From daily series to monthly and viceversa
Ok, thanks for the quick reply. I was not able to use the first command, but reading the quick reference helped me. Here's what I did.
cambio<-read.zoo("C:\\Users\\Manta\\Desktop\\useuro.txt", format =
"%d/%m/%Y", dec = ",",header=T)
cambio #this is what i get
1996-01-01 1996-01-02 1996-01-03 1996-01-04 1996-01-05 1996-01-08 1996-01-09 1996-01-10 1996-01-11 1996-01-12 1996-01-15 1.33139 1.33244 1.32790 1.31406 1.32811 1.32665 1.32469 1.32842 1.32902 1.32680 1.32279 Then, using
mcambio <- aggregate(cambio, as.yearmon, tail, 1) mcambio
gen 1996 feb 1996 mar 1996 apr 1996 mag 1996 giu 1996 lug 1996 ago 1996 set 1996 ott 1996 nov 1996 dic 1996 gen 1997 1.28836 1.30718 1.30173 1.26778 1.27209 1.27933 1.31271 1.31042 1.27980 1.28972 1.27267 1.27112 1.19681 But this is not what I wanted, because for example the january observation is not the mean of the month of january, it is simply the last observation of january. What I need is the mean of the month to be my monthly observation. Also, the series has some missing data (exchange rates are not traded every day) and every month could have different # of observation, is this going to be a problem? Thanks, Marco
Gabor Grothendieck wrote:
Try this:
Lines <- "31/12/1993 1,12509
+ 03/01/1994 1,12509 + 04/01/1994 1,12558 + 05/01/1994 1,1258 + 06/01/1994 1,12596 + 07/01/1994 1,12753 + 10/01/1994 1,1273 + 11/01/1994 1,12416 + 12/01/1994 1,1275"
library(zoo) z <- read.zoo(textConnection(Lines), format = "%d/%m/%Y", dec = ",") zm <- aggregate(z, as.yearmon, tail, 1); zm
Warning message:
closing unused connection 3 (Lines)
Dec 1993 Jan 1994
1.12509 1.12750
and read ?read.zoo, ?aggregate.zoo and the three zoo vignettes
vignette(package = "zoo") # lists their names
vignette("zoo") # displays first one
On Wed, Apr 15, 2009 at 2:26 PM, manta <mantino84 at libero.it> wrote:
I have the following daily exchange rate series ?(from january 1st 1996 to december 31st 2008) and I want to obtain them monthly series from it. I've read about the 'zoo' library but I'm not getting it how to do it. These are the data (left column day-month-year, right column the index) 31/12/1993 ? ? ?1,12509 03/01/1994 ? ? ?1,12509 04/01/1994 ? ? ?1,12558 05/01/1994 ? ? ?1,1258 06/01/1994 ? ? ?1,12596 07/01/1994 ? ? ?1,12753 10/01/1994 ? ? ?1,1273 11/01/1994 ? ? ?1,12416 12/01/1994 ? ? ?1,1275 Also, I have monthly CPI data and I want to interpolate using the reference CPI formula in order to obtain the daily series. The time window is the same (January 1996, December 2008). Thanks in advance for your help. -- View this message in context: http://www.nabble.com/From-daily-series-to-monthly-and-viceversa-tp23064454p23064454.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-tp23064454p23067288.html Sent from the R help mailing list archive at Nabble.com.