将标准XTS对象转换为季节性图

Question

包fpp2有一个很棒的函数ggseaonplot（）。我想通过将我的xts对象转换为矩阵来使用它，其中“Years”是行名称，12个月是列名称。

#here is the data. This is stock data from yahoo finance
library(quantmod)
getSymbols("SPY")
adjusted = Ad(SPY)
head(adjusted)

#here is an example of what I would like the data to look like using the  
AirPassengers matrix.
dput(AirPassengers)
structure(c(112, 118, 132, 129, 121, 135, 148, 148, 136, 119, 
104, 118, 115, 126, 141, 135, 125, 149, 170, 170, 158, 133, 114, 
140, 145, 150, 178, 163, 172, 178, 199, 199, 184, 162, 146, 166, 
171, 180, 193, 181, 183, 218, 230, 242, 209, 191, 172, 194, 196, 
196, 236, 235, 229, 243, 264, 272, 237, 211, 180, 201, 204, 188, 
235, 227, 234, 264, 302, 293, 259, 229, 203, 229, 242, 233, 267, 
269, 270, 315, 364, 347, 312, 274, 237, 278, 284, 277, 317, 313, 
318, 374, 413, 405, 355, 306, 271, 306, 315, 301, 356, 348, 355, 
422, 465, 467, 404, 347, 305, 336, 340, 318, 362, 348, 363, 435, 
491, 505, 404, 359, 310, 337, 360, 342, 406, 396, 420, 472, 548, 
559, 463, 407, 362, 405, 417, 391, 419, 461, 472, 535, 622, 606, 
508, 461, 390, 432), .Tsp = c(1949, 1960.91666666667, 12), class = "ts")

这是最终项目看起来应该类似的内容。

library(fpp2)
ggseasonplot(AirPassengers)

Answer 1

class(adjusted) 
#[1] "xts" "zoo"

adjusted是xts类型，但ggseasonplot需要ts类型的对象。

这是ggplot2的另一种选择

准备数据

library(zoo)
df <- data.frame(date = index(adjusted),value = coredata(adjusted),row.names = NULL)
df$month <- factor(format(df$date, "%b"), levels = month.abb)
df$year <- format(df$date, "%Y")

绘制数据

library(ggplot2)

ggplot(df) +
   aes(month, SPY.Adjusted, group = year, color = year) + 
   geom_line()