hello, Suppose you a monthly series you want to aggregate at a quaterly frequency with the start and the end of your series in the middle of the quarter. For example 2001M2 2001M3 2001M4 2001M5 2001M6 2001M7 12 13 12 14 16 15 how can you get something like : 2001Q1 2001Q2 200Q3 NA 14 NA or 2001Q1 2001Q2 200Q3 12.5 14 15 Thanks in advance Matthieu [[alternative HTML version deleted]]
Try this:> library(zoo) > z <- zooreg(c(12, 13, 12, 14, 16, 15), start = c(2001, 2), freq = 12) > aggregate(z, trunc(4 * time(z))/4, mean)2001(1) 2001(2) 2001(3) 12.5 14.0 15.0 On 1/25/06, Matthieu Cornec <matthieu.cornec at gmail.com> wrote:> hello, > > Suppose you a monthly series you want to aggregate at a quaterly frequency > with the start and the end of your series in the middle of the quarter. > For example > 2001M2 2001M3 2001M4 2001M5 2001M6 2001M7 > 12 13 12 14 16 15 > > how can you get something like : > 2001Q1 2001Q2 200Q3 > NA 14 NA > > or > 2001Q1 2001Q2 200Q3 > 12.5 14 15 > > Thanks in advance > > Matthieu > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >
Did you try 'RSiteSearch("aggregate time series")'? When I
did this
just now, the third hit was,
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/55761.html", which
might help you. See in particular the "zoo" package and vignette, and
especially the "aggregate.zoo" function, including the examples with
the
documentation.
If you'd like to submit another question to this listserver, PLEASE
do read the posting guide! "www.R-project.org/posting-guide.html".
People who follow more closely the procedure outlined there generally
get better answers quicker, I believe.
hope this helps,
spencer graves
Matthieu Cornec wrote:
> hello,
>
> Suppose you a monthly series you want to aggregate at a quaterly frequency
> with the start and the end of your series in the middle of the quarter.
> For example
> 2001M2 2001M3 2001M4 2001M5 2001M6 2001M7
> 12 13 12 14 16 15
>
> how can you get something like :
> 2001Q1 2001Q2 200Q3
> NA 14 NA
>
> or
> 2001Q1 2001Q2 200Q3
> 12.5 14 15
>
> Thanks in advance
>
> Matthieu
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html