Try this: library(zoo)
# z is CPI. Just use 1, 2, 3, ... for example. z <- zooreg(1:12, as.yearmon("2008-01"), freq = 12) # z2 contains z and lags of z and days.in.month # It has a Date class time index, rather than yearmon. 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(z2)) # z3 is z2 expanded to include each day of each month and # day of the month that each row represents dd <- seq(time(z2)[1], as.Date(as.yearmon(tail(time(z2), 1)), frac = 1), "day") z3 <- na.locf(cbind(z2, zoo(, dd))) z3$day.of.month <- as.numeric(format(time(z3), "%d")) # now each row of z3 has all the data you need so apply(z3, 1, your.function) On Sat, Apr 18, 2009 at 2:28 PM, manta <mantin...@libero.it> wrote: > > Well Gabor, this is actually a really good help, thanks so much. > There is only one problem, I'm getting what you say, but in the code there > are a couple of errors > > time(z2) <- as.Date(time(zz)) #probably z2 > z3 <- na.locf( > cbind(zz, > zoo(, dd), #dd object not found > day.of.month = as.numeric(format(time(zz), "%d")) > )) > z3$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 <mantin...@libero.it> wrote: >>> >>> any update anybody? I'm really stucked! >>> -- >>> View this message in context: >>> http://www.nabble.com/From-daily-series-to-monthly-and-viceversa-tp23064454p23103052.html >>> Sent from the R help mailing list archive at Nabble.com. >>> >>> ______________________________________________ >>> R-help@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. >>> >> >> ______________________________________________ >> R-help@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. >> >> > > -- > View this message in context: > http://www.nabble.com/From-daily-series-to-monthly-and-viceversa-tp23064454p23115847.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@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. > ______________________________________________ R-help@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.