2013-05-15 27 views
4

我正试图将时间序列(动物园对象)7天(交易周)前移到未来。时间序列转换到未来与R

library(quantmod) 
getSymbols(c("AAPL"), from="2013-01-01", return.class="zoo") 
aapl <- Ad(AAPL) 
tail(aapl) 
2013-05-07 2013-05-08 2013-05-09 2013-05-10 2013-05-13 2013-05-14 
    455.64  460.79  456.77  452.97  454.74  443.86 

I want this: 
2013-05-14 2013-05-15 2013-05-16 2013-05-17 2013-05-20 2013-05-21 
    455.64  460.79  456.77  452.97  454.74  443.86 

这是不是有可能?我已经尝试了很多,失败...

回答

2

将其转换为类zooreg(以便它知道它的规律间隔或几乎如此),然后适当地落在它的:

> lag(as.zooreg(tail(aapl)), -7) 
2013-05-14 2013-05-15 2013-05-16 2013-05-17 2013-05-20 2013-05-21 
    455.64  460.79  456.77  452.97  454.74  443.86 

欲了解更多信息,请看?zooreg的示例部分,并阅读从其所在位置开始的注释:

# lag and diff (as diff is defined in terms of lag)