R拾取经济衰退期的开始日期和结束日期

问题描述

我正在尝试在 R 中绘制衰退阴影期.考虑以下示例，衰退期被识别为 1，非衰退期被识别为 0.

日期衰退1918-09-01 11918-10-01 11918-11-01 11918-12-01 11919-01-01 11919-02-01 11919-03-01 11919-04-01 01919-05-01 01919-06-01 01919-07-01 01919-08-01 01919-09-01 01919-10-01 01919-11-01 01919-12-01 01920-01-01 01920-02-01 11920-03-01 11920-04-01 11920-05-01 1

谁能帮我确定经济衰退期的开始日期和结束日期?例如:

开始结束1918-09-01 1919-03-011920-02-01 1920-05-01

几年前也有人问过同样的问题，但我认为答案无法解决这个问题.请参阅 R 衰退日期转换

提前致谢！

解决方案

使用 data.table 包中的 rleid() 函数:

库(data.table)data.table(DF)[, .(min(Date), max(Date)), by = .(rleid(Recession), Recession)][衰退 == 1，.(开始 = V1，结束 = V2)]

<块引用>

 开始 结束1: 1918-09-01 1919-03-012: 1920-02-01 1920-05-01

说明

第一个data.table 表达式查找所有 个周期的开始和结束日期.rleid() 是一个方便的函数，用于生成用于分组操作的游程类型 id 列.

data.table(DF)[, .(min(Date), max(Date)), by = .(rleid(Recession), Recession)]

<块引用>

 rleid Recession V1 V21:1 1 1918-09-01 1919-03-012:2 0 1919-04-01 1920-01-013:3 1 1920-02-01 1920-05-01

第二个表达式仅选择衰退期并返回 Start 和 End 日期.

数据

DF <- readr::read_table(日期衰退1918-09-01 11918-10-01 11918-11-01 11918-12-01 11919-01-01 11919-02-01 11919-03-01 11919-04-01 01919-05-01 01919-06-01 01919-07-01 01919-08-01 01919-09-01 01919-10-01 01919-11-01 01919-12-01 01920-01-01 01920-02-01 11920-03-01 11920-04-01 11920-05-01 1")

I'm trying to plot the Recession Shading periods in R. Consider the following example, recession periods are recognized as 1, and non recession periods are 0.

Date           Recession  
1918-09-01     1  
1918-10-01     1  
1918-11-01     1  
1918-12-01     1  
1919-01-01     1  
1919-02-01     1  
1919-03-01     1  
1919-04-01     0  
1919-05-01     0  
1919-06-01     0  
1919-07-01     0  
1919-08-01     0  
1919-09-01     0  
1919-10-01     0  
1919-11-01     0  
1919-12-01     0  
1920-01-01     0  
1920-02-01     1  
1920-03-01     1  
1920-04-01     1  
1920-05-01     1  

Can anyone help me to pick up the starting date and ending dates of the recession periods? For example:

Start                 End
1918-09-01     1919-03-01
1920-02-01     1920-05-01

The same question has been asked few years ago, but I think the answer is not able solve this question. see R Recession Dates Conversion

Thanks in advance!

解决方案

Using the rleid() function from the data.table package:

library(data.table)
data.table(DF)[, .(min(Date), max(Date)), by = .(rleid(Recession), Recession)][
  Recession == 1, .(Start = V1, End = V2)]

        Start        End
1: 1918-09-01 1919-03-01
2: 1920-02-01 1920-05-01

Explanation

The first data.table expression finds start and end dates of all periods. rleid() is a convenience function for generating a run-length type id column to be used in grouping operations.

data.table(DF)[, .(min(Date), max(Date)), by = .(rleid(Recession), Recession)]

   rleid Recession         V1         V2
1:     1         1 1918-09-01 1919-03-01
2:     2         0 1919-04-01 1920-01-01
3:     3         1 1920-02-01 1920-05-01

The second expression picks only the Recession periods and returns the Start and End dates.

Data

DF <- readr::read_table(
  "Date           Recession  
  1918-09-01     1  
  1918-10-01     1  
  1918-11-01     1  
  1918-12-01     1  
  1919-01-01     1  
  1919-02-01     1  
  1919-03-01     1  
  1919-04-01     0  
  1919-05-01     0  
  1919-06-01     0  
  1919-07-01     0  
  1919-08-01     0  
  1919-09-01     0  
  1919-10-01     0  
  1919-11-01     0  
  1919-12-01     0  
  1920-01-01     0  
  1920-02-01     1  
  1920-03-01     1  
  1920-04-01     1  
  1920-05-01     1  "
)