Re: [R] how to calculate the statistics of a yearly window with a rolling step as 1 day?

2011-10-12 Thread ecoc
This doesn't work becaues the rollappy is non-overlapping. My rolling step is 1-day and rolling window is 1-year, so there is 364 days overlapping. -- View this message in context:

Re: [R] how to calculate the statistics of a yearly window with a rolling step as 1 day?

2011-10-12 Thread Gabor Grothendieck
On Wed, Oct 12, 2011 at 9:12 AM, ecoc liting...@gmail.com wrote: This doesn't work becaues the rollappy is non-overlapping. My rolling step is 1-day and rolling window is 1-year, so there is 364 days overlapping. Its not the case that rollapply is non-overlapping. rollapply by default calls

[R] how to calculate the statistics of a yearly window with a rolling step as 1 day?

2011-10-10 Thread ecoc
Hope someone can help me here. I have a daily time series, say 2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .. 2004-02-01 2004-02-04 0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087 ... 0.44553-0.45222 I need to calculate the statistics for the

Re: [R] how to calculate the statistics of a yearly window with a rolling step as 1 day?

2011-10-10 Thread Gabor Grothendieck
On Mon, Oct 10, 2011 at 2:55 PM, ecoc liting...@gmail.com wrote: Hope someone can help me here. I have a daily time series, say 2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .. 2004-02-01 2004-02-04  0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087  ...