如何将日期格式从年月转换为yyyy-mm-dd？

Question

我的终极目标是将每月的标准普尔500、苏富比和工业生产数据规范化并绘制成一个ggplot2图表，其中包括经济衰退的标志。

我通过quantmod和Quandl收集数据：

#======= LOAD PACKAGES ====================================
library(tseries)
library(quantmod)
library(Quandl)
library(ggplot2)
library(forecast)
library(urca)

#======= DATA IMPORT ======================================
env1 = new.env()
getSymbols("^GSPC", env = env1, src ="yahoo", from = as.Date("1988-06-01"),to = as.Date("2013-04-01"))
GSPC = env1$GSPC
gspc.df = data.frame(date=time(GSPC), coredata(GSPC))

env2 = new.env()
getSymbols("BID", env = env2, src ="yahoo", from = as.Date("1988-06-01"),to = as.Date("2013-04-01"))
BID = env2$BID
sothebys.df = data.frame(date=time(BID), coredata(BID))

INDPRO <- Quandl("FRED/INDPRO", start_date="1988-06-01",end_date="2013-05-29",type="xts")
indpro.df = data.frame(date=time(INDPRO), coredata(INDPRO))

随后，我将每日数据转换为月度数据：

# Transform data to monthly time series
GSPCM <- to.monthly(GSPC)
gspcm.df = data.frame(date=time(GSPCM), coredata(GSPCM))

BIDM <- to.monthly(BID)
sothebysm.df = data.frame(date=time(BIDM), coredata(BIDM))

INDPROM <- to.monthly(INDPRO)
indprom.df = data.frame(date=time(INDPROM), coredata(INDPROM))

然后，我正在构建用于绘图的数据框：

# Build the dataframe with monthly dates and stock prices to be used in graphing
dfm = data.frame(Date = gspcm.df$date, GSPCM = gspcm.df$GSPC.Adjusted, BIDM = sothebysm.df$BID.Adjusted, INDPROM = indprom.df$INDPRO.Close)

最后，我试图按照描述（参见链接）制作一个带有经济衰退条的ggplot2：

recessions.df = read.table(textConnection(
  "Peak, Trough
  1857-06-01, 1858-12-01
  1860-10-01, 1861-06-01
  1865-04-01, 1867-12-01
  1869-06-01, 1870-12-01
  1873-10-01, 1879-03-01
  1882-03-01, 1885-05-01
  1887-03-01, 1888-04-01
  1890-07-01, 1891-05-01
  1893-01-01, 1894-06-01
  1895-12-01, 1897-06-01
  1899-06-01, 1900-12-01
  1902-09-01, 1904-08-01
  1907-05-01, 1908-06-01
  1910-01-01, 1912-01-01
  1913-01-01, 1914-12-01
  1918-08-01, 1919-03-01
  1920-01-01, 1921-07-01
  1923-05-01, 1924-07-01
  1926-10-01, 1927-11-01
  1929-08-01, 1933-03-01
  1937-05-01, 1938-06-01
  1945-02-01, 1945-10-01
  1948-11-01, 1949-10-01
  1953-07-01, 1954-05-01
  1957-08-01, 1958-04-01
  1960-04-01, 1961-02-01
  1969-12-01, 1970-11-01
  1973-11-01, 1975-03-01
  1980-01-01, 1980-07-01
  1981-07-01, 1982-11-01
  1990-07-01, 1991-03-01
  2001-03-01, 2001-11-01
  2007-12-01, 2009-06-01"), sep=',',
colClasses=c('Date', 'Date'), header=TRUE)
recessions.trim = subset(recessions.df, Peak >= min(gspc.df$date))
g.gspc = ggplot(data = dfm) + geom_line(aes(x = Date, y = GSPCM, colour = "blue")) + geom_line(aes(x = Date, y = BIDM, colour = "red")) + geom_line(aes(x = Date, y = INDPROM, colour = "green")) + theme_bw()
g.gspc = g.gspc + geom_rect(data=recessions.trim, aes(xmin=Peak, xmax=Trough, ymin=-Inf, ymax=+Inf), fill='pink', alpha=0.4)
plot(g.gspc)

以下是返回的错误信息：

这里返回以下错误信息：

Don't know how to automatically pick scale for object of type yearmon. Defaulting to continuous. Fehler: Discrete value supplied to continuous scale

我想这可能与我的数据框中的日期格式和经济衰退数据框中的日期格式有关。您的帮助将不胜感激。希望代码不太冗长。

附注：如果有一种方法可以使用Quantmod的ChartSeries工具生成包括经济衰退条的相同图表，那将非常棒......

- Chris

Answer 1

在zoo的开发版本中（更新：现已作为zoo 1.7-10的一部分发布），有直接处理年月轴的功能：

library(zoo) # 1.7-10 or higher required
library(ggplot2)
library(scales)

z <- zoo(1:12, Sys.yearmon() + 1:12/12)
autoplot(z) + scale_x_yearmon()

scale_x_yearmon有一个格式参数，可以使用通常的百分比代码。

更新：已经发布了scale_x_yearmon。

- G. Grothendieck

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谢谢！scale_x_yearmon救了我！ - Michael Conlin

Answer 2

如果在绘图之前将日期从年月转换为Date，则您当前的设置将起作用。

dfm = data.frame(Date = as.Date(gspcm.df$date), GSPCM = gspcm.df$GSPC.Adjusted,
    BIDM = sothebysm.df$BID.Adjusted, INDPROM = indprom.df$INDPRO.Close)

- Joshua Ulrich

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啊，太好了。简单而高效 :) 非常感谢，@Joshua Ulrich！ - Chris