1

有了 zoo 类的对象，我们可以使用以下函数选择一系列感兴趣的日期的观测值：

window(z, start = as.Date("2006-01-05"), end = as.Date("2006-01-08"))

在运行此函数时，会出现以下警告消息：

Warning messages:
1: In which(in.index & all.indexes >= start & all.indexes <= end) :
  Metodi incompatibili ("Ops.POSIXt", "Ops.Date") per ">="
2: In which(in.index & all.indexes >= start & all.indexes <= end) :
  Metodi incompatibili ("Ops.POSIXt", "Ops.Date") per "<="

我检查了该对象是否属于动物园类，并且日期是否包含在时间序列中。

这怎么可能？

根据要求在 str(z) 下方：

   ‘zoo’ series from 2006-01-03 to 2013-01-24
  Data: num [1:1795, 1:40] 3.65 3.68 3.69 3.72 3.7 ...
 - attr(*, "dimnames")=List of 2
  ..$ : chr [1:1795] "1" "2" "3" "4" ...
  ..$ : chr [1:40] "EURARS" "EURAUD" "EURBRO" "EURCAD" ...
  Index:  POSIXct[1:1795], format: "2006-01-03" "2006-01-04" "2006-01-05" "2006-01-06" ...

根据要求在 dput(head(z)) 下方：

structure(c(3.6511, 3.6833, 3.6931, 3.7152, 3.7027, 3.6897, 1.62349, 
1.62257, 1.62011, 1.6115, 1.60243, 1.61108, 2.802, 2.7692, 2.7727, 
2.7741, 2.7238, 2.729, 1.38937, 1.39109, 1.40716, 1.41627, 1.41196, 
1.40666, 1.55055, 1.5472, 1.5448, 1.54335, 1.54215, 1.545, 623.73, 
624.16, 628.43, 638.11, 632.27, 630.7, 9.6988, 9.7803, 9.7689, 
9.802, 9.7492, 9.7354, 2742.03, 2765.68, 2758.65, 2769.27, 2753.3, 
2747.31, 29.047, 28.972, 28.9, 28.88, 28.764, 28.792, 7.4616, 
7.4601, 7.4612, 7.458, 7.46, 7.4589, 6.8983, 6.9551, 6.9594, 
6.9838, 6.9374, 6.9253, 0.6882, 0.68905, 0.68961, 0.6863, 0.68473, 
0.68358, 9.3178, 9.3963, 9.3889, 9.4207, 9.3702, 9.3516, 251.72, 
250.28, 250.66, 250.39, 249.89, 250.86, 11657.46, 11677.26, 11612.05, 
11603.59, 11433.35, 11403.84, 5.5244, 5.5808, 5.5799, 5.6134, 
5.5858, 5.5957, 53.5288, 54.0151, 54.0323, 54.0105, 53.5591, 
53.6189, 74.96, 74.88, 74.41, 73.94, 73.79, 73.84, 139.6, 140.71, 
140.39, 139.09, 138.39, 137.93, 1208.3493, 1210.0214, 1195.7746, 
1200.3966, 1181.3457, 1184.9635, 160.65, 162.15, 162.02, 162.53, 
161.7, 161.43, 10.9802, 10.997, 10.9947, 10.9635, 10.9909, 10.9874, 
12.7724, 12.8255, 12.8746, 12.8338, 12.7859, 12.8273, 4.5416, 
4.5702, 4.5623, 4.5597, 4.5308, 4.5229, 7.9654, 7.9248, 7.9254, 
7.914, 7.9574, 8.0011, 1.7571, 1.7626, 1.7622, 1.7574, 1.7411, 
1.7391, 4.1276, 4.1608, 4.1665, 4.1818, 4.1606, 4.1534, 63.2627, 
63.4733, 63.6725, 63.7198, 63.3608, 63.3412, 3.8295, 3.8116, 
3.807, 3.805, 3.7609, 3.7799, 3.6732, 3.6815, 3.6834, 3.6842, 
3.6644, 3.6492, 34.5475, 34.8363, 34.7254, 34.8369, 34.68, 34.39, 
9.3648, 9.3279, 9.3321, 9.3152, 9.3389, 9.3603, 1.9844, 1.9932, 
1.9938, 1.9902, 1.9766, 1.9716, 48.9853, 48.9426, 48.6762, 48.3184, 
47.9995, 48.0187, 1.6149, 1.6195, 1.6193, 1.6204, 1.6155, 1.6148, 
1.6129, 1.6175, 1.6184, 1.6201, 1.6182, 1.6221, 39.2261, 39.1868, 
38.7569, 39.1189, 38.6148, 38.6309, 6.0673, 6.114, 6.1208, 6.1484, 
6.1095, 6.1082, 1.2019, 1.2119, 1.211, 1.2151, 1.2088, 1.2065, 
7.4834, 7.4559, 7.4658, 7.3872, 7.3206, 7.3497), .Dim = c(6L, 
40L), .Dimnames = list(c("1", "2", "3", "4", "5", "6"), c("EURARS", 
"EURAUD", "EURBRO", "EURCAD", "EURCHF", "EURCLP", "EURCNO", "EURCOP", 
"EURCZK", "EURDKK", "EUREGP", "EURGBP", "EURHKD", "EURHUF", "EURIDO", 
"EURILS", "EURINO", "EURISK", "EURJPY", "EURKRO", "EURKZT", "EURMAD", 
"EURMXN", "EURMYO", "EURNOK", "EURNZD", "EURPEN", "EURPHO", "EURPLN", 
"EURRON", "EURRUB", "EURSEK", "EURSGO", "EURTHO", "EURTND", "EURTRY", 
"EURTWO", "EURUAH", "EURUSD", "EURZAR")), index = structure(c(1136242800, 
1136329200, 1136415600, 1136502000, 1136761200, 1136847600), class = c("POSIXct", 
"POSIXt"), tzone = ""), class = "zoo")
4

