[R] RES: Doubit about ts() functions

[Filipe Leme Botelho]

Flávio, first install package 'xts'. Then with a matrix with rownames as dates like:

> testing
             [,1]
2011-05-12 177.05
2011-05-13 182.85
2011-05-16 182.20
2011-05-17 181.90
2011-05-18 180.50
2011-05-19 184.95
2011-05-20 181.75
2011-05-23 180.85
2011-05-24 182.75
2011-05-25 186.80
2011-05-26 185.35
2011-05-27 185.35
2011-05-31 182.50
2011-06-01 182.00

# Map the endpoints using xts.

> week_ends <- endpoints(testing, 'weeks')
> week_ends
[1]  0  2  7 12 14

> testing[week_ends,]
2011-05-13 2011-05-20 2011-05-27 2011-06-01 
    182.85     181.75     185.35     182.00


This works for 'years' and 'months' as well, so it´s quite useful.

HTH,
Filipe Botelho


-----Mensagem original-----
De: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Em nome de Flávio Fagundes
Enviada em: terça-feira, 21 de junho de 2011 15:37
Para: r-help
Assunto: [R] Doubit about ts() functions

Hi everyone
Please, I need one more help you
I have some data that need to make a forecast.
I´m using the command: Yst<-print(ts<-ts(Y,start=c(1,5),freq=7),calendar=T)
to create the dayly time series by the dataframe Y.
My data Y means: Y=measure dayly , start at 01/jul/2010 (thursday), for this reason that I use c(1,5).
I need to create the time series aggregate by weakly (and not dayly as shown above), but if I use the command freq=7 is dayly, freq=12 is month, freq=12 is year, freq=5 the Arima command don´t recognize the períod, if I use
freq=4 is trimestral.
I can to aggregate into excel and after import to R, but anyway, I will need to create the time series (weekly) and again I back to start point.
How can I transform my data- frame Y in time series aggregate by weakly where the command arima recognize the period?

Tks
Flávio

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