问题标签 [xts]

我有 1 分钟的盘中价格数据，其中缺少数据点。因此，我想填补它们。

我通读了以下帖子中的建议并尝试了类似的程序： R：在时间序列中填充缺失的日期？

就我而言，缺失的数据点是第一笔交易，即 09:31:00。

正如您在上面看到的，返回的对象没有按需要填充。

您可以在下面看到我正确指定了开始和结束时间。

这可能是因为日期范围指定了时区，而原始 POSIX 索引没有？我试图通过指定 tz="" 来删除 tz，但这并没有删除它。话虽如此，时区可能只是一个红鲱鱼。

如果有人有兴趣测试，我将数据保存为 rda（二进制）格式：

http://www.speedyshare.com/files/28576853/test.rda

感谢帮助。

这是生成 xts 对象图的代码：

产生以下情节：

您可以从 xts 对象的图中删除 y 轴值（价格）吗？

提示：传递 yaxt='n' 不起作用。

我有一个 xts 对象（股票价格时间序列），它由多年的日内数据组成，即数据是一个连续的流，它将该期间每一天的日内数据拼接在一起。

我按天拆分对象（使用 split.xts(x, f="days)），因为我需要使用日内数据每天计算各种专有操作。

现在我想将最终产品重新组合回一个类似于原始产品的 xts 对象，以便我可以将其导入另一个软件应用程序进行研究。我曾尝试使用tapply 和 unlist 进行各种操作，但均未成功。感谢指导。

下面是由 252 个 xts 对象组成的对象 XLE1_split 的片段。我想重新组合这样一个对象。

我需要添加两个不规则的时间序列（涵盖工作日）。

我有两个 xts 系列，用于两种不同的产品 A + B。

产品 B 的数据启动日期比 A 晚。

我想我需要在 B 前面加上日期，以便日期与 A 匹配，但全为零。

这样 sum(A + B) 等于 sum(A) + sum(B)

产品A

产品B

和：

期望的结果

我有一个循环，通过调用 API 来提取约 200 个单独的时间序列。

循环将时间序列作为 xts 对象 ( library(xts)) 输出到带有后缀“.oc”的全局环境中。所以我有 200 个“ABC.oc”、“ABD.oc”等形式的 xts 对象。每个对象包含 1000 行数据。

我想做的是编写一个循环（或使用适当的函数）来获取所有“* .oc”对象并按列合并它们。IE 最终会得到：

使用简短的时间序列列表，只需编写：

但显然这对于​​ 200 个单独的对象是不切实际的，所以我想编写一个循环来将所有这些对象粉碎在一起，就像“合并”一样。

很容易通过访问循环的变量，for i in length(ls(pattern="*.oc")){但无法弄清楚循环的其余部分。我已经尝试过 cbind，但似乎无法正确处理。

非常感谢任何帮助

我有数据被编程为每 5 小时获取一次信息，这意味着每天有多个数据点。问题有时是数据记录器出现故障或电池没电或其他任何情况，并且数据丢失或尝试失败。

我所做的所有分析都是基于这些日期。我需要根据此日期/时间戳对所有内容进行排序、过滤和选择。截至目前，我正在通过“冗长的”脚本来选择和子集我的数据。此外，我有几个数据记录器（个人），所以我也在批处理。例如，我想子集化并每天只使用一个数据点，我

那么，有没有办法让我的数据变成时间序列数据，让操作更容易呢？我已经看到有关 Zoo package a xts 的讨论 - 但这些似乎要求数据处于常规时间序列中。我什至不得不不使用某些脚本，因为它们要求数据采用 ts 格式，而我不知道如何将我的数据转换成那种漂亮的格式。有没有很好的资源来教自己这个？我什至应该使用 ts 吗？

这是我的数据的示例： structure(list(ID = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L), .Label = c("c_002", "c_402"), class = "factor"), Long = c(-147.635233, -147.635232, -147.63632, -147.636136, -147.63628, -147.635743, -147.631785, -147.619598, -147.605088, -147.602119, -147.179737, -147.133275, -147.106584, -147.033649, -147.016078, -147.031872, -146.940969, -146.862538, -146.751214, -146.696238, -146.710799), Latitude = c(67.911827, 67.911193, 67.911048, 67.911169, 67.911625, 67.911767, 67.919419, 67.926327, 67.925352, 67.926318, 70.017026, 70.041163, 70.057988, 70.087812, 70.117134, 70.147184, 70.145115, 70.136103, 70.1276, 70.103395, 70.079301), DT = structure(c(2L, 3L, 5L, 6L, 8L, 9L, 10L, 11L, 12L, 14L, 393L, 395L, 396L, 398L, 399L, 401L, 402L, 404L, 405L, 407L, 409L), .Label = c("05/01/2006 00:00", "05/01/2006 00:01", "05/01/2006 05:00", "05/01/2006 05:01", "05/01/2006 10:00", "05/01/2006 15:01", "05/01/2006 20:00", "05/01/2006 20:01", 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我有两组来自不同机器的测量值。它们随着时间的推移以略微不同的间隔进行测量 - 例如，一个每 5 分钟测量一次，而另一个每 3 分钟测量一次。优点是每 5 分钟计算一次作为整个间隔的平均值，因此这些值应该大致对应。我想用每 5 分钟测量一次的向量（光）来扩展向量，以便它的值与每 5 分钟测量一次的向量值大致同步。然后应该用前面的值填充间隙

这是每 5 分钟的数据示例

和每3分钟的数据

我也不应该认为光测量的向量（每 5 分钟）比每 3 分钟的向量短。因此，目标是使 5 分钟测量的向量与 3 分钟向量的长度相同。

我意识到这是一个相当棘手的问题，但任何建议都会受到欢迎。

我正在使用动物园对象，购买我的问题也适用于 xts 对象。在我看来，它是一个带有索引的单列向量。在我的情况下，索引是日期向量和我的数据的一列向量。除了我想访问日期（来自索引）之外，一切都很好。

例如我有以下结果：

我想进入14789一个变量或一个向量，但我不知道如何访问它。

有没有办法从 data.frame 创建 xts 对象并保留数据类型？我的数字正在转换为字符。2009 年的这篇文章建议将列合并到现有的 xts 中： http: //r.789695.n4.nabble.com/as-xts-convert-all-my-numeric-data-to-character-td975564.html

目前尚不清楚这是否是唯一的方法。对于大型数据帧来说，这似乎有点麻烦和麻烦。我认为开箱即用的 xts 会尊重数据类型。

我正在尝试（重新）建立标准普尔 500 指数的基本预测模型（数据来自雅虎财经）

我在数据集的“排序”方面遇到了一些困难。
在 data.model 的构建过程中出现以下错误

xts(new.x, x.index) 中的错误：NROW(x) 必须匹配长度(order.by)

经过一些研究，我意识到问题出在排序上，而且它似乎缺少底层 zoo 包所需的排序。

有没有优雅的方法来解决这个问题？！提前致谢