根据每日时间序列数据逐周计算R增长率 [英] R growth rate calculation week over week on daily timeseries data

问题描述

我试图完全以R为单位计算w/w增长率.我可以使用excel或使用ruby进行预处理，但这不是重点.

I'm trying to calculate w/w growth rates entirely in R. I could use excel, or preprocess with ruby, but that's not the point.

data.frame示例

data.frame example

        date   gpv        type
1 2013-04-01 12900 back office
2 2013-04-02 16232 back office
3 2013-04-03  10035 back office

我要根据类型"进行此操作，并且需要将日期类型"列包装成几周.然后计算逐周增长.

I want to do this factored by 'type' and I need to wrap up the Date type column into weeks. And then calculate the week over week growth.

我想我需要按周进行分组-使用自定义函数来确定日期是否在给定的一周内?

I think I need to do ddply to group by week - with a custom function that determines if a date is in a given week or not?

然后，在此之后，使用diff并找到黑白周的增长除以前一周.

Then, after that, use diff and find the growth b/w weeks divided by the previous week.

然后，我将绘制每周/每周的增长图，或使用data.frame导出它.

Then I'll plot week/week growths, or use a data.frame to export it.

已关闭，但有相同的有用想法.

This was closed but had same useful ideas.

推荐答案

对于最后一部分，如果要计算增长率，可以先获取日志，然后使用diff，其默认参数lag = 1(前一周)和差异= 1(第一个差异):

For the last part, if you want to calculate the growth rate you can take logs and then use diff, with the default parameters lag = 1 (previos week) and difference = 1 (first difference):

df_weekly_log <- log(df_weekly)
gr <- diff(df_weekly_log , lag = 1, differences = 1)

后者是一个近似值，对小的差异有效.

The later is an approximation, valid for small differences.

希望有帮助.

这篇关于根据每日时间序列数据逐周计算R增长率的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！