建季度`xts`时间序列对象，用于plot.xts

1 个答案: