R中的Cbind()给出了"mts“"ts”“矩阵”对象，而不是"mts“"ts”对象

Question

我有两个ts对象。

structure(c(5.92, 5.97, 5.92, 6.04, 6.32, 6.43, 6.48, 6.04, 6.2, 
6.09, 5.29, 5.05, 5.13, 5, 4.81, 4.86, 5.42, 5.22, 5.19, 5.06, 
4.95, 4.88, 4.93, 5.03, 4.99, 4.97, 5.1, 4.89, 4.74, 4.56, 4.43, 
4.35, 4.22, 4.3, 4.71, 4.76, 4.95, 4.84, 4.84, 4.64, 4.51, 4.54, 
4.27, 4.11, 4.07, 3.99, 3.96, 3.92, 3.89, 3.95, 3.91, 3.8, 3.67, 
3.55, 3.6, 3.5, 3.38, 3.35, 3.34, 3.41, 3.53, 3.56, 3.45, 3.54, 
4.07, 4.37, 4.46, 4.49, 4.19, 4.26, 4.46, 4.43, 4.3, 4.34, 4.34, 
4.19, 4.16, 4.13, 4.12, 4.16, 4.04, 4, 3.86, 3.67, 3.71, 3.77, 
3.67, 3.84, 3.98, 4.05, 3.91, 3.89, 3.8, 3.94, 3.96, 3.87, 3.66, 
3.69, 3.6, 3.6, 3.57, 3.44, 3.44, 3.46, 3.47, 3.77, 4.2, 4.15, 
4.17, 4.2, 4.04, 4.01, 3.9, 3.97, 3.88, 3.8, 3.9, 3.92, 3.95, 
4.03, 4.33, 4.44, 4.47, 4.59, 4.57, 4.53, 4.55, 4.63, 4.83, 4.87, 
4.64, 4.46, 4.37, 4.26, 4.14, 4.07, 3.8, 3.77, 3.62, 3.6, 3.69, 
3.7, 3.72, 3.62, 3.47, 3.45, 3.31, 3.23, 3.16, 3.02, 2.94), .Tsp = c(2008.08333333333, 
2020.58333333333, 12), class = "ts")

和

structure(c(250000, 246000, 249000, 250000, 255000, 258500, 255000, 
245000, 235000, 225000, 226000, 215000, 205000, 215000, 215000, 
218000, 225000, 220300, 220000, 211000, 202000, 200000, 200000, 
196000, 187000, 200000, 201000, 207500, 220000, 210000, 216600, 
200000, 199700, 190000, 190750, 180000, 178000, 171500, 185000, 
184000, 195000, 200000, 195000, 175000, 170000, 163000, 160000, 
153000, 150000, 165000, 175000, 180500, 198000, 195000, 186000, 
177000, 162000, 166000, 165000, 153000, 149000, 164000, 179000, 
192000, 213750, 213000, 208500, 197500, 185400, 182000, 180000, 
175000, 167000, 183000, 192500, 207500, 225000, 220000, 222500, 
206000, 192500, 190000, 190000, 182000, 179000, 199000, 212000, 
220000, 228500, 224900, 218000, 210000, 203000, 198000, 199000, 
190000, 185995, 206250, 223000, 227750, 232000, 230000, 223000, 
210000, 210000, 207500, 208000, 205500, 204000, 222500, 235000, 
235000, 245000, 240000, 229700, 222000, 218000, 215000, 219875, 
215000, 217500, 230000, 239000, 240000, 249900, 243000, 233000, 
229000, 222000, 223000, 220000, 216000, 222000, 232500, 240000, 
246000, 249500, 249000, 242000, 235000, 231000, 231250, 230000, 
223000, 225000, 248000, 260000, 251000, 254000, 262000, 270000
), .Tsp = c(2008.08333333333, 2020.58333333333, 12), class = "ts")

两者都是作为ts对象导入的。

Median_price_ts <- ts(chicago$Median_price, start = c(2008, 2), end = c(2020, 8), frequency = 12)
Average_rate_ts <- ts(mortgage_data_monthly$Average_rate, start = c(2008, 2), end = c(2020, 8), frequency = 12)

当我使用cbind()组合它们时，它给出了以下内容：

class(Median_price_ts)
class(Average_rate_ts)
foo <- cbind(Median_price_ts, Average_rate_ts) 
class(foo)

我得到：

[1] "ts"
[1] "ts"
[1] "mts"    "ts"     "matrix"

相反我只想

"mts"    "ts"

为什么这很重要？我正在构建一个VAR模型，显然我的数据必须是"mts" "ts"格式的预测。

VAR与dataframe和"mts" "ts" "matrix"工作得很好。

本教程做cbind()，只接收"mts" "ts"。我以前也使用过其他类似的数据集，并且只使用"mts" "ts"，而不使用"mts" "ts" "matrix"进行预测。

感谢小费！

Answer 1

您可以在foo上强制一个类：

class(foo) <- c('mts', 'ts')
class(foo)
#[1] "mts" "ts" 

foo
#         Median_price_ts Average_rate_ts
#Feb 2008            5.92          250000
#Mar 2008            5.97          246000
#Apr 2008            5.92          249000
#May 2008            6.04          250000
#Jun 2008            6.32          255000
#Jul 2008            6.43          258500
#Aug 2008            6.48          255000
#Sep 2008            6.04          245000
#Oct 2008            6.20          235000
#...
#...