[R] From daily series to monthly and viceversa

manta mantino84 at libero.it
Wed Apr 15 20:26:01 CEST 2009


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
07/01/1994	1,12753
10/01/1994	1,1273
11/01/1994	1,12416
12/01/1994	1,1275

Also, I have monthly CPI data and I want to interpolate using the reference
CPI formula in order to obtain the daily series. The time window is the same
(January 1996, December 2008).
Thanks in advance for your help.

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