[R] how to make monthly time series out of daily

Jeffrey Ryan jeff.a.ryan at gmail.com
Wed Jun 2 06:35:25 CEST 2010



The code is all Fortran, and is very fast.  It should work just fine on most
all time-series-like objects/classes, including timeSeries.

Documentation in the vignette will help, as will ?to.period

A wealth of functions to manipulate/test/transform time-series data is part
of xts. It is compatible with most all other time-series classes, and is
mostly written in C.  Operations nearly as fast as atomic types, and in some
cases faster, and minimize memory usage.

to.period is used by many on tick-data without issue, and can support any
time granularity (seconds, mins, hours, days, weeks, months, quarters,
years, and arbitrary multiples of these)

Additional help is on the r-sig-finance list, as well as in a variety of
slides found:


As well as:



View this message in context: http://r.789695.n4.nabble.com/how-to-make-monthly-time-series-out-of-daily-tp2196591p2239578.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list