计算机中日期格式,R中的时间序列日期格式问题(Time Series date format issue in R)-CSDN博客

R中的时间序列日期格式问题(Time Series date format issue in R)

我正在使用[dowjones] [1]数据集，但我想我的日期格式可能不正确，因为当我运行zoo函数来生成数据时间序列时，我得到警告：

如果“order.by”中的索引条目不是唯一的，则“zoo”对象的某些方法不起作用

我的代码：

dow = read.table('dow_jones_index.data', header=T, sep=',')

dowts = zoo(dow$close, as.Date(as.character(dow$date), format = "%m/%d/%Y"))

日期如下：2011年5月6日

我的错误是否与使用不正确的日期格式有关？或者是其他东西？

谢谢。

编辑：

hist(dowts, xlab='close change rate', prob=TRUE, main='Histogram',ylim=c(0,.07))

hist.default出错(dowts，xlab =“close change rate”，prob = TRUE，：character(0)另外：警告消息：1：在zoo(rval [i]，index(x)[i])中：如果'order.by'中的索引条目不是唯一的，则“zoo”对象的某些方法不起作用2：在pretty.default中(范围(x)，n = break，min.n = 1)：强制引入的NAs [1]： https ： //archive.ics.uci.edu/ml/datasets/Dow+Jones+Index

I am using the [dowjones][1] dataset but I think maybe my date format is incorrect because when I run the zoo function to make the data time series I get the warning:

some methods for “zoo” objects do not work if the index entries in ‘order.by’ are not unique

My code:

dow = read.table('dow_jones_index.data', header=T, sep=',')

dowts = zoo(dow$close, as.Date(as.character(dow$date), format = "%m/%d/%Y"))

The dates look like this: 5/6/2011

Does my error have to do with using an incorrect date format? Or something else?

Thank you.

EDIT:

hist(dowts, xlab='close change rate', prob=TRUE, main='Histogram',ylim=c(0,.07))

Error in hist.default(dowts, xlab = "close change rate", prob = TRUE, : character(0) In addition: Warning messages: 1: In zoo(rval[i], index(x)[i]) : some methods for “zoo” objects do not work if the index entries in ‘order.by’ are not unique 2: In pretty.default(range(x), n = breaks, min.n = 1) : NAs introduced by coercion [1]: https://archive.ics.uci.edu/ml/datasets/Dow+Jones+Index

原文：https://stackoverflow.com/questions/35111052

更新时间：2021-03-14 14:03

最满意答案

警告消息指示的问题是您的日期值不是唯一的。这是因为您的数据是长格式的，有多个股票。时间序列必须是类似矩阵的结构，每列代表一个股票，每一行代表一个时间点。随着dcast从包reshape2这个straigthforward：

library(zoo)

library(reshape2)

dow

# delete $ symbol and coerce to numeric

dow$close

tmp

dowts

The problem as the warning message indicates is that your date values are not unique. This is because your data is in long format with multiple stocks. A timeseries has to be in a matrix like structure with each column representing a stock and each row a point in time. With dcast from the package reshape2 this straigthforward:

library(zoo)

library(reshape2)

dow

# delete $ symbol and coerce to numeric

dow$close

tmp

dowts