[R] Split a time series

Megh Dal megh700004 at yahoo.com
Wed Jul 14 15:07:20 CEST 2010


Hi all, can somebody help me to split a time series (zoo) object on monthwise. For example, suppose I have following time series object:

library(zoo)
dat1 <- zooreg(rnorm(300), start=as.Date("2009-01-01"), frequency=1)

>From dat1, I want to create a list-object dat2 like:

dat2[[1]] <- all observation for jan-2009
dat2[[2]] <- all observation for feb-2009

etc.

Thanks



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