2 回答 2

2

你不应该Date与POSIXct

试试这个：

window(z, start = as.POSIXct("2006-01-05"), end = as.POSIXct("2006-01-08"))

或者，正如@JoshuaUlrich在评论中指出的那样，您的数据是每日频率，因此您最好Date对数据使用索引类以避免时区异常。

index(z) <- as.Date(index(z))
window(z, start = as.Date("2006-01-05"), end = as.Date("2006-01-08"))
于 2013-01-25T16:20:04.397 回答
0

它看起来window不会自动转换。您必须在与数据相同的类中指定时间：DatePOSIXct

window(z, start = as.POSIXct("2006-01-05"), end = as.POSIXct("2006-01-08"))
                    EURARS EURAUD EURBRO  EURCAD  EURCHF EURCLP EURCNO  EURCOP
2006-01-05 23:00:00 3.7152 1.6115 2.7741 1.41627 1.54335 638.11  9.802 2769.27
                    EURCZK EURDKK EUREGP EURGBP EURHKD EURHUF   EURIDO EURILS
2006-01-05 23:00:00  28.88  7.458 6.9838 0.6863 9.4207 250.39 11603.59 5.6134
                     EURINO EURISK EURJPY   EURKRO EURKZT  EURMAD  EURMXN
2006-01-05 23:00:00 54.0105  73.94 139.09 1200.397 162.53 10.9635 12.8338
                    EURMYO EURNOK EURNZD EURPEN  EURPHO EURPLN EURRON  EURRUB
2006-01-05 23:00:00 4.5597  7.914 1.7574 4.1818 63.7198  3.805 3.6842 34.8369
                    EURSEK EURSGO  EURTHO EURTND EURTRY  EURTWO EURUAH EURUSD
2006-01-05 23:00:00 9.3152 1.9902 48.3184 1.6204 1.6201 39.1189 6.1484 1.2151
                    EURZAR
2006-01-05 23:00:00 7.3872
于 2013-01-25T16:20:25.933 回答