R中特定時間段內運行命令

Question

我試圖在 R 中運行一些不同的分析，我想對我的完整數據樣本進行分析並制作兩個子樣本。

我的數據范圍從 1975-12 - 2019-12

有什么方法可以讓 II 在日期范圍內運行以下代碼，例如 1975-12 - 1995-12？

OBS_return_Equal <- FF5_class %>%
  group_by(date, Hold) %>%
  summarize(Ret_PF = mean(ret,na.rm = TRUE)) %>%
  spread(Hold, Ret_PF)

我的數據片段可能如下所示：

Date    Return  Hold
1975-12  4%    Big.Value
1976-01  10%   Big.Neutral
1976-02  7%    Big.Value
1976-03  2%    Small.Growth
1976-04  5%    Small.Value
1976-05  0%    Small.Neutral
1976-06  4%    Small.Value
1976-07  2%    Small.Growth
1976-08  4%    Small.Neutral
1976-09  9%    Small.Growth
1976-10  6%    Big.Neutral
1976-11  1%    Big.Growth
1976-12  0%    Big.Neutral
1977-01  5%    Big.Value
1977-02  0%    Small.Neutral
1977-03  0%    Small.Growth
1977-04  6%    Small.Neutral
1977-05  2%    Small.Value
1977-06  5%    Small.Value
1977-07  3%    Big.Growth
1977-08  7%    Small.Neutral
1977-09  10%   Big.Growth
1977-10  10%   Big.Growth
1977-11  9%    Small.Value
1977-12  2%    Small.Growth
1978-01  8%    Small.Growth
1978-02  0%    Small.Growth
1978-03  0%    Big.Growth
1978-04  8%    Big.Growth
1978-05  10%   Small.Value
1978-06  4%    Big.Value
1978-07  9%    Small.Value
1978-08  3%    Big.Growth
1978-09  6%    Big.Neutral
1978-10  0%    Big.Value
1978-11  9%    Small.Value
1978-12  3%    Small.Neutral
1979-01  7%    Small.Neutral
1979-02  9%    Small.Neutral
1979-03  10%   Big.Neutral
1979-04  9%    Small.Growth

Answer 1

將日期轉換為“日期”類型並僅針對您感興趣的日期過濾數據。

library(dplyr)

OBS_return_Equal <- FF5_class %>%
  mutate(Date = as.Date(paste(Date, 1, sep = '-'))) %>%
  filter(between(Date, as.Date('1975-12-31'), as.Date('1995-12-31'))) %>%
  group_by(Date, Hold) %>%
  summarize(Ret_PF = mean(readr::parse_number(Return),na.rm = TRUE)) %>%
  tidyr::pivot_wider(names_from = Hold, values_from = Ret_PF) %>%
  ungroup

數據

FF5_Class <- structure(list(Date = c("1975-12", "1976-01", "1976-02", "1976-03", 
"1976-04", "1976-05", "1976-06", "1976-07", "1976-08", "1976-09", 
"1976-10", "1976-11", "1976-12", "1977-01", "1977-02", "1977-03", 
"1977-04", "1977-05", "1977-06", "1977-07", "1977-08", "1977-09", 
"1977-10", "1977-11", "1977-12", "1978-01", "1978-02", "1978-03", 
"1978-04", "1978-05", "1978-06", "1978-07", "1978-08", "1978-09", 
"1978-10", "1978-11", "1978-12", "1979-01", "1979-02", "1979-03", 
"1979-04"), Return = c("4%", "10%", "7%", "2%", "5%", "0%", "4%", 
"2%", "4%", "9%", "6%", "1%", "0%", "5%", "0%", "0%", "6%", "2%", 
"5%", "3%", "7%", "10%", "10%", "9%", "2%", "8%", "0%", "0%", 
"8%", "10%", "4%", "9%", "3%", "6%", "0%", "9%", "3%", "7%", 
"9%", "10%", "9%"), Hold = c("Big.Value", "Big.Neutral", "Big.Value", 
"Small.Growth", "Small.Value", "Small.Neutral", "Small.Value", 
"Small.Growth", "Small.Neutral", "Small.Growth", "Big.Neutral", 
"Big.Growth", "Big.Neutral", "Big.Value", "Small.Neutral", "Small.Growth", 
"Small.Neutral", "Small.Value", "Small.Value", "Big.Growth", 
"Small.Neutral", "Big.Growth", "Big.Growth", "Small.Value", "Small.Growth", 
"Small.Growth", "Small.Growth", "Big.Growth", "Big.Growth", "Small.Value", 
"Big.Value", "Small.Value", "Big.Growth", "Big.Neutral", "Big.Value", 
"Small.Value", "Small.Neutral", "Small.Neutral", "Small.Neutral", 
"Big.Neutral", "Small.Growth")), class = "data.frame", row.names = c(NA, -41L))