Adding column to zoo object

问题

I have a zoo object z with 10 rows and 2 columns as follow:

Date           Return
1986-01     0.00308215260513781
1986-02     0.00305355599484584
.                .
.                .
.                .
1986-10     0.00349830477430457

I need a new zoo object that contains the z object along with a new column X from data frame df. The desired output should look like:

Date            Return            X
1986-01    0.00308215260513781    11
1986-02    0.00305355599484584    12
.                .                . 
.                .                .
.                .                .
1986-10   0.00349830477430457     20

I used the following code:

new= merge(z , df$X)

However, it gives the results not as desired but with each value in X assigned to each row of z. The new object now has 100 rows. It also removed the date column from the zoo object. Could not find where is the problem.

For a reproducible example:

# get the z object
structure(c(NA, 0.00308215260513781, 0.00305355599484584, 0.00166059811703964, 
-0.00511749445720536, -0.00145300480100395, -0.00171675339332211, 
-0.00335452754121814, 0.000189812976282344, 0.00349830477430457
), .Dim = 10L, .Dimnames = list(c("1986-01", "1986-02", "1986-03", 
"1986-04", "1986-05", "1986-06", "1986-07", "1986-08", "1986-09", 
"1986-10")))

# get the df data frame
structure(list(a = 1:10, X = 11:20), .Names = c("a", "X"), row.names = c(NA, 
-10L), class = "data.frame")

回答1:

The problem is that z in the question is not a zoo object.

Either of these will create a zoo object with z as the first column and df$X as the second:

read.zoo(data.frame(rownames(z), Return = z, X = df$X), FUN = as.yearmon)

merge(Return = zoo(z, as.yearmon(rownames(z))), X = df$X)

giving:

               Return  X
Jan 1986           NA 11
Feb 1986  0.003082153 12
Mar 1986  0.003053556 13
Apr 1986  0.001660598 14
May 1986 -0.005117494 15
Jun 1986 -0.001453005 16
Jul 1986 -0.001716753 17
Aug 1986 -0.003354528 18
Sep 1986  0.000189813 19
Oct 1986  0.003498305 20

来源：https://stackoverflow.com/questions/26159966/adding-column-to-zoo-object

标签

zoo