From daily series to monthly and viceversa
Well Gabor, this is actually a really good help, thanks so much. There is only one problem, I'm getting what you say, but in the code there are a couple of errors time(z2) <- as.Date(time(zz)) #probably z2 z3 <- na.locf( cbind(zz, zoo(, dd), #dd object not found day.of.month = as.numeric(format(time(zz), "%d")) )) z3$day.of.month <- as.numeric(format(time(zz2), "%d")) #z2? And why did you call partial this solution? Thanks again for you great help Take care
Gabor Grothendieck wrote:
Here is a partial solution:
library(zoo)
# z is CPI. Just use 1, 2, 3, ... for example.
z <- zooreg(1:12, as.yearmon("2008-01"), freq = 12)
days.in.month <- as.numeric(as.Date(time(z), frac = 1) - as.Date(time(z))
+ 1)
z2 <- cbind(z, z1 = lag(z, -1), z2 = lag(z, -2), z3 = lag(z, -3),
days.in.month)
time(z2) <- as.Date(time(zz))
z3 <- na.locf(
cbind(zz,
zoo(, dd),
day.of.month = as.numeric(format(time(zz), "%d"))
))
z3$day.of.month <- as.numeric(format(time(zz2), "%d"))
# now each row of z3 has all the data you need so apply(z3, 1,
your.function)
On Fri, Apr 17, 2009 at 2:13 PM, manta <mantino84 at libero.it> wrote:
any update anybody? I'm really stucked! -- View this message in context: http://www.nabble.com/From-daily-series-to-monthly-and-viceversa-tp23064454p23103052.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
View this message in context: http://www.nabble.com/From-daily-series-to-monthly-and-viceversa-tp23064454p23115847.html Sent from the R help mailing list archive at Nabble.com.