计算时间序列中缺失的月份 [英] computing missing months in timeseries

问题描述

我在 R 中有一个包含每月值的数据集.然而，几个月不见了.例如:

I have a dataset in R that contains monthly values. However, some months are missing. For example:

"2001-09-01" "2001-10-01" "2001-12-01" "2002-02-01"

"2001-09-01" "2001-10-01" "2001-12-01" "2002-02-01"

2001 年 11 月缺失，2002 年 1 月缺失.如何将这些月份包含在时间序列中并添加 0 值?

Nov 2001 is missing and Jan 2002 is missing. How do I include those months into the timeseries and add a value of 0 ?

谢谢！

推荐答案

由于这是一个月刊系列，因此将其表示为具有 "yearmon" 课时的系列可能更有意义.前几行设置测试数据，最后两行做实际填充:

Since this is a monthly series it might make sense to represent it as a series with "yearmon" class times. The first few lines set up the test data and the last two lines do the actual filling:

# set up input data as a zoo series
library(zoo)
d <- c("2001-09-01", "2001-10-01", "2001-12-01", "2002-02-01")
z <- zoo(1:4, as.yearmon(d))

# merge with zero width series
g <- seq(start(z), end(z), 1/12)
zz <- merge(z, zoo(, g), fill = 0)

如果需要 "ts" 系列，则使用 as.ts(zz) 或者如果动物园系列的时间为 "Date"> 需要类然后尝试: time(zz) <- as.Date(time(zz)) .

If a "ts" series is desired then use as.ts(zz) or if a zoo series with times of "Date" class is wanted then try: time(zz) <- as.Date(time(zz)) .

请注意，通过 R 命令vignette("zoo-faq") 或在网上:

Note that this is also discussed with several examples in FAQ 13 of the zoo FAQ available via the R command vignette("zoo-faq") or on the net at:

http://cran.r-project.org/web/packages/zoo/vignettes/zoo-faq.pdf

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