如何将年度数据转化为季度数据？

Question

我有一个包含年度数据的 xts 对象。我想将其转换为季度数据，这些值将在一年中保持不变，因此，我不必对数据进行插值。

我试过apply.quarterly和to.quarterly，但是数据还是每年的。

这是我的代码：

library(xts)

apply.quarterly(x, FUN = mean)

我的输出：

            Cons_gov      FBKF
1996-12-01 0.1975085 0.1864072
1997-12-01 0.1953536 0.1912290
1998-12-01 0.2007051 0.1854231
1999-12-01 0.1978274 0.1701628
2000-12-01 0.1876777 0.1830450
2001-12-01 0.1934325 0.1841800
2002-12-01 0.1980967 0.1792619
2003-12-01 0.1907744 0.1660478
2004-12-01 0.1846763 0.1732019
2005-12-01 0.1888999 0.1705619
2006-12-01 0.1903895 0.1721032
2007-12-01 0.1894298 0.1799576
2008-12-01 0.1883942 0.1938534
2009-12-01 0.1965066 0.1910200
2010-12-01 0.1901688 0.2053467
2011-12-01 0.1866926 0.2060899
2012-12-01 0.1853010 0.2071671
2013-12-01 0.1889248 0.2091192
2014-12-01 0.1915354 0.1987301
2015-12-01 0.1977682 0.1783580

我的dput():

structure(c(0.197508549153391, 0.195353585641678, 0.200705142210663, 
0.197827364070052, 0.187677686384626, 0.193432520923332, 0.198096706851479, 
0.190774358523613, 0.184676286553441, 0.188899853679931, 0.190389507978999, 
0.189429845570079, 0.188394248767526, 0.1965065515285, 0.190168835777631, 
0.186692569341525, 0.185300994171881, 0.18892479001219, 0.191535387119431, 
0.197768166586277, 0.203792941796483, 0.201619077612893, 0.198950735000909, 
0.200777424344436, 0.204929121903237, 0.183310918318924, 0.186407226330573, 
0.191228971241134, 0.18542307036158, 0.170162846564942, 0.183045018192917, 
0.184180045540359, 0.179261923121358, 0.166047809279776, 0.173201889924658, 
0.170561931719758, 0.172103177073606, 0.179957599687971, 0.193853437018358, 
0.191019967063092, 0.205346736503007, 0.206089870582595, 0.207167084721339, 
0.20911921875888, 0.198730115991599, 0.178358040677889, 0.155243408026601, 
0.145589735475542, 0.150969119553704, 0.153124811412088, 0.16430683828827, 
0.187924188341473), index = structure(c(849398400, 880934400, 
912470400, 944006400, 975628800, 1007164800, 1038700800, 1070236800, 
1101859200, 1133395200, 1164931200, 1196467200, 1228089600, 1259625600, 
1291161600, 1322697600, 1354320000, 1385856000, 1417392000, 1448928000, 
1480550400, 1512086400, 1543622400, 1575158400, 1606780800, 1622505600
), tzone = "UTC", tclass = "Date"), class = c("xts", "zoo"), .Dim = c(26L, 
2L), .Dimnames = list(NULL, c("Cons_gov", "FBKF")))

Answer 1

您可以将 xts 对象转换为数据框。然后你可以在给定的时间内重复 data.frame 的每一行。我使用 dplyr 进行数据转换，使用 lubridate 进行日期信息处理，最后我将其转换为季度格式。

见下文 xts 要转换的对象：

yearly <- structure(c(0.197508549153391, 0.195353585641678, 0.200705142210663, 
            0.197827364070052, 0.187677686384626, 0.193432520923332, 0.198096706851479, 
            0.190774358523613, 0.184676286553441, 0.188899853679931, 0.190389507978999, 
            0.189429845570079, 0.188394248767526, 0.1965065515285, 0.190168835777631, 
            0.186692569341525, 0.185300994171881, 0.18892479001219, 0.191535387119431, 
            0.197768166586277, 0.203792941796483, 0.201619077612893, 0.198950735000909, 
            0.200777424344436, 0.204929121903237, 0.183310918318924, 0.186407226330573, 
            0.191228971241134, 0.18542307036158, 0.170162846564942, 0.183045018192917, 
            0.184180045540359, 0.179261923121358, 0.166047809279776, 0.173201889924658, 
            0.170561931719758, 0.172103177073606, 0.179957599687971, 0.193853437018358, 
            0.191019967063092, 0.205346736503007, 0.206089870582595, 0.207167084721339, 
            0.20911921875888, 0.198730115991599, 0.178358040677889, 0.155243408026601, 
            0.145589735475542, 0.150969119553704, 0.153124811412088, 0.16430683828827, 
            0.187924188341473), index = structure(c(849398400, 880934400, 
                                                    912470400, 944006400, 975628800, 1007164800, 1038700800, 1070236800, 
                                                    1101859200, 1133395200, 1164931200, 1196467200, 1228089600, 1259625600, 
                                                    1291161600, 1322697600, 1354320000, 1385856000, 1417392000, 1448928000, 
                                                    1480550400, 1512086400, 1543622400, 1575158400, 1606780800, 1622505600
            ), tzone = "UTC", tclass = "Date"), class = c("xts", "zoo"), .Dim = c(26L, 
                                                                                  2L), .Dimnames = list(NULL, c("Cons_gov", "FBKF")))

算法本身：

library(xts)
library(tidyverse)
library(lubridate)

quarterly <- as_tibble(yearly, rownames = "dates") %>%
  slice(rep(1:n(), each = 4)) %>%
  mutate(years = year(dates)) %>%
  mutate(months = rep((1:4) * 3, times = n() / 4)) %>%
  mutate(dates = ymd(paste0(years, "-", months, "-01"))) %>%
  select(-years, -months) %>%
  column_to_rownames(var = "dates") %>%
  as.xts 
xts1 <- to.quarterly(quarterly[, 1])
xts2 <- to.quarterly(quarterly[, 2])
final <- cbind(xts1[, 1], xts2[, 1])
names(final) <- c("Cons_gov", "FBKF")
head(final)

输出：

         Cons_gov      FBKF
1996 Q1 0.1975085 0.1864072
1996 Q2 0.1975085 0.1864072
1996 Q3 0.1975085 0.1864072
1996 Q4 0.1975085 0.1864072
1997 Q1 0.1953536 0.1912290
1997 Q2 0.1953536 0.1912290

如何将年度数据转化为季度数据？

How to transform annual data into quarterly?

r

xts