# [R] Yearly statistics

Alfonso Sammassimo cincinattikid at bigpond.com
Mon May 28 05:22:05 CEST 2007

```Dear R-experts,

Sorry if I've overlooked a simple solution here. I have calculated a
proportion of the number of observations which meet a criteria, applied to
five years of data. How can I break down this proportion statistic for each
year?

For example (data in zoo format):

open  high   low    close  hc  lc
2004-12-29 4135 4135 4106  4116  8 -21
2004-12-30 4120 4131 4115  4119 15  -1
2004-12-31 4123 4124 4114  4117  5  -5
2005-01-04 4106 4137 4103  4137 20 -14
2005-01-06 4085 4110 4085  4096 10 -15
2005-01-10 4133 4148 4122  4139 15 -11
2005-01-11 4142 4158 4127  4130 19 -12
2005-01-12 4113 4138 4112  4127  18  8

Statistic of interest is proportion of times that sign of "hc" is positive
and sign of "lc" is negative on any given day. Looking to return something
like:

Yr        Prop
2004    1.0
2005    0.8

Along these lines, if I have datasets A and B, where B is a subset of A, can
I use the number of matching dates to calculate the yearly proportions in
question?

Thanks,
Alfonso Sammassimo
Melbourne Australia

```