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R(时间序列)中的日期列有问题_R_Statistics_Return - Fatal编程技术网

R(时间序列)中的日期列有问题

R(时间序列)中的日期列有问题,r,statistics,return,R,Statistics,Return,嗨,我在r的一张桌子上工作。第一列由日期(每月)组成,以下列包含多个投资组合的不同回报数据。我下载了包PerformanceAnalytics,因此我需要将这些数据读取为时间序列。 这就是我试图做的。它以前用过一张纸。但现在我总是犯这个错误。但我只更改了返回数据,没有其他更改。我不明白它为什么不能正确读取日期 > library(PerformanceAnalytics) Loading required package: xts Loading required package: zoo

嗨,我在r的一张桌子上工作。第一列由日期(每月)组成,以下列包含多个投资组合的不同回报数据。我下载了包PerformanceAnalytics,因此我需要将这些数据读取为时间序列。 这就是我试图做的。它以前用过一张纸。但现在我总是犯这个错误。但我只更改了返回数据,没有其他更改。我不明白它为什么不能正确读取日期

> library(PerformanceAnalytics)
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

as.Date, as.Date.numeric


Package PerformanceAnalytics (1.4.3541) loaded.
Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson, GPL-2 | GPL-3
http://r-forge.r-project.org/projects/returnanalytics/


> #load file into R
> FactorR <- read.table("~/Desktop/Rfiles/FactorRegression.csv",header=TRUE,sep=";")
> 
> #Time Series (first column date)
> FactorR_xts <- xts(x = FactorR[, -1],order.by = as.Date(FactorR$Date))
Error in charToDate(x) : 
  character string is not in a standard unambiguous format

如果有人能帮助我,我将非常高兴。

您需要指定日期格式(请参见
?as.date
):


