[R] convert weekly time series data to monthly

[Henrique Dallazuanna]

If I understand:

x.new <- cbind('M.Y'=paste(month.abb[x$month], x$Year, sep="-"), x[-3])
aggregate(list(Change=x.new$price),
                  list("M.Y"=x.new[,"M.Y"], Year=x.new$Year,
Month=x.new$month),                                       FUN=mean)

On 30/03/2008, Richard Saba <sabaric at auburn.edu> wrote:
>
> I have weekly time series data with year, month, day, and price variables.
> The input data set for the weekly series takes the following form:
>
>  Year	month	day 	price
> 1990	8	20	119.1		
> 1990	8	27	124.5
> 1990	9	3	124.2
> 1990	9	10	125.2
> 1990	9	17	126.6
> 1990	9	24	127.2
> 1990	10	1	132.1
> 1990	10	8	133.3
> 1990	10	15	133.9
> 1990	10	22	134.5
> 1990	10	29	133.9
> ..	...	...	...
> ...	...	....	....
> 2008	3	3	313.7
> 2008	3	10	320
> 2008	3	17	325.7
> 2008	3	24	322.4
>
>
> I would like to collapse the data into monthly averages to merge with a
> monthly series. The input data set for the monthly series takes the
> following form:
>
> M-Y		Year	Month	Change
> Aug-1990	1990	8	-226.871
> Sep-1990	1990	9	-896.333
> Oct-1990	1990	10	111.419
> Nov-1990	1990	11	-364.2
> Dec-1990	1990	12	-527.645
> Jan-1991	1991	1	-70.935
> Feb-1991	1991	2	231.214
> Mar-1991	1991	3	-239
>
> ...	...	.....	..	....
>
>
> The merged data set should be of class(ts).
> I can perform the conversions outside of R  and then import but I would
> rather perform all conversions within R. I have looked through the zoo and
> Rmetrics packages but without success.
>
> Any help will be appreciated.
> Thanks,
>
> Richard Saba
> Department of Economics
> Auburn University
> Email:  sabaric at auburn.edu
> Phone:  334 844-2922
>
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>


-- 
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O