将xts转换为ts:Round(频率)出错

Question

我有一些导入的csv数据,我已经变成了一个xts对象.如果我尝试将其转换为ts对象(最终目标是使用像acf这样的函数),我得到:

"轮次错误(频率):数学函数的非数字参数"

转换它的代码是:

library("zoo")
#Working With Milliseconds
op <- options(digits.secs=3)

#Rename Function
clean_perfmon = function(x, servername) {
  names(x)[names(x)=="X.PDH.CSV.4.0...Coordinated.Universal.Time..0."] <- "Time"
  x$Time = strptime(x$Time, "%m/%d/%Y %H:%M:%OS")
  return(x)
}

web02 = read.csv("/home/kbrandt/Desktop/Shared/web02_2011_07_20_1.csv")
web02 = clean_perfmon(web02, "NY.WEB02")
web02ts = xts(web02[,-1], web02[,"Time"])

时间大多是常规的,但MS有一些变化:

time(web02ts)[1:3]
[1] "2011-07-20 11:21:50.459 EDT" "2011-07-20 11:21:51.457 EDT" "2011-07-20 11:21:52.456 EDT"

一些数据有NA点:

> web02ts[1:3,1]
                        X..NY.WEB02.Process.Idle....Processor.Time
2011-07-20 11:21:50.459                                         NA
2011-07-20 11:21:51.457                                   1134.819
2011-07-20 11:21:52.456                                   1374.877

更新:
更改为每秒分辨率和非na子集无济于事:

> as.ts(web02ts[2:10,1])
Error in round(frequency) : Non-numeric argument to mathematical function
> web02ts[2:10,1]
                    X..NY.WEB02.Process.Idle....Processor.Time
2011-07-20 11:21:51                                   1134.819
2011-07-20 11:21:52                                   1374.877
2011-07-20 11:21:53                                   1060.842
2011-07-20 11:21:54                                   1067.092
2011-07-20 11:21:55                                   1195.205
2011-07-20 11:21:56                                   1223.328
2011-07-20 11:21:57                                   1121.774
2011-07-20 11:21:58                                   1187.393
2011-07-20 11:21:59                                   1378.001
>

还有,frequency(web02ts)退货NULL.

Answer 1

xts/zoo 对象必须是规则的才能具有非 NULL 频率。

您没有显示如何更改为每秒分辨率，但如果您尝试通过options(digits.secs=0)，那将不起作用，因为它只会影响打印。你需要做这样的事情：

# example data
set.seed(21)
web02ts <- xts(rnorm(10), Sys.time()+1:10+runif(10)/3)

web02ts_reg <- align.time(web02ts,1)
frequency(web02ts_reg)
# [1] 1
as.ts(web02ts_reg)
# Time Series:
# Start = 1 
# End = 10 
# Frequency = 1 
#  [1]  0.793013171  0.522251264  1.746222241 -1.271336123  2.197389533
#  [6]  0.433130777 -1.570199630 -0.934905667  0.063493345 -0.002393336