[R] Re: Convert daily to weekly ts ?

FWR mail at fwr.on.ca
Thu Oct 3 18:05:16 CEST 2002


Thanks to Jason Turner and others for their comments. 

I still have to decide whether the calendar (POSIXt) based week-of-year aggregates, or the constant 7-day aggregates (using aggregate.ts), are more appropriate for what I want to do with these several years of daily data. 

In my case, the POSIXt based week-of-year calculations end up with a less than 7 day aggregate at the beginning and end of each year, sometimes only one day is used in the aggregation. The week-of-year starts not on 1-Jan but on the first Sunday of January. There are a varying number of weeks in any given year.

What I want is to break up each year separately into exactly 52 equal-length intervals and obtain an average property over each interval. 

Unfortunately, aggregate.ts requires that 52 be evenly divisible into #days/year . It doesn't do interpolations. I might be able to fudge it with the eps parameter ... or just randomly throw out 1 or 2 days per year.

Wishlist: that aggregate.ts that could use interpolation methods to change frequencies.

Thanks,
Bruce L.
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