将 XTS 对象转换为 data.frame [英] Converting an XTS object to a data.frame

问题描述

<块引用>

可能的重复:
如何创建行名变量?

<小时>

请在 R 中运行:

require(quantmod)setSymbolLookup(SDB=list(name="000001.sz",src="yahoo"))getSymbols("SDB",from="2010-01-01",to="2010-02-01")sdb=as.data.frame(weeklyReturn(SDB))数据表

我得到的是:

weekly.returns2010-01-08 -0.078303432010-01-15 -0.051769912010-01-22 0.076994872010-01-29 -0.059792032010-02-01 -0.02119816

我想得到的是:

 日期每周.返回1 2010-01-08 -0.078303432 2010-01-15 -0.051769913 2010-01-22 0.076994874 2010-01-29 -0.059792035 2010-02-01 -0.02119816

我该怎么做?

请注意，这是一个 XTS 对象，而不是基本的 data.frame.转换后，我希望原始行名在结果 data.frame 中显示为新变量.

解决方案

好的.因此，它与您之前的问题并不完全相同，因为这是一个 XTS 对象.尽管如此，还是很容易打理:

data.frame(date = index(weeklyReturn(SDB)),每周返回(SDB)，row.names=NULL)# 每周日期.returns# 1 2010-01-04 -0.03303426# 2 2010-01-11 -0.04681569# 3 2010-01-18 -0.05000000# 4 2010-01-25 0.03353517# 5 2010-02-01 -0.04281208

有关此处操作的帮助，请查看使用 ?indexClass 以阅读 XTS 包中 index 的文档.>

Possible Duplicate:
How to create a variable of rownames?

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Please run it in R:

require(quantmod)   
setSymbolLookup(SDB=list(name="000001.sz",src="yahoo"))   
getSymbols("SDB",from="2010-01-01",to="2010-02-01")   
sdb=as.data.frame(weeklyReturn(SDB))  
sdb    

What I get is:

           weekly.returns             
2010-01-08    -0.07830343          
2010-01-15    -0.05176991              
2010-01-22     0.07699487              
2010-01-29    -0.05979203         
2010-02-01    -0.02119816 

What I want to get is:

        date  weekly.returns                   
1 2010-01-08     -0.07830343           
2 2010-01-15     -0.05176991         
3 2010-01-22      0.07699487          
4 2010-01-29     -0.05979203            
5 2010-02-01     -0.02119816 

How can I do this?

Note that this is an XTS object, not a basic data.frame. After the conversion, I want the original rownames to appear as a new variable in the resulting data.frame.

解决方案

Ok. So, it's not exactly the same as your earlier question since this is an XTS object. Still, very easy to take care of:

data.frame(date = index(weeklyReturn(SDB)), 
           weeklyReturn(SDB), row.names=NULL)
#         date weekly.returns
# 1 2010-01-04    -0.03303426
# 2 2010-01-11    -0.04681569
# 3 2010-01-18    -0.05000000
# 4 2010-01-25     0.03353517
# 5 2010-02-01    -0.04281208

For help on what is being done here, view use ?indexClass to read the documentation for index in the XTS package.

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