[英]reshaping time series data in R
我需要获取IMF IFS的季度时间序列经济数据,我需要对此进行详细表述。
现在,行是每个国家/地区的变量,列是时间,所以看起来像这样。
country variable Q1 Q2
[1,] "USA" "inflation" "1" "5"
[2,] "USA" "GDPPC" "2" "6"
[3,] "UK" "inflation" "3" "7"
[4,] "UK" "GDPPC" "4" "8"
我需要把它变成长形:
country Time inflation GDPPC
[1,] "USA" "Q1" "1" "2"
[2,] "USA" "Q2" "5" "6"
[3,] "UK" "Q1" "3" "4"
[4,] "UK" "Q2" "7" "8"
当ID变量和测量变量都位于行中时,我无法找到有关使用重塑的任何建议。
它是一个局部的melt
,接着通过一个dcast
在reshape2
包:
d = data.table(country = c("USA","USA","UK","UK"), variable = c("inflation","GDPPC","inflation","GDPPC"),Q1=as.character(1:4),Q2=as.character(5:8))
require(reshape2)
d2 = melt(d, id=c("country", "variable"))
colnames(d2)[3] = "Time"
rr=dcast(d2, country +Time ~ variable)
rr = rr[order(rr$country,decreasing=T),c(1:2,4,3)]
得到:
> rr
country Time inflation GDPPC
3 USA Q1 1 2
4 USA Q2 5 6
1 UK Q1 3 4
2 UK Q2 7 8
使用stack
和reshape
Base R方法,使用以下data.frame
d <- data.frame(country = c("USA","USA","UK","UK"), variable = c("inflation","GDPPC","inflation","GDPPC"),Q1=1:4,Q2=5:8)
重塑:
intm <- data.frame(d[,c("country","variable")],stack(d[,c("Q1","Q2")]))
reshape(intm, idvar=c("country","ind"), timevar="variable", direction="wide")
# country ind values.inflation values.GDPPC
#1 USA Q1 1 2
#3 UK Q1 3 4
#5 USA Q2 5 6
#7 UK Q2 7 8
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