为什么这个 xts 频率总是 1? [英] Why is this xts frequency always 1?

问题描述

我正在创建一个每周(7 天)频率的 xts 对象，用于预测.但是，即使在 xts 调用中使用 frequency=7 参数，生成的 xts 对象的频率为 1.

I'm creating an xts object with a weekly (7 day) frequency to use in forecasting. However, even when using the frequency=7 argument in the xts call, the resulting xts object has a frequency of 1.

这是一个随机数据的例子:

Here's an example with random data:

> values <- rnorm(364, 10)
> days <- seq.Date(from=as.Date("2014-01-01"), to=as.Date("2014-12-30"), by='days')
> x <- xts(values, order.by=days, frequency=7)
> frequency(x)
[1] 1

我也试过，在使用上面的代码后，frequency(x) <- 7.但是，这将 x 的类更改为只有 zooreg 和 zoo，丢失了 xts 类并弄乱了时间戳格式.

I have also tried, after using the above code, frequency(x) <- 7. However, this changes the class of x to only zooreg and zoo, losing the xts class and messing with the time stamp formats.

xts 是否会根据某种方式分析数据自动选择频率?如果是这样，您如何覆盖它以设置用于预测目的的特定频率(在这种情况下，将季节性时间序列从预测包中传递给 ets)?

Does xts automatically choose a frequency based on analyzing the data in some way? If so, how can you override this to set a specific frequency for forecasting purposes (in this case, passing a seasonal time series to ets from the forecast package)?

我知道 xts 可能不允许使用没有意义的频率，但是带有每日时间戳的 7 频率似乎很合乎逻辑.

I understand that xts may not allow frequencies that don't make sense, but a frequency of 7 with daily time stamps seems pretty logical.

推荐答案

连续日期类日期的频率始终为 1，因为连续日期相隔 1.使用 ts 或 zooreg 获得 7 的频率:

Consecutive Date class dates always have a frequency of 1 since consecutive dates are 1 apart. Use ts or zooreg to get a frequency of 7:

tt <- ts(values, frequency = 7)

library(zoo)
zr <- as.zooreg(tt)
# or
zr <- zooreg(values, frequency = 7)

这些将创建一个时间为 1, 1+1/7, 1+2/7, ...

These will create a series whose times are 1, 1+1/7, 1+2/7, ...

如果我们有一些 zr 的索引值

If we have some index values of zr

zrdates <- index(zr)[5:12]

我们可以像这样从 zrdates 恢复日期:

we can recover the dates from zrdates like this:

days[match(zrdates, index(zr))]

正如评论中指出的，xts 不支持这种类型的系列.

As pointed out in the comments xts does not support this type of series.

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