June 2020
Beginner to intermediate
522 pages
9h 6m
Chinese
Content preview from R 语言经典实例（原书第 2 版）
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430
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第
14
章
ma_ibm 2016-01-04/2016-12-30
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Jan 04
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图 14-3：滚动平均序列图
这里描述的移动平均线是一个简单的移动平均线。quantmod、TTR 和 fTrading 包包
含用计算和绘制多种移动平均值的函数，包括简单移动平均值。
14.11 在日历时间范围内应用函数
14.11.1 问题
给定时间序列，需要按日历周期（例如周、月或年）对内容进行分组，然后将函数应用
于每个组。
14.11.2 解决方案
xts 包包括按天、周、月、季度或年份处理时间序列的函数：
apply.daily(ts, f)
apply.weekly(ts, f)
apply.monthly(ts, f)
apply.quarterly(ts, f)
apply.yearly(ts, f)
这里的 ts 是一个 xts 对象的时间序列，f 是应用于每一天、每周、每月、每季度或每
年的函数。
如果时间序列是 zoo 对象，请先将其转换为 xts 对象，以便可以访问这些函数。例如：
apply.monthly(as.xts(ts), f)
时间序列分析
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14.11.3 讨论
根据日历周期处理时间序列数据是很常见的。但是，处理日历期间又是乏味的，有时候
会是奇怪的。可以使用本节的函数完成这些繁重的工作。
假设我们有一个存储在 ...
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