[R-SIG-Finance] [R-sig-finance] How to create seasonal variable for zoo object.

Bogaso bogaso.christofer at gmail.com
Sun Jun 21 17:42:22 CEST 2009

Hi all, how to create a seasonal variable for a zoo object? For example I
have following dataset :

rm(list = ls())
URL <- "http://www.jmulti.de//download/datasets/e6.dat"
dat1 <- readLines(URL)
dat11 <- dat1[-c(1:11)]
dat12 <- read.table(textConnection(dat11))
TS.dat <- zooreg(dat12[,c(2,1)], start = 1972.2, frequency = 4)

I want to create seasonal variable for each quarter for "TS.dat"
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