Thanks Gabor!!

On 4/12/07, Gabor Grothendieck <ggrothendieck@gmail.com> wrote:
>
> On 4/12/07, tom soyer <tom.soyer@gmail.com> wrote:
> > What should I do for weekly and daily data series? Are there functions
> > similar to yearmon() for other time intervals? I see that there is a
> > built-in yearqtr() function for quarterly data, but that's it.
>
> ts series cannot directly represent daily and weekly
> series other than somehow deciding on a numeric representation
> for time.
>
> Here we will use the number of days and the number of weeks
> since the Epoch (1970-01-01) and assume we assume weeks
> start on Sunday.  We will also do it over again using the number
> of weeks since the first point in the series and the number of
> days since the first point.
>
> Lines.raw is from my original post on this thread.
>
>
> z <- read.zoo(textConnection(Lines.raw), header = TRUE, sep = ",")
>
> # ts series will represent days as no of days since Epoch
> zday <- z
> frequency(zday) <- 1
> tsday <- as.ts(zday)
>
> # ts series will represent weeks as no of weeks since Epoch
> zweek <- zday
> offset <- -3 # weeks start on Sun
> # offset <- -4 # weeks start on Mon
> zweek <- aggregate(z, (as.numeric(time(z)) + offset) %/% 7, mean)
> frequency(zweek) <- 1
> tsweek <- as.ts(zweek)
>
> ##########################################################
> # alternately use number of days since first day in series
> # and number of weeks since first week in series
>
>
> zday0 <- aggregate(zday, time(zday) - min(time(zday)), c)
> frequency(zday0) <- 1
> tsday0 <- as.ts(zday0)
>
> zweek0 <- aggregate(zweek, time(zweek) - min(time(zweek)), c)
> frequency(zweek0) <- 1
> tsweek0 <- as.ts(zweek0)
>



-- 
Tom

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