创建季度`xts`时间序列对象使用plot.xts

Question

我正在努力将一些数据转换为一个季度时间xts系列对象。首先我的数据不是一个合适的基于时间的对象现在as.yearqtr表现得我无法理解。

我想要对象df进行转换，以便我可以用我的最终目标plot.xts来绘制它，但我卡住了，如下所示。

df <- structure(list(yrQ = structure(1:7, .Label = c("2016-1", "2016-2", 
"2016-3", "2016-4", "2016-5", "2016-6", "2016-7"), class = "factor"), 
    a = c(4.14, 2.83, 3.71, 4.15, 4.63, 4.91, 5.31), b = c(4.25, 
    3.5, 3.5, 3.5, 3.5, 3.5, 5)), .Names = c("yrQ", "a", "b" 
), row.names = c(NA, 7L), class = "data.frame") 
df 
#  yrQ a b 
# 1 2016-1 4.14 4.25 
# 2 2016-2 2.83 3.21 
# 3 2016-3 3.71 3.21 
# 4 2016-4 4.15 3.21 
# 5 2016-5 4.63 3.21 
# 6 2016-6 4.91 3.21 
# 7 2016-7 5.31 5.00 

# install.packages(c("xts"), dependencies = TRUE) 
library(xts) 
xts(df, order.by = df[,1]) 
# Error in xts(df, order.by = df[, 1]) : 
# order.by requires an appropriate time-based object 

df$yrQ <- as.yearqtr(df$yrQ) 
df  
#  yrQ a b 
# 1 2016 Q1 4.14 4.25 
# 2 2016 Q2 2.83 3.21 
# 3 2016 Q3 3.71 3.21 
# 4 2016 Q4 4.15 3.21 
# 5 NA QNA 4.63 3.21 
# 6 NA QNA 4.91 3.21 
# 7 NA QNA 5.31 5.00 

Answer 1

你在DF拥有的数据似乎是月度数据，因为它运行的方式过去4

在这种情况下，我猜去将使用as.yearmon，并从那里to.quarterly的方式。但是，如果没有OHLC图表，它的表现并不是很好，所以我也查找了另一个选项。看看你对它的看法。

这里是我的尝试：

require(xts) 
df <- structure(list(yrQ = structure(1:7, .Label = c("2016-1", "2016-2", 
"2016-3", "2016-4", "2016-5", "2016-6", "2016-7"), class = "factor"), 
    a = c(4.14, 2.83, 3.71, 4.15, 4.63, 4.91, 5.31), b = c(4.25, 
    3.5, 3.5, 3.5, 3.5, 3.5, 5)), .Names = c("yrQ", "a", "b" 
), row.names = c(NA, 7L), class = "data.frame") 
df 


# using yearmon to create xts 
myxts<- xts(df[,-1], order.by = as.yearmon(as.character(df[,1]) )) 

myxts 

#using to.quarterly .. cannot be used simultaneously with both columns 
#guess that would need apply and Reduce 

myxtsQ<- to.quarterly(myxts$a) 
myxtsQ 
plot(myxtsQ) 
# require(quantmod) 
# quantmod::chartSeries(myxtsQ) 



# One option seems to be indexing 
# though it seems XTS does not support recycling of boolean indices 
#so we need to create a list of indices 

indx<- rep(c(T,F,F), ceiling(nrow(myxts)/3)) 
indx 
myxtsQ<- myxts[indx,] 
plot.xts(myxtsQ)