时间序列每周数据 [英] Time series weekly data

问题描述

我对 R 非常陌生，并尝试在将数据作为 csv 文件移入 R 之前在 excel 中操作我的数据.我想将 ts() 用于每周数据.你能做一些像年 1-12 月、1-4 周这样简单的事情吗?MWY.我在想，如果我将第 1-7 天用作第一周等等，那将是统一的，并且可以轻松实现我的目的，但我不知道如何编写它.使用这个网站和另一个教程我想出了这个:

I am very new to R and trying to manipulate my data in excel before moving it into R as a csv file. I would like to use ts() for weekly data. Can you do something as simple as Month 1-12, week 1-4, year? MWY. I was thinking if I use day 1-7 as week one and so on that would be uniform and work easy for my purpose but I don't know how to write it. Using this site and another for a tutorial I came up with this:

myts <- ts(Time2012, start = c(8/3/2013,1), end = c(9/2/2013,4), frequency = 52)

有没有什么简单的方法可以表示我想计算周数的日期?

is there any easy way to denote the date to show I want to count weeks?

推荐答案

我会推荐一种稍微不同的工作流程，您可能会发现它具有更广泛的实用性:

i would recommend a slightly different workflow, one which you will likely find has broader utility:

> end = Sys.Date()
> start = end - 365

> class

> # create the index array comprised of date objects
> ndx = seq(start, end, by='weeks')
> class(ndx)
  [1] "Date"
> length(ndx)
  [1] 53

> # create a fake data array
> x = 1:length(ndx)
> mydata = sin(x/2)

> # import a time series library 
> require(xts)

> # create the time series
> myts = xts(mydata, order.by=ndx)

> myts[1:5]
               [,1]
  2012-09-19 3.479426
  2012-09-26 3.841471
  2012-10-03 3.997495
  2012-10-10 3.909297
  2012-10-17 3.598472

> class(myts)
  [1] "xts" "zoo"

> periodicity(myts)
  Weekly periodicity from 2012-09-19 to 2013-09-18 

或者，如果您的数据不是按周计算的，那么您可以创建一个具有更高分辨率(例如，天)的时间序列，然后将其汇总到周:

Alternatively, if your data is not by week, then you can create a time series having a higher resolution (eg, days) then roll it up to weeks:

> ndx = seq(start, end, by='days')

> x = 1:length(ndx)
> mydata = sin(x/2) + 3
> myts = xts(mydata, order.by=ndx)

> myts[1:5]  
             [,1]
2012-09-19 3.479426
2012-09-20 3.841471
2012-09-21 3.997495
2012-09-22 3.909297
2012-09-23 3.598472

> periodicity(myts)
    Daily periodicity from 2012-09-19 to 2013-09-19 

> # now roll-up this daily series to weeks

> require(xts)

> # first create the endpoints
> np = endpoints(myts, on='weeks')


> myts_weeks = period.apply(x=myts, INDEX=np, FUN=sum, na.rm=TRUE)
> myts_weeks[1:5]
               [,1]
  2012-09-23 18.82616
  2012-09-30 17.11212
  2012-10-07 24.93492
  2012-10-14 17.51811
  2012-10-21 23.58635

> periodicity(myts_weeks)
  Weekly periodicity from 2012-09-23 to 2013-09-19 

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