similar to: roll weekly data to monthly level

Displaying 20 results from an estimated 8000 matches similar to: "roll weekly data to monthly level"

2008 Mar 30
2
convert weekly time series data to monthly
I have weekly time series data with year, month, day, and price variables. The input data set for the weekly series takes the following form: Year month day price 1990 8 20 119.1 1990 8 27 124.5 1990 9 3 124.2 1990 9 10 125.2 1990 9 17 126.6 1990 9 24 127.2 1990 10 1 132.1 1990 10 8 133.3 1990 10 15 133.9 1990 10 22 134.5 1990 10 29 133.9 .. ... ... ... ... ... .... .... 2008 3 3 313.7 2008
2009 Jul 21
4
how to transform m/d/yyyy to yyyymmdd?
Hello, I have a set of data that has a Date column looks like this: 12/9/2007 12/16/2007 1/1/2008 1/3/2008 1/12/2008 etc. I'd like the date to look something like the follow (so that I could sort by date easily). 20071209 20071216 20080101 20080103 20080112 How to do it? Thank you very much Julia -- View this message in context:
2008 Sep 11
3
Calculate mean/var by ID
Hello, I have a data set that looks like this. ID value 111 5 111 6 111 2 178 7 178 3 138 3 138 8 138 7 138 6 . . . I'd like to calculate the mean and var for each object identified by the ID. I can in theory just loop through the whole thing..., but is there a easier way/command which let me calculate the mean/var by ID? Thanks, Julia -- View this
2008 Oct 10
4
how to store lme/lmer fit result
Dear R users, I am building a hierarchical model on a large data set. It can take quite some time to finish one fit, I was just wondering whether it is possible to store the fit object (the result) to a file for later (offline) analysis. thanks Julia -- View this message in context: http://www.nabble.com/how-to-store-lme-lmer-fit-result-tp19910951p19910951.html Sent from the R help mailing
2009 Jun 17
3
how to read in only some columns of a data file
Hello, I have a data file (.csv) that has a size of about 2.6 GB. I am not able to read in the whole data set because of the memory limit. I actually only need some columns (3 columns) of the data set, is there a way to read in specified columns? I am using windows. Thanks, Julia -- View this message in context:
2009 Dec 22
1
Using zoo() to aggregate daily data to monthly means
I am trying to get monthly means for a daily data series using zoo(). I have found an odd problem, that seems to be caused by zoo()'s handling of leap years. Here's my R script with 2 methods (freq=365, 366) for aggregating the daily data to monthly series: library(zoo) J_link <- "http://www.ijis.iarc.uaf.edu/seaice/extent/plot.csv" JAXA_data <- read.table(J_link,
2009 Apr 15
2
From daily series to monthly and viceversa
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
2009 Jun 01
2
how to checking whether elements of a vector changed or not.
Hello, I have a vector: x <- c("A", "A", "A", "B", "A", "A", "C") I'd like to compare each of elements of vector x from its previous element (except for the 1st element which does not have previous element). So I'd like to get a vector y (of same length) that looks something like (0, 0, 0, 1, 1, 0, 1) or (F, F, F,
2012 Apr 23
2
subset daily to monthly in a zoo or xts
Dear R users, I want to subset a daily zoo series according to its month, find % of "NA" in each month. I am finding it difficult to subset the daily dataset into monthly for the given operation.I am planning to do this for a huge dataset. Thanks in advance. Regards Vikram [[alternative HTML version deleted]]
2010 Dec 03
0
Calculating weekly/bi-monthly average for time series data
Dear all, given a daily time series data, I am able to calculate monthly average, quarterly average like:   library(zoo) dat <- zooreg(rnorm(500), start=as.Date("2000-01-01"), frequency=1) mo.ave <- aggregate(dat, as.yearmon(index(dat)), "mean") head(dat) head(mo.ave) However is there any direct way like above to calculate the weekly average, bi-monthly average?   Thanks
2010 May 12
2
How to extract sum of particular months in a monthly data series
Dear Users, I have a monthly data for a number of years(1960-2007) for a number of stations and i wish to extract sesonal time-series for the months of March-May and October-November for very station. I have read this data with read.table in R with stations as columns and time (months) as rows. My attempt to aggregate with the zoo package using the function as.yearqtr failed since this sums
2008 Sep 30
1
Adding legends to a plot
Hello, I have a time series plot drawn using 3 different colored lines, each line corresponds to different category group. I'd like to put legends on the plot. I am using "legend" to do this, however, I can either specify lty or col in legend. Will I be able to do the following in the legend box: a solid black line then g1, a solid red line then g2, a solid blue line then g3?
2009 Mar 24
2
Calculating percentage Missing value for variables using one object
Hi, I have a dataset in which there are in all 250 variables and for each variable the data is entered over the months. I need to calculate the percentage of missing values for each variable over each month and then plot a graph for that. I am running the following code for doing the same *ds <- read.csv(file="filepath", header=TRUE) attach(ds) may <-
2009 Jan 23
1
extract certain months toyears (zoo)
Dear useRs and developeRs, In my diploma thesis I work with a daily time series of glacier runoff data. I did already aggregate them to monthly means etc. Now i want to use just the summer values (I am indecisive by now what that means, but let's make it easy and use months like June). Is there a way to extract the data off this zoo into another zoo with frequency=1 ? Do you have
2010 Jan 01
1
Chainging monthly data to daily data
Hi, I have a zoo object with monthly frequency : library(zoo) dat <- zooreg(rnorm(50), as.yearmon("2000-01-01"), frequency=12) Now I want to make a zoo object with daily frequency from "dat" wherein value for a each day for a particular month will be value of "dat" at that particular month. Is there any easy way to do that? Thanks, -- View this message in
2010 Nov 08
2
finding the last day of the month
Dear R Help, I am trying to get fields showing the last day of each month for a monthly closing project. In order to find the last day of the previous month, I subtract the number of days from the current month. For all months my code works; however, for October, my code doesn't work...it returns 2010-09-*29* instead of 2010-09-*30*. format(strptime("2010-10-31",
2009 Jan 15
4
number of Mondays
dear All, i'm trying to calculate the number of Mondays, Tuesdays, etc that each month within a date range has. I have time series data that spans 60 months and i want to calculate the number of Mondays, Tuesdays, Wed, etc of each month. (I want to control for weekly seasonality but my data is monthly). Is there an easy way to to this in R? or is there a package i could use? i did
2011 May 28
1
How to do operations on zoo/xts objects with Monthly and Daily periodicities
Is there an elegant way to do operations (+/-/*/ / ) on zoo/xts objects when one serie is monthly (end of month) and the other daily (weekdays only) - typically a monthly economic indicator and a stock index price? Thanks, TDB -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-operations-on-zoo-xts-objects-with-Monthly-and-Daily-periodicities-tp3558081p3558081.html
2008 Oct 16
1
increase memory limit in R
Dear R users, I am running lmer() and having memory problem: "reached total allocation of 1535Mb". The lmer() function was successful (no errors or warnings). However when I do "summary(fit.lmer), I got this "Error: cannot allocate vector of size 19.5 Mb). I used memory.size() and got 1880. I used memory.limit(2500) to increase the memory size to 2500Mb, however I still get
2009 May 29
1
frequence of patterns in a vector
Dear R users, Suppose I have a vector that consists of characters like ABC, A02, RCA, etc., and there are about 700 of possible characters. For example, x <- c("ABC", "ABC", "ABC", "A02", "ABC", "RCA", "ABC", "ABC") I'd like to get a frequency matrix that looks something like this: ABC 6 A02 1 RCA 1 I