How can I change XTS to data.frame and keep Index?

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时光说笑
时光说笑 2020-12-02 11:11

I have an XTS timeseries in R of the following format and am trying to do some processing, subsetting and re-arranging before exporting as a CSV for work in another program.

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  •  一整个雨季
    2020-12-02 12:10

    This is a bit of a sidebar, but the fortify(...) function in package ggplot2 will convert a variety of objects to data frames suitable for use in ggplot(...), including xts objects.

    library(xts)
    set.seed(1)    # for reproducible example
    master_1 <- xts(rnorm(10,mean=2,sd=0.1),as.POSIXct("2010-03-03")+30*(0:9))
    
    library(ggplot2)
    df <- fortify(master_1)
    head(df)
    #                  Index master_1
    # 1  2010-03-03 00:00:00 1.937355
    # 2  2010-03-03 00:00:30 2.018364
    # 3  2010-03-03 00:01:00 1.916437
    # 4  2010-03-03 00:01:30 2.159528
    # 5  2010-03-03 00:02:00 2.032951
    # 6  2010-03-03 00:02:30 1.917953
    

    So if you're already using gggplot this is an easy way to do it. Note that the index goes into a column named Index (capital "I").

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