As.XTS 来自 Matrix - 错误 - 添加时间和时区信息

Question

出于某种原因我不明白，当我运行 as.xts 从行名中包含日期的矩阵转换时，此操作最后会生成一个日期时间。由于这不同于起始索引 merge/cbinds 将不起作用。有人可以指出我做错了什么吗？

> class(x)
[1] "xts" "zoo"
> head(x)
           XLY.Adjusted XLP.Adjusted XLE.Adjusted AGG.Adjusted IVV.Adjusted
2005-07-31  0.042255791  0.017219585   0.17841600  0.010806168   0.04960026
2005-08-31  0.034117087  0.009951766   0.18476766  0.015245222   0.03825968
2005-09-30 -0.029594066  0.008697349   0.22851906  0.009769765   0.02944754
2005-10-31 -0.015653740  0.019966664   0.09314327 -0.012705172   0.01640395
2005-11-30 -0.005593003  0.005932542   0.05437377 -0.005209811   0.03173972
2005-12-31  0.005084193  0.021293537   0.05672958  0.002592639   0.04045477
> head(index(x))
[1] "2005-07-31" "2005-08-31" "2005-09-30" "2005-10-31" "2005-11-30" "2005-12-31"
> temp=t(apply(-x, 1, rank, na.last = "keep"))
> class(temp)
[1] "matrix"
> head(temp)
           XLY.Adjusted XLP.Adjusted XLE.Adjusted AGG.Adjusted IVV.Adjusted
2005-07-31            3            4            1            5            2
2005-08-31            3            5            1            4            2
2005-09-30            5            4            1            3            2
2005-10-31            5            2            1            4            3
2005-11-30            5            3            1            4            2
2005-12-31            4            3            1            5            2
> head(rownames(temp))
[1] "2005-07-31" "2005-08-31" "2005-09-30" "2005-10-31" "2005-11-30" "2005-12-31"
> y=as.xts(temp)
> class(y)
[1] "xts" "zoo"
> head(y)
           XLY.Adjusted XLP.Adjusted XLE.Adjusted AGG.Adjusted IVV.Adjusted
2005-07-31            3            4            1            5            2
2005-08-31            3            5            1            4            2
2005-09-30            5            4            1            3            2
2005-10-31            5            2            1            4            3
2005-11-30            5            3            1            4            2
2005-12-31            4            3            1            5            2
> head(index(y))
[1] "2005-07-31 BST" "2005-08-31 BST" "2005-09-30 BST" "2005-10-31 GMT" "2005-11-30 GMT" "2005-12-31 GMT"

Answer 1

as.xts.matrix 有一个默认为 "POSIXct" 的 dateFormat 参数，因此它假定矩阵的行名是日期时间。如果您希望它们只是日期，请在 as.xts 调用中指定 dateFormat="Date"。

y <- as.xts(temp, dateFormat="Date")

As.XTS 来自 Matrix - 错误 - 添加时间和时区信息

As.XTS from Matrix - Error - Adds time and timezone info

r

matrix

xts