[R] From daily series to monthly and viceversa
manta
mantino84 at libero.it
Sat Apr 18 20:28:18 CEST 2009
Well Gabor, this is actually a really good help, thanks so much.
There is only one problem, I'm getting what you say, but in the code there
are a couple of errors
time(z2) <- as.Date(time(zz)) #probably z2
z3 <- na.locf(
cbind(zz,
zoo(, dd), #dd object not found
day.of.month = as.numeric(format(time(zz), "%d"))
))
z3$day.of.month <- as.numeric(format(time(zz2), "%d")) #z2?
And why did you call partial this solution?
Thanks again for you great help
Take care
Gabor Grothendieck wrote:
>
> Here is a partial solution:
>
> library(zoo)
> # z is CPI. Just use 1, 2, 3, ... for example.
> z <- zooreg(1:12, as.yearmon("2008-01"), freq = 12)
> days.in.month <- as.numeric(as.Date(time(z), frac = 1) - as.Date(time(z))
> + 1)
> z2 <- cbind(z, z1 = lag(z, -1), z2 = lag(z, -2), z3 = lag(z, -3),
> days.in.month)
> time(z2) <- as.Date(time(zz))
> z3 <- na.locf(
> cbind(zz,
> zoo(, dd),
> day.of.month = as.numeric(format(time(zz), "%d"))
> ))
> z3$day.of.month <- as.numeric(format(time(zz2), "%d"))
> # now each row of z3 has all the data you need so apply(z3, 1,
> your.function)
>
>
> On Fri, Apr 17, 2009 at 2:13 PM, manta <mantino84 at libero.it> wrote:
>>
>> any update anybody? I'm really stucked!
>> --
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>>
>> ______________________________________________
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>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
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