How do I create a time-series object with dates?

> stockprices <- data.frame(prices=c(1.1,2.2,3.3),
               timestamps=c('2011-01-05 11:00','2011-01-05 12:00','2011-01-05 13:00'))
> stockprices
  prices       timestamps
1    1.1 2011-01-05 11:00
2    2.2 2011-01-05 12:00
3    3.3 2011-01-05 13:00

You can convert to xts time series thus:

 

> require(xts)
> stockprices.ts <- xts(stockprices$prices, order.by=as.POSIXct(stockprices$timestamps))
> stockprices.ts
                    [,1]
2011-01-05 11:00:00  1.1
2011-01-05 12:00:00  2.2
2011-01-05 13:00:00  3.3

 

实际上上面回复帖子创建的不是ts类，而是xts类。ts比较适合相同间隔的月度数据

推荐两篇关于zoo和xts的经典介绍文章

 http://blog.fens.me/r-zoo/

http://blog.fens.me/r-xts