[R] Error in extracting monthly observation from a daily time series data

[Gabor Grothendieck]

names(obs) shows the result has been sorted so
use %Y instead of %y in the format statement in
the split so that "2000" > "1999"; otherwise,
"99" > "00".

On Mon, Mar 10, 2008 at 4:10 AM, Megh Dal <megh700004 at yahoo.com> wrote:
> Hi all,
>
>  Suppose I have following dataset :
>
>  library(zoo)
>  SD = 1
> date1 = seq(as.Date("01/01/90", format = "%m/%d/%y"), as.Date("12/31/08", format = "%m/%d/%y"), by = 1)
> len1 = length(date1); data1 = zoo(matrix(rnorm(len1, mean=0, sd=SD*0.5), nrow = len1),  date1)
>
>  Now I want to extract monthly observation.
>
>  obs = split(as.data.frame(data1), format(index(data1), "%y%m"))
>
>  However surprisingly order of the observation has been changed :
>  > head(obs, 1)
> $`0001`
>                 data1
> 2000-01-01 -0.11638271
> 2000-01-02 -0.69384682
> 2000-01-03 -1.20472671
> 2000-01-04 -0.29262033
> 2000-01-05 -0.49685794
> 2000-01-06  0.27514305
> 2000-01-07 -0.34568013
> 2000-01-08  0.46075677
> 2000-01-09 -1.37813508
> 2000-01-10  0.04960789
> 2000-01-11  0.42585954
> 2000-01-12 -0.12685112
> 2000-01-13  0.24664998
> 2000-01-14  0.41344957
> 2000-01-15  0.68487436
> 2000-01-16 -0.67718350
> 2000-01-17 -0.39434446
> 2000-01-18 -0.21775954
> 2000-01-19  0.10819901
> 2000-01-20  0.17013283
> 2000-01-21 -0.49088991
> 2000-01-22  0.69400376
> 2000-01-23  0.16209050
> 2000-01-24  0.03103822
> 2000-01-25 -0.27605458
> 2000-01-26  0.01629620
> 2000-01-27  0.61727694
> 2000-01-28 -0.55922333
> 2000-01-29  0.01503502
> 2000-01-30  0.77450595
> 2000-01-31  0.11679859
>
>  > tail(obs, 1)
> $`9912`
>                  data1
> 1999-12-01  0.249002645
> 1999-12-02 -0.281302740
> 1999-12-03  0.672597155
> 1999-12-04  0.486135990
> 1999-12-05  0.402131711
> 1999-12-06 -0.754141509
> 1999-12-07 -0.233711029
> 1999-12-08 -0.064699202
> 1999-12-09  0.399164668
> 1999-12-10 -0.199112521
> 1999-12-11 -0.422189671
> 1999-12-12 -0.364795664
> 1999-12-13  0.175806461
> 1999-12-14  1.273859234
> 1999-12-15  0.366671124
> 1999-12-16 -0.339057003
> 1999-12-17  0.073700906
> 1999-12-18  0.009310303
> 1999-12-19 -0.156223136
> 1999-12-20  0.177122831
> 1999-12-21 -0.429045076
> 1999-12-22  0.207632845
> 1999-12-23  0.765920096
> 1999-12-24  0.605439902
> 1999-12-25 -0.294758511
> 1999-12-26 -0.481038222
> 1999-12-27 -0.200035965
> 1999-12-28 -0.177786043
> 1999-12-29  0.205357694
> 1999-12-30 -0.528382812
> 1999-12-31 -0.398879255
>
>  If you compare this with my actual data then it will be clear :
>
>  > head(data1, 5)
>
> 1990-01-01 -0.59800528
> 1990-01-02  0.84037877
> 1990-01-03  0.02663068
> 1990-01-04 -1.38561111
> 1990-01-05 -0.18783481
>
>  How I can sort 'obs' in proper way? Precisely I want to see 'obs' starts from 1990 only
>
>  Your help will be highly appreciated.
>
>
> ---------------------------------
>
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