[R] series at low freq expanded into high freq

Gabor Grothendieck ggrothendieck at gmail.com
Mon Apr 27 14:27:41 CEST 2009


I think you are assuming the version of mm prior to turning it into
a zoo object. If mm is a zoo object, as in the question, then see
my last post.

On Mon, Apr 27, 2009 at 7:55 AM,  <Murali.MENON at fortisinvestments.com> wrote:
> Hmm, silly of me. I have the solution, after some mucking about with
> coercion and so on:
>
>> xx <- zoo(mm[as.character(as.yearmon(dd))], order.by = dd)
>> xx
>
> 2008-11-03 2008-11-05 2009-01-04 2009-02-02 2009-02-17 2009-03-13
> 2009-03-14 2009-03-18 2009-03-26
>        15         15         12         13         13         11
> 11         11         11
>
> Right. Sorry to waste your time.
>
> Murali
>
> -----Original Message-----
> From: MENON Murali
> Sent: 27 April 2009 11:51
> To: 'r-help at r-project.org'
> Subject: series at low freq expanded into high freq
>
> Folks,
>
> If I have a series mm of, say, monthly observations, and a series dd of
> daily dates, what's a good way of expanding mm such that corresponding
> to each day in dd within the corresponding month in mm, the values of mm
> are repeated?
>
> So e.g., if I have mm:
>
> mm <- c(15, 10, 12, 13, 11)
> names(mm)<-c("Nov 2008",   "Dec 2008",  "Jan 2009",   "Feb 2009",   "Mar
> 2009")
> library(zoo)
> mm <- zoo(mm, order.by = as.yearmon(names(mm), format="%b %Y"))
>
> And days:
>
> dd <- as.Date(c("03/11/2008", "05/11/2008",
> "04/01/2009","02/02/2009","17/02/2009","13/03/2009","14/03/2009","18/03/
> 2009", "26/03/2009"), format="%d/%m/%Y")
>
> I want to be able to create a series that looks like this:
>
> 03/11/2008       15
> 05/11/2008       15
> 04/01/2009       12
> 02/02/2009       13
> 17/02/2009       13
> 13/03/2009       11
> 14/03/2009       11
> 18/03/2009       11
> 26/03/2009       11
>
> where because no daily dates in dd are in December, the final series has
> no entries for December; there are two entries for November because
> there are two dates in dd in November, etc.
>
> Thanks,
> Murali
>
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