我有一个包含这些值的数据框,
2006-01-01 -1.1913 -1.0560
2006-02-01 -2.1481 2.3750
2006-03-01 -0.8210 -2.0268
2006-04-01 -1.7912 0.8889
2006-05-01 25.1429 0.0000
2006-06-01 -1.3136 -1.7455
2006-07-01 0.2324 -2.6454
2006-08-01 -1.0000 -0.7636
2006-09-01 -2.2222 -0.7037
2006-10-01 -1.1685 -0.1375
2006-11-01 0.4241 -26.5405
2006-12-01 9.8000 2.7455
2007-01-01 -1.7613 -18.7966
2007-02-01 -0.4636 -2.0048
2007-03-01 0.8459 2.4521
2007-04-01 -1.7905 -6.9062
2007-05-01 -2.4438 -0.0036
2007-06-01 -5.4094 -1.0458
2007-07-01 1.9556 -1.5921
2007-08-01 0.0000 3.7414
2007-09-01 -1.0000 -1.7642
2007-10-01 12.2000 -1.3738
2007-11-01 -3.3446 -0.7758
2007-12-01 1.3611 -2.3525
2008-01-01 -20.2310 -1.5364
2008-02-01 -2.7449 -4.0187
2008-03-01 0.3628 -0.8034
2008-04-01 2.5537 -0.0725
2008-05-01 -0.5215 0.1333
2008-06-01 -0.4924 0.6203
2008-07-01 -0.6088 -0.3798
2008-08-01 14.6200 -0.9227
2008-09-01 0.0000 -17.3624
2008-10-01 0.8336 -1.5661
2008-11-01 0.1238 -1.0000
2008-12-01 -1.0000 -0.2621
2009-01-01 -0.8090 -0.3304
2009-02-01 -1.9545 -0.4709
2009-03-01 -3.0211 0.6837
2009-04-01 -0.9211 -0.5718
2009-05-01 -1.7881 -0.4193
2009-06-01 0.4124 9.3043
2009-07-01 -3.6667 -12.5385
2009-08-01 -0.5455 14.9218
2009-09-01 4.5714 -1.1215
2009-10-01 -1.0000 -6.0245
2009-11-01 -1.4773 0.0000
2009-12-01 0.0000 0.6305
2010-01-01 -2.6299 1.0949
2010-02-01 -3.8578 -1.3323
2010-03-01 3.2557 -16.9067
2010-04-01 -3.2278 -4.7673
2010-05-01 -1.1714 -1.9330
2010-06-01 -0.7720 -0.3100
2010-07-01 -0.6923 -1.1209
2010-08-01 -1.1220 -0.5739
2010-09-01 -0.7470 -3.5263
2010-10-01 0.0000 -0.7229
2010-11-01 0.3829 -1.1057
2010-12-01 -1.0307 -1.9108
2011-01-01 -1.0912 -1.6358
2011-02-01 -1.0772 -1.6500
2011-03-01 -1.1413 -1.0864
2011-04-01 -0.0332 -1.5395
2011-05-01 -8.1691 -2.2804
2011-06-01 -2.1174 0.6410
2011-07-01 -1.4179 -0.2997
2011-08-01 0.7956 0.6583
2011-09-01 -4.5571 -1.0000
2011-10-01 1.8657 27.1284
2011-11-01 0.0606 -0.4861
2011-12-01 28.2857 -1.0977
2012-01-01 -2.1128 -2.1809
2012-02-01 -4.7994 -7.6667
2012-03-01 -0.9325 2.6376
2012-04-01 -1.9226 -0.3680
2012-05-01 -1.1292 -2.9704
2012-06-01 0.0347 -0.8264
2012-07-01 -1.0000 0.8725
2012-08-01 -1.0000 0.2366
2012-09-01 -0.0667 0.0000
2012-10-01 -1.0000 -1.1462
2012-11-01 -0.1667 -0.9000
2012-12-01 -9.2353 -1.4774
2013-01-01 -2.9306 -1.0000
2013-02-01 -0.2606 -0.7375
2013-03-01 -7.0779 -1.4969
2013-04-01 0.6607 -0.8166
2013-05-01 -4.7674 -0.2141
2013-06-01 0.7778 -5.4528
2013-07-01 0.0000 -1.3889
2013-08-01 0.0000 -1.4588
2013-09-01 0.2500 1.2041
2013-10-01 0.0000 -0.2918
2013-11-01 -0.5213 -14.7615
2013-12-01 -0.3497 13.5193
2014-01-01 -17.6737 0.0000
2014-02-01 -0.6966 -2.0138
2014-03-01 -1.0000 -1.2967
