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data16
2008 Jun 29
1
Calculating quarterly statistics for time series object
I have time series observation on daily frequencies :
library(zoo)
SD=1
date1 = seq(as.Date("01/01/01", format = "%m/%d/%y"), as.Date("12/31/02", format = "%m/%d/%y"), by = 1)
len1 = length(date1); data1 = zoo(matrix(rnorm(len1, mean=0, sd=SD*0.5), nrow = len1), date1)
plot(data1)
Now I want to calculate 1. Quarterly statistics like mean, variance etc