我想将XTS对象转换为r.
中的frame格式。但是，我只是解决了。现在，我将与您分享。
示例：
加载软件包
library(quantmod)
library(tidyverse)
获取SP500索引
SP500 <- getSymbols("^GSPC", src = "yahoo",
from = as.Date("2002-01-01"), to = as.Date("2017-12-31"))
生成了GSPC存档。
head(GSPC)
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
2002-01-02 1148.08 1154.67 1136.23 1154.67 1171000000 1154.67
2002-01-03 1154.67 1165.27 1154.01 1165.27 1398900000 1165.27
2002-01-04 1165.27 1176.55 1163.42 1172.51 1513000000 1172.51
2002-01-07 1172.51 1176.97 1163.55 1164.89 1308300000 1164.89
2002-01-08 1164.89 1167.60 1157.46 1160.71 1258800000 1160.71
2002-01-09 1160.71 1174.26 1151.89 1155.14 1452000000 1155.14
class(GSPC)
"[1] xts" "zoo"
如何解决它？
tibble将转换XTS格式。
SP500 <- as.tibble(GSPC)
A tibble: 6 x 6
GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
<dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 1148.08 1154.67 1136.23 1154.67 1171000000 1154.67
2 1154.67 1165.27 1154.01 1165.27 1398900000 1165.27
3 1165.27 1176.55 1163.42 1172.51 1513000000 1172.51
4 1172.51 1176.97 1163.55 1164.89 1308300000 1164.89
5 1164.89 1167.60 1157.46 1160.71 1258800000 1160.71
6 1160.71 1174.26 1151.89 1155.14 1452000000 1155.14
行名称在哪里？它在那里！
head(rownames(SP500))
[1] "2002-01-02" "2002-01-03" "2002-01-04" "2002-01-07" "2002-01-08" "2002-01-09"
输出是日期格式。
DATE <- rownames(SP500)
DATE %<>% as.Date()
管道命令(％>％(曾经拯救我们！
创建一个新变量和订购列名
SP500 %<>% mutate(DATE = DATE) %>%
select(DATE, GSPC.Open:GSPC.Adjusted)
然后..
# A tibble: 6 x 7
DATE GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume GSPC.Adjusted
<chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 2002-01-02 1148.08 1154.67 1136.23 1154.67 1171000000 1154.67
2 2002-01-03 1154.67 1165.27 1154.01 1165.27 1398900000 1165.27
3 2002-01-04 1165.27 1176.55 1163.42 1172.51 1513000000 1172.51
4 2002-01-07 1172.51 1176.97 1163.55 1164.89 1308300000 1164.89
5 2002-01-08 1164.89 1167.60 1157.46 1160.71 1258800000 1160.71
6 2002-01-09 1160.71 1174.26 1151.89 1155.14 1452000000 1155.14
我希望这会有所帮助。见。
通常这样做的方式是：
library(quantmod) # also pulls in xts and zoo
getSymbols("^GSPC")
DF <- fortify.zoo(GSPC)