本人新手菜鸟。
我用了zoo包，试着用了rollapply函数，但报错。具体如下：
Mretwd是月收益
Stkcd是股票代码

m<- by(return$Mretwd,return$Stkcd,rollapply,12,prod)
Error in Summary.factor(c(NA, 56162L, 53036L, 59133L, 88775L, 17168L,  :
  ‘prod’ not meaningful for factors
In addition: Warning messages:
1: In zoo(rval, index(x)) :
  some methods for “zoo” objects do not work if the index entries in ‘order.by’ are not unique
2: In zoo(rval, index(x)) :
  some methods for “zoo” objects do not work if the index entries in ‘order.by’ are not unique
>