日期您能更具体地说明一下您的目标是什么吗?事实上,我想知道:问题是什么?哦,我很抱歉,由于某种原因,我没有复制整个错误消息。我现在在初始问题中进行了编辑。我不知道如何让r读取我的日期列。好的,但现在我认为您的
dput
数据中有一个错误。只需
dput(head(YOURDATA))
。我认为问题只是日期转换的问题。
put(FactorR)
structure(list(Date = structure(c(203L, 55L, 5L, 142L, 70L, 35L, 
85L, 167L, 178L, 102L, 105L, 116L, 204L, 26L, 2L, 143L, 71L, 
9L, 145L, 36L, 157L, 169L, 19L, 181L, 107L, 192L, 122L, 7L, 
30L, 60L, 146L, 17L, 158L, 90L, 92L, 182L, 49L, 193L, 123L, 8L, 
133L, 61L, 72L, 76L, 159L, 41L, 93L, 183L, 22L, 194L, 53L, 3L, 
134L, 62L, 147L, 77L, 87L, 170L, 94L, 46L, 108L, 195L, 124L, 
9L, 135L, 32L, 148L, 78L, 39L, 171L, 95L, 184L, 109L, 118L, 125L, 
10L, 136L, 16L, 149L, 79L, 160L, 172L, 45L, 185L, 110L, 52L, 
126L, 11L, 57L, 63L, 150L, 37L, 161L, 173L, 20L, 186L, 111L, 
196L, 127L, 28L, 137L, 64L, 73L, 80L, 162L, 42L, 96L, 187L, 23L, 
197L, 54L, 4L, 138L, 65L, 34L, 81L, 163L, 174L, 97L, 104L, 112L, 
198L, 25L, 1L, 139L, 66L, 151L, 82L, 88L, 175L, 98L, 47L, 113L, 
199L, 128L, 12L, 140L, 33L, 152L, 83L, 40L, 176L, 99L, 188L, 
114L, 119L, 129L, 29L, 58L, 67L, 153L, 38L, 164L, 177L, 21L, 
189L, 115L, 200L, 130L, 13L, 31L, 68L, 154L, 18L, 165L, 91L, 
100L, 190L, 50L, 201L, 131L, 14L, 141L, 69L, 74L, 84L, 166L, 
43L, 101L, 191L, 24L, 202L), .Label = c("26.02.10", "26.02.99", 
"27.02.04", "27.02.09", "27.02.98", "28.02.01", "28.02.02", "28.02.03", 
"28.02.05", "28.02.06", "28.02.07", "28.02.11", "28.02.13", "28.02.14", 
"28.04.00", "28.04.06", "28.06.02", "28.06.13", "28.09.01", "28.09.07", 
"28.09.12", "28.11.03", "28.11.08", "28.11.14", "29.01.10", "29.01.99", 
"29.02.00", "29.02.08", "29.02.12", "29.03.02", "29.03.13", "29.04.05", 
"29.04.11", "29.05.09", "29.05.98", "29.06.01", "29.06.07", "29.06.12", 
"29.07.05", "29.07.11", "29.08.03", "29.08.08", "29.08.14", "29.09.00", 
"29.09.06", "29.10.04", "29.10.10", "29.10.99", "29.11.02", "29.11.13", 
"29.12.00", "29.12.06", "30.01.04", "30.01.09", "30.01.98", "30.03.01", 
"30.03.07", "30.03.12", "30.04.01", "30.04.02", "30.04.03", "30.04.04", 
"30.04.07", "30.04.08", "30.04.09", "30.04.10", "30.04.12", "30.04.13", 
"30.04.14", "30.04.98", "30.04.99", "30.05.03", "30.05.08", "30.05.14", 
"30.06.00", "30.06.03", "30.06.04", "30.06.05", "30.06.06", "30.06.08", 
"30.06.09", "30.06.10", "30.06.11", "30.06.14", "30.06.98", "30.06.99", 
"30.07.04", "30.07.10", "30.07.99", "30.08.02", "30.08.13", "30.09.02", 
"30.09.03", "30.09.04", "30.09.05", "30.09.08", "30.09.09", "30.09.10", 
"30.09.11", "30.09.13", "30.09.14", "30.09.98", "30.09.99", "30.10.09", 
"30.10.98", "30.11.00", "30.11.01", "30.11.04", "30.11.05", "30.11.06", 
"30.11.07", "30.11.09", "30.11.10", "30.11.11", "30.11.12", "30.11.98", 
"30.11.99", "30.12.05", "30.12.11", "31.01.00", "31.01.01", "31.01.02", 
"31.01.03", "31.01.05", "31.01.06", "31.01.07", "31.01.08", "31.01.11", 
"31.01.12", "31.01.13", "31.01.14", "31.03.00", "31.03.03", "31.03.04", 
"31.03.05", "31.03.06", "31.03.08", "31.03.09", "31.03.10", "31.03.11", 
"31.03.14", "31.03.98", "31.03.99", "31.05.00", "31.05.01", "31.05.02", 
"31.05.04", "31.05.05", "31.05.06", "31.05.07", "31.05.10", "31.05.11", 
"31.05.12", "31.05.13", "31.05.99", "31.07.00", "31.07.01", "31.07.02", 
"31.07.03", "31.07.06", "31.07.07", "31.07.08", "31.07.09", "31.07.12", 
"31.07.13", "31.07.14", "31.07.98", "31.08.00", "31.08.01", "31.08.04", 
"31.08.05", "31.08.06", "31.08.07", "31.08.09", "31.08.10", "31.08.11", 
"31.08.12", "31.08.98", "31.08.99", "31.10.00", "31.10.01", "31.10.02", 
"31.10.03", "31.10.05", "31.10.06", "31.10.07", "31.10.08", "31.10.11", 
"31.10.12", "31.10.13", "31.10.14", "31.12.01", "31.12.02", "31.12.03", 
"31.12.04", "31.12.07", "31.12.08", "31.12.09", "31.12.10", "31.12.12", 
"31.12.13", "31.12.14", "31.12.97", "31.12.98", "31.12.99"), class = "factor"), 
    T1V = c(2.647778077, 2.210168532, 5.184543047, 8.040141376, 
    1.375197787, 5.254693278, 0.238583717, -0.897572167, -6.812178155, 
    -4.904778447, 1.445454477, 4.362544312, 0.577758687, -1.049345994, 
    -0.862978469, 1.496311077, 1.535298083, 0.288034989, 1.002503645, 
    -0.677737904, 1.148733333, -0.068879397, -0.933636437, 1.952957927, 
    0.864593373, 0.69587105, 1.566383785, 0.201725025, 0.108433102, 
    1.121251221, 0.697840536, -0.341798507, 1.750353464, -0.336236355, 