2014-04-01 -1.4444 -3.7517
2014-05-01 4.5603 -1.1355
2014-06-01 0.2945 -1.0628
2014-07-01 5.1440 -0.4395
2014-08-01 -2.2775 -1.3264
2014-09-01 -7.7500 -1.4313
2014-10-01 -0.9530 -0.4644
2014-11-01 -1.8744 -1.1038
2014-12-01 -5.7532 -2.4791
2015-01-01 -0.0404 -0.1599
2015-02-01 18.5000 -1.1891
2015-03-01 0.0000 0.4396
2015-04-01 -1.4286 0.0105
2015-05-01 -1.1498 0.5161
2015-06-01 -1.8659 70.2774
2015-07-01 -0.5928 -2.6484
2015-08-01 -0.5127 -1.1814
2015-09-01 -1.2339 -5.4003
2015-10-01 -11.1905 13.6607
2015-11-01 3.3000 0.5686
2015-12-01 -0.7833 -1.8138
2016-01-01 -1.2413 -1.1033
2016-02-01 -0.8067 -0.2074
2016-03-01 -0.4383 -0.2674
2016-04-01 -0.5349 1.6885
2016-05-01 -1.0000 -4.8207
2016-06-01 -1.0530 -0.7461
2016-07-01 -0.8088 2.3791
2016-08-01 3.9330 -12.0278
2016-09-01 -2.0472 -1.4303
2016-10-01 -0.2364 -1.0000
2016-11-01 0.8868 4.8846
2016-12-01 -0.5165 -0.4641
2017-01-01 0.3880 3.8539
2017-02-01 -1.5064 9.5750
2017-03-01 -1.3456 0.4911
2017-04-01 1.1500 -2.7050
2017-05-01 0.0000 -0.5906
2017-06-01 5.9923 -0.7917
2017-07-01 0.0789 -0.6207
2017-08-01 -0.8097 1.0000
2017-09-01 -0.1780 1.2059
2017-10-01 -1.0000 0.0000
2017-11-01 -0.6788 -1.4740
2017-12-01 2.1500 -1.7727
2018-01-01 -2.0617 -0.4403
2018-02-01 -1.0000 -0.0519
2018-03-01 -0.5211 0.0696
2018-04-01 -1.9722 -0.5826
2018-05-01 -1.3902 -4.0403
2018-06-01 -0.0299 -1.5248
2018-07-01 -1.0000 -0.4532
2018-08-01 -0.6364 -5.2667
2018-09-01 -0.8137 -2.8323
2018-10-01 0.0000 -1.5286
2018-11-01 -1.0000 -2.1733
2018-12-01 -1.0000 -2.0467
2019-01-01 -1.0000 -0.5583
2019-02-01 0.0000 -0.3910
2019-03-01 -5.4375 -0.2152
2019-04-01 -1.0000 -1.1478
2019-05-01 -1.5917 -0.6252
2019-06-01 -3.2333 -2.5271
2019-07-01 0.0000 -6.7098
2019-08-01 -1.0000 -1.7618
2019-09-01 17.5882 -1.1489
2019-10-01 -1.2667 -1.6582
2019-11-01 0.0000 -1.4099
2019-12-01 0.0000 0.1336
我想使用以下代码对数据进行回测
bt <- backtest(commercialservices,date.var = "date",in.var = c("date","Standard.Group.Plc.Ord","Sameer.Africa.Plc.Ord"),ret.var = "ret.0.1.m",do.spread = TRUE,by.period = FALSE)
但是当我尝试运行时,当我尝试进行回测时,它会不断出现此错误。另外,我对这一切都很陌生,所以我不确定错误是什么。列名称为日期,但未在数据框中指明,Standard.Group.Plc.Ord 和 Sameer.Africa.Plc.Ord。我通过对原始数据框执行返回来生成 data.frame。
Error in if (length(c(year, month, day, hour, min, sec)) == 6 && all(c(year, :
missing value where TRUE/FALSE needed
In addition: Warning messages:
1: In as_numeric(YYYY) : NAs introduced by coercion
2: In as_numeric(MM) : NAs introduced by coercion
3: In as_numeric(DD) : NAs introduced by coercion
4: In as_numeric(YYYY) : NAs introduced by coercion
5: In as_numeric(MM) : NAs introduced by coercion
6: In as_numeric(DD) : NAs introduced by coercion
我应该对我在这里列出的时间序列回报进行回测。任何人都知道如何修复它,或者其他可能有效的代码。