hello,
Suppose you a monthly series you want to aggregate at a quaterly frequency
with the start and the end of your series in the middle of the quarter.
For example
2001M2 2001M3 2001M4 2001M5 2001M6 2001M7
12 13 12 14 16 15
how can you get somethi
Try this:
> library(zoo)
> z <- zooreg(c(12, 13, 12, 14, 16, 15), start = c(2001, 2), freq = 12)
> aggregate(z, trunc(4 * time(z))/4, mean)
2001(1) 2001(2) 2001(3)
12.514.015.0
On 1/25/06, Matthieu Cornec <[EMAIL PROTECTED]> wrote:
> hello,
>
> Suppose you a monthly series you want to
Did you try 'RSiteSearch("aggregate time series")'? When I did this
just now, the third hit was,
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/55761.html";, which
might help you. See in particular the "zoo" package and vignette, and
especially the "aggregate.zoo" function, includ