3

endpoints()関数xts(およびto.weeklyエンドポイントを使用する関数) が週の終わりとして金曜日を返し、月曜日を返す場合があるという問題があります。

私のデータセットは と呼ばれsp2ます。

> head(sp2)
           [,1]
2012-01-09 1.78
2012-01-10 1.78
2012-01-11 1.77
2012-01-12 1.80
2012-01-13 1.77
2012-01-16 1.77

> tail(sp2)
           [,1]
2012-06-28 1.94
2012-06-29 1.92
2012-07-02 1.92
2012-07-03 1.90
2012-07-04 1.89
2012-07-05 1.89

> class(sp2)
[1] "xts" "zoo"

> weekdays(index(sp2))
  [1] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [11] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [21] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [31] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [41] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [51] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [61] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [71] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [81] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
 [91] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
[101] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
[111] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"   
[121] "Monday"    "Tuesday"   "Wednesday" "Thursday"  "Friday"    "Monday"    "Tuesday"   "Wednesday" "Thursday"

ご覧のとおり、データ系列に欠落している平日はありません。

まだ.....

> weekdays(index(to.weekly(sp2)))
 [1] "Friday"   "Friday"   "Friday"   "Friday"   "Friday"   "Friday"   "Friday"   "Friday"   "Friday"   "Friday"   "Monday"  
[12] "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"  
[23] "Monday"   "Monday"   "Monday"   "Thursday"

確かに、これは常に金曜日であるべきです (最後のポイントである今日、木曜日を除いて) ?

ここで何が間違っていますか?回避策はありますか?

このデータ系列の金曜日から金曜日までの週ごとの変化を計算したいと考えています。

................................................................... 再現可能な例 ... ...................

i <- as.Date((as.numeric(Sys.Date())-200):as.numeric(Sys.Date()))
x <- xts(rep(1, length(i)), order.by = i)
weekdays(index(to.weekly(x)))
#  [1] "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"  
# [14] "Sunday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"   "Monday"  
# [27] "Monday"   "Monday"   "Monday"   "Thursday"
y <- xts(rep(1, length(i)), order.by = as.POSIXct(i))
weekdays(index(to.weekly(y)))
# [1] "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"  
# [14] "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"   "Sunday"  
# [27] "Sunday"   "Sunday"   "Sunday"   "Thursday"
4

1 に答える 1

3

これは、R-Forge で修正された CRAN バージョンのバグです。基本的に、インデックスの時間要素が削除されていなかったので、タイムゾーンと夏時間に関する奇妙なビジネスに遭遇しました。

R-Forge からインストールして、修正された機能を使用します。

require(xts)
i <- Sys.Date()+200:0
x <- xts(rep(1, length(i)), order.by = i)
y <- xts(rep(1, length(i)), order.by = as.POSIXct(i))
all.equal(weekdays(index(to.weekly(x))), weekdays(index(to.weekly(y))))
于 2012-07-05T15:54:39.837 に答える