如何从特定日期开始创建每日时间序列 [英] How do I create daily time series starting from a specific date

问题描述

我正在尝试使用 R 为从 2015 年 2 月 24 日开始到 2015 年 4 月 13 日结束的每日时间序列创建一个 ts 对象.我已经为每日数据设置了频率 = 7，但我找不到将确切日期作为开始参数的方法.

I am trying to create a ts object using R for a daily time series that starts on 24.02.2015 and ends on 13.04.2015. I have put the frequency=7 for daily data but I cannot find a way to put the exact date as start argument.

推荐答案

我认为这就是你想要的，使用 'lubridate' 中的 decimal_date() 函数来获得正确的开始时间每日系列并假设您要索引为 ts 的值向量称为 x 并且具有适当的长度:

I think this is what you want, using the decimal_date() function from 'lubridate' to get the proper start time for a daily series and assuming that the vector of values you want to index as a ts is called x and is of the proper length:

library(lubridate)
df <- ts(x, start = decimal_date(as.Date("2015-02-24")), frequency = 365)

如果我使用 rnorm() 生成适当长度的 x ，结果如下所示:

Here's what that looks like if I use rnorm() to generate an x of the proper length:

> df
Time Series:
Start = c(2015, 55) 
End = c(2015, 103) 
Frequency = 365 
[1]  0.4284579  1.9384426  0.1242242 -2.4002789 -0.4064669  0.6945274 -0.5172909  0.4772347  0.8758635 -1.7233406  0.5929249  1.5662611  1.0692173 -0.1354226
[15]  1.1404375  0.7714662 -0.2871663 -5.2720038 -1.7353146 -0.7053329  1.0206803  1.7170262 -0.3469172  0.2594851  2.0371700 -2.1549066 -0.6639050 -0.4912258
[29] -0.3849884 -3.0448583 -1.3317834  1.6173705  0.7176759 -0.8646802 -1.7697016  1.1114061  0.6941131 -0.1942612 -0.1836107 -0.5850649 -1.7449090 -3.3646555
[43] -0.4341833  1.9721407  1.4995265  1.7168002  1.8617295 -3.4578959  1.1639413

请注意，对于每日索引，您需要频率 = 365，而不是 7，这表示每周索引.

Note that for daily indexing, you want frequency = 365, not 7, which denotes weekly indexing.

如果您想要一个可以在动物园"中使用的日期向量，可以这样做:

If you want a vector of dates that you can use in 'zoo' instead, this does it:

seq(from = as.Date("2015-02-24"), to = as.Date("2015-04-13"), by = 1)

所以你会像这样创建一个动物园对象:

So you would create a zoo object like this:

zoo(x, seq(from = as.Date("2015-02-24"), to = as.Date("2015-04-13"), by = 1))

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