关于时间序列的建立

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

现在有一个数据，与之对应的是一个完全没有规律的时间点序列。
问题是，如果将之构造成一个时间序列？即一列日期自定的序列为时间序列

如果用ts命令， frequency那些没法写，只能是月度或季度数据

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：时间序列 Frequency Ency freq 季度数据 时间 序列

你好，ts主要用来生成有规则的时间序列。对于无规则的，可以尝试如下几个包，他们的介绍如下：
•The zoo package provides infrastructure for regularly and irregularly spaced time series using arbitrary classes for the time stamps (i.e., allowing all classes from the previous section). It is designed to be as consistent as possible with "ts". Coercion from and to "zoo" is available for all other classes mentioned in this section.
•The package xts is based on zoo and provides uniform handling of R's different time-based data classes.
•Various packages implement irregular time series based on "POSIXct" time stamps, intended especially for financial applications. These include "its" from its, "irts" from tseries, and "fts" from fts.
•The class "timeSeries" in timeSeries (previously: fSeries) implements time series with "timeDate" time stamps.
•The class "tis" in tis implements time series with "ti" time stamps.
•The package tframe contains infrastructure for setting time frames in different formats.