I have a list
named Rets
with 33 xts class objects
. Each one of those xts objects
is "quarterly" and have daily returns of 3 different portfolios, like this:
我有一个名为Rets的列表,包含33 xts类对象。这些xts对象中的每一个都是“季度”,并且每日返回3个不同的投资组合,如下所示:
> print(Rets[[1]][,1:3])
Equal.Weighted MVLedoit MVSample
2003-01-02 2.598379e-02 0.0074618827 0.0085061439
2003-01-03 -3.419687e-03 -0.0109129714 -0.0107993433
2003-01-06 3.120466e-02 -0.0027083783 -0.0011993601
.
.
.
2003-04-28 2.073540e-02 0.0026789571 0.0032035582
2003-04-29 1.492713e-02 0.0009878566 -0.0019401993
2003-04-30 2.898973e-04 0.0078070394 0.0074441371
> print(Rets[[2]][,1:3])
Equal.Weighted MVLedoit MVSample
2003-05-02 0.0165136926 0.0084945856 9.398209e-03
2003-05-05 -0.0036702400 0.0092221437 8.448889e-03
2003-05-06 -0.0125257806 0.0014797926 6.905171e-04
.
.
.
2003-08-27 0.0131081444 0.0128875785 1.358910e-02
2003-08-28 -0.0028180975 0.0143124389 1.439714e-02
2003-08-29 0.0028192886 0.0050242460 4.571573e-03
How can I do to create a single xts object
containing all information?
如何创建包含所有信息的单个xts对象?
Thank you!
谢谢!
1 个解决方案
#1
1
@BondedBust Thank you for you comment. The command is easy as you say:
@BondedBust谢谢你的评论。你说这个命令很简单:
ALLRets <- do.call('rbind', Rets)
#1
1
@BondedBust Thank you for you comment. The command is easy as you say:
@BondedBust谢谢你的评论。你说这个命令很简单:
ALLRets <- do.call('rbind', Rets)