Formating a zoo dataset .
Your code below changes the class of the time index from "Date" to "character". Perhaps you want "yearmon" class. The following averages all values in each month producing a series with time class "yearmon". See ?yearmon library(zoo) z <- zoo(c(0.1423065, -0.03276228, -0.0652789, -0.04999873, -0.01447902, 0.22265729), as.Date(c(11047, 11075, 11108, 11138, 11169, 11200))) z aggregate(z, as.yearmon, mean) # Its also possible, though normally undesirable, to use "character" as your # index class but then for it to make sense you will need to choose a # representation which sorts appropriately under the usual rules for sorting: aggregate(z, format(time(z), "%Y-%m"), mean)
On Mon, Mar 3, 2008 at 2:13 AM, Megh Dal <megh700004 at yahoo.com> wrote:
Suppose I have following dataset :
> head(data1)
Date Return 1 03/31/00 0.14230650 2 04/28/00 -0.03276228 3 05/31/00 -0.06527890 4 06/30/00 -0.04999873 5 07/31/00 -0.01447902 6 08/31/00 0.22265729 Now I convert it to zoo object :
> data11 = zoo(data1[,2], as.Date(data1[,1], format="%m/%d/%y")) > head(data11)
2000-03-31 2000-04-28 2000-05-31 2000-06-30 2000-07-31 2000-08-31 0.14230650 -0.03276228 -0.06527890 -0.04999873 -0.01447902 0.22265729 Clearly those are monthly data. Therefore I want to convert it to mm-yy format. I used following code : data111 = zoo(coredata(data11), format(index(data11), "%m/%y")) However what I got is that :
> head(data111)
01/01 01/02 01/03 01/04 01/05 01/06 -0.001388889 -0.016274826 -0.047707664 0.001104362 -0.077961541 0.017637141
tail(data111)
12/02 12/03 12/04 12/05 12/06 12/07
0.058660676 -0.018067833 -0.055569851 0.007142888 0.051162052 0.052643733
It is evident that month order has been changed. Can anyone here tell me how to get correct order like :
01/01, 02/01, 03/01..................
Your help is highly appreciated
Regards,
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