    -0.173630687, 0.405227621, 0.407442779, 0.301534209, -0.252288427, 
    -2.197112455, 0.4182172, 2.417270431, -1.777693712, 0.333608117, 
    -0.963997684, -6.639419411, 0.258711011, 0.186660625, 1.075364953, 
    -0.260546877, -0.144517713, 2.614703924, 1.592532166, 0.247679225, 
    -2.45731793, -4.605964615, -0.051317674, -2.162348318, -2.094287999, 
    1.053871887, 0.775032852, -2.409925349, -1.24731202, 0.20137383, 
    2.9796142, 1.18379607, 0.530516718, 0.687770774, 2.425813597, 
    1.070508498, 1.594988715, 2.577337728, 1.735724627, 4.753962343, 
    1.817757107, 0.287317513, 2.122250222, 0.509726992, 1.623651005, 
    -0.629218412, 1.413071621, 1.466153048, -0.032322501, 1.570878067, 
    2.495539535, 4.669928369, 2.540314459, 1.351671444, -0.511289999, 
    .
..
....
....
 1.637709345, 0.949670725, -0.380310863, -1.434786801, 0.546588731, 
    -1.680930574, -1.497671033, 2.134405674, 0.189844698), T3R = c(0.440505512, 
    5.325647834, 8.837385281, 21.10071908, 4.5326005, 6.606732343, 
    -4.488433652, -1.304513421, -27.57526532, -19.22941607, 13.12560656, 
    10.95535151, -2.960696646, -1.282931055, -4.047714673, 4.325802659, 
    13.34806221, -3.940632325, 2.668465326, -2.035239493, 2.265868534, 
    2.901646772, 1.555938816, 8.725598107, 11.1111256, 15.10307892, 
    10.71764649, -1.860936247, -3.235221339, -0.718662895, 2.928862379, 
    1.567574208, 0.098434872, -2.639317291, -4.334738565, -7.662240412, 
    -1.392672778, -0.249440069, -7.519374824, -12.54244192, 3.211494367, 
    -1.798924417, -9.750103402, -17.47336517, -13.59092267, -30.85835803, 
    6.627120118, 13.84521564, 1.224167247, -4.282226202, -3.879824851, 
    11.0002882, -1.633862571, 0.728697276, -15.20216478, -21.43439457, 
    -9.173494124, -27.72510655, -1.643806123, 15.30080078, -11.42185815, 
    -10.86780424, -10.08529262, 0.158622664, 19.07560852, 4.410459583, 
    6.983702045, 9.726738752, 11.96532368, 0.865241128, 10.52710826, 
    1.824183803, 0.051281172, 7.643560265, 3.857934445, -4.269747269, 
    0.193491252, -1.127403274, -1.145642636, -4.336023223, -4.750288798, 
    1.386568693, -3.058304715, 3.87811701, 6.007778471, 6.972611825, 
    7.139746344, 4.366307305, -4.231872029, 0.465995363, 3.370806119, 
    6.055047349, 1.589337466, 6.641594709, -5.834167246, 0.500189653, 
    3.001936466, 5.665564573, 6.219235151, 4.696735739, 3.597032279, 
    -6.95415108, -2.658694701, 0.700309545, 3.870252718, 4.059903633, 
    4.129877722, 2.850231626, 6.026897131, 11.42913672, -1.40600749, 
    4.68987461, 6.138984252, 0.859683472, -0.783511946, -2.061859604, 
    -7.537614888, -3.971992672, 2.743416779, -13.26388813, 1.902781239, 
    -21.73358064, 5.433251961, -6.426065721, 5.500056238, 1.813441355, 
    -11.11515726, -5.234823589, 2.582946217, -16.67855167, -36.66711169, 
    -12.46637364, -5.211445441, -8.572591139, -17.88276043, 2.956958358, 
    25.59635755, 9.043196394, -1.052072638, 8.698101054, 11.55426061, 
    6.544403365, -4.495701412, -3.156245124, -1.293693294, 5.803543849, 
    -0.762197087, 8.000348105, 2.646959488, -12.09434448, -2.563082034, 
    1.466128125, -1.863374559, 4.699135454, 3.622459782, -1.706221195, 
    4.038651722, 2.817603386, 1.027156327, -1.486388335, 0.168641413, 
    -3.888501653, -9.915080583, -11.88374941, -13.56634471, -10.51374661, 
    3.846951996, -11.50943308, 2.074359943, 7.548294859, 6.711539857, 
    1.806850477, -0.576496993, -9.21065397, -4.154519223, 3.525193617, 
    -0.24777096, 3.601168094, 0.143557195, -6.368196817, 5.231960646, 
    6.810400741, 3.672507394, -2.556477674, -2.869519924, 4.479135652, 
    -5.380429829, 1.713023169, 3.396652152, 4.922622663, 4.040155598, 
    1.512006061, 0.24907751, 4.496251525, 0.92375895, -0.774870584, 
    -3.784012139, 5.614058853, 5.327086162, -0.706470295, 0.771043886, 
    -4.377376587, -2.491251246, 3.172560156, -2.082216546)), .Names = c("Date", 
"T1V", "T2V", "T3V", "T1MV", "T2MV", "T3MV", "T1BTM", "T2BTM", 
"T3BTM", "T1MOM", "T2MOM", "T3MOM", "Rm", "SMB", "HML", "MOM", 
"T1R", "T2R", "T3R"), class = "data.frame", row.names = c(NA, 
-205L))
dates <- c("26.02.10", "26.02.99", "27.02.04", "27.02.09", "27.02.98", "28.02.01", "28.02.02", "28.02.03")
as.Date(dates, "%d.%m.%y")