R手册(Time Series)--zoo

zoo和xts是对日期型数据进行清洗的R包

zoo

基础对象

zoo(x = NULL, order.by = index(x), frequency = NULL)有序的时间序列对象
zooreg(data, start = 1, end = numeric(), frequency = 1)规则的的时间序列对象，继承zoo对象
as.zoo(x)把一个对象转型为zoo类型，泛型函数
is.regular(x, strict = FALSE)检查是否是规则的序列

ggplot2扩展

autoplot(object, geom = "line", facets, ...)
fortify(model, data, melt = FALSE, …)数据操作

数据清洗

read.zoo(file, format = "", index.column = 1, drop = TRUE)
write.zoo(x, file = "", index.name = "Index", row.names = FALSE, col.names = NULL)
coredata(x)提取/替换zoo数据部分
index(x)提取/替换zoo索引部分
window(x, index. = index(x), start = NULL, end = NULL)按时间筛选数据
merge()合并多个zoo对象
aggregate(x, by, FUN = sum)分类计算
lag(x, k = 1, na.pad = FALSE, ...)计算步长
diff(x, lag = 1, differences = 1)计算分差
rollapply(data, width, FUN)对zoo数据的滚动处理

rollmean, rollmax, rollmedian, rollsum,etc

MATCH(x, table)值匹配
ORDER(x)值排序，输出索引

缺失值处理

na.fill(object, fill)NA值的填充
na.locf(object, na.rm = TRUE, fromLast=FALSE)最近值替换NA
na.aggregate(object,by = 1,FUN = mean,na.rm = FALSE)计算统计值替换NA
na.approx(object)计算插值替换NA
na.StructTS(object,na.rm=FALSE)计算seasonalKalmanfilter替换NA
na.trim(object)过滤有NA的记录

显示控制

yearqtr以年季度显示时间
yearmon以年月显示时间