[R] Re: Convert daily to weekly ts ?

FWR mail at fwr.on.ca
Wed Oct 2 22:56:17 CEST 2002


>Have 3.5 years daily data that I want to convert to weekly. Looking for something 
> like SAS's "expand" function, where you can specify the conversion function (sum, 
> average, etc.) and get a new vector out with different sampling frequencies.

OK, think I see what to do. The ts class has no calendar/date functions, it assumes a constant delta-t. So I could use "aggregate.ts" on my daily data with a ts having a defined frequency of 364 and knock it down to 52. That would work ok.

However, for calendar/date based aggregation to monthly/quarterly/yearly summaries I need to first create the appropriate factor based on a POSIX date vector and then use that in the "by" variable of "aggregate.data.frame"

I think  ...
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