Thanks so much
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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(tim
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
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.mont
any update anybody? I'm really stucked!
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Ok, I'll try to explain my issue. I have a monthly series (CPI index) and I
want to interpolate it using a specific lagged harmonized formula to get the
corresponding daily series. The formula is the following
CPI^=CPI(t-3)+(d-1)/D*(CPI(t-2)-CPI(t-3))
where
CPI^ is the CPI for the day we are ca
You can remove missing values with:
zm <- aggregate(cambio, as.yearmon, mean, na.rm = TRUE)
Its not clear what your second question is asking. If you
want the series to have a Date class rather than yearmon class
with the 1st of the month then:
zd <- zm
time(zd) <- as.Date(time(zm))
or
zd <-
Ok, using
mcambio <- aggregate(cambio, as.yearmon, mean)
works perfectly!! Should I worry about the missing values or not anyway? And
then I go to the following question. From monthly data to daily using a
specific formula?
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Ok, thanks for the quick reply.
I was not able to use the first command, but reading the quick reference
helped me.
Here's what I did.
> cambio<-read.zoo("C:\\Users\\Manta\\Desktop\\useuro.txt", format =
> "%d/%m/%Y", dec = ",",header=T)
> cambio #this is what i get
1996-01-01 1996-01-02 1996-01-
Try this:
> Lines <- "31/12/1993 1,12509
+ 03/01/1994 1,12509
+ 04/01/1994 1,12558
+ 05/01/1994 1,1258
+ 06/01/1994 1,12596
+ 07/01/1994 1,12753
+ 10/01/1994 1,1273
+ 11/01/1994 1,12416
+ 12/01/1994 1,1275"
> library(zoo)
> z <- read.zoo(textConnection(
I have the following daily exchange rate series (from january 1st 1996 to
december 31st 2008) and I want to obtain them monthly series from it. I've
read about the 'zoo' library but I'm not getting it how to do it. These are
the data (left column day-month-year, right column the index)
31/12/199
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