本人小白,读取CSV数据时,在excel里看,数据框架一样的数据,但是列却不一样。这是为什么
> names(data)
[1] "PERMNO" "date" "SICCD" "TICKER"
[5] "COMNAM" "NAICS" "PERMCO" "CUSIP"
[9] "NWPERM" "PRC" "VOL" "BID"
[13] "ASK" "SHROUT" "VE" "D"
[17] "rating" "secid" "cusip" "optionid"
[21] "ticker" "date.1" "exdate" "cp_flag"
[25] "open_interest" "impl_volatility" "delta" "gamma"
[29] "vega" "theta" "maturity" "secid.1"
[33] "date.2" "days" "volatility" "cusip.1"
[37] "ticker.1" "sic" "index_flag" "exchange_d"
[41] "class" "issue_type" "industry_group" "futvol"
[45] "date.3" "ticker.2" "ccy" "spread1y"
[49] "spread3y" "spread5y" "spread7y" "spread10y"
[53] "compositedepth5y" "sector" "recovery" "docclause"
[57] "tier" "rate" "pd5" "civ"
[61] "value" "X"
> mydata=read.table("E:/CDS dissertation/cds initial/stock 7/stock.1.csv",sep=",",header=T, stringsAsFactors=F)
> names(mydata)
[1] "PERMNO" "date" "SICCD" "TICKER"
[5] "COMNAM" "NAICS" "PERMCO" "CUSIP"
[9] "NWPERM" "PRC" "VOL" "BID"
[13] "ASK" "SHROUT" "VE" "D"
[17] "rating" "secid" "cusip" "optionid"
[21] "ticker" "date.1" "exdate" "cp_flag"
[25] "open_interest" "impl_volatility" "delta" "gamma"
[29] "vega" "theta" "maturity" "secid.1"
[33] "date.2" "days" "volatility" "cusip.1"
[37] "ticker.1" "sic" "index_flag" "exchange_d"
[41] "class" "issue_type" "industry_group" "futvol"
[45] "date.3" "ticker.2" "ccy" "spread1y"
[49] "spread3y" "spread5y" "spread7y" "spread10y"
[53] "compositedepth5y" "sector" "recovery" "docclause"
[57] "tier" "rate" "pd5" "civ"
[61] "value"
>
####第一个data会比第二个mydata 数据多出一个“x”
然后我用RBIND时,多出“x”的CSV表格就会因为列数不一致而无法进行合并,请问如何解决?


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