[R] Temporal disaggregation

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Sun Jun 17 03:56:46 CEST 2012


stop repeating yourself. and stop asking us to do your work.

Try reading the posting guide. Give us an example of the output you DO want. Show us the code you already have. Use the dput function to give us example data to work with. Learn to use the str function so you know what data you are really working with. Ask specific questions.
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Sent from my phone. Please excuse my brevity.



stef salvez <loggyedy at googlemail.com> wrote:

>Dear R users,
>I have a panel data set (in MS excel)  on prices across countries and
>time
>
>country    time                 price
> 1         "23/11/08"            2
>1   "28/12/08"                   3
>1    "25/01/09"                   4
>1   "22/02/09"                   5
>1    "29/03/09"                  6
>1  "26/04/09"                   32
>1  "24/05/09"                   23
>1  "28/06/09"                   32
>2   "26/10/08"                45
>2  "23/11/08"                 46
>2  "21/12/08"               90
>2  "18/01/09"                54
>2  "15/02/09"                 65
>2   "16/03/09"               77
>2  "12/04/09"                    7
>2   "10/05/09"                   6
>
>
>As you can see,
>
>1)the start and end date of the time series for countries 1 and 2 are
>different. For example, for country 1 the time series begins on
>"23/11/08" while for country 2 the time series begins on "26-10-2008”.
>
>2)My data on prices are available every 28 days (or equivalently every
>4
>weeks). So, each observation is a 4-week average. But in some cases I
>have jumps (35 days or 29 days instead of
>28 days). For example from the above table we have such jumps: from
>"28/12/08" to "28/12/08" , from 22/02/09" to "29/03/09", etc
>
>My goal is to have a unified sequence of dates across countries.
>Otherwise I will not be able to do further data/econometric analysis,
>Unless you have different suggestion, I want  to take what I have and
>calculate monthly average prices and also report how many prices those
>averages are based on. I suppose that I will still have gaps and may
>well need to interpolate.
>
>Put differently, I want to interpolate the 4-week average prices to
>monthly average prices.
>The problem is also the jumps where I have 5 weeks in some cases and I
>want to find the monthly average of it.
> I do not want something like
>
> country  yearmon avg.price freq
>1        1 Nov 2008         2    1
>2        1 Dec 2008         3    1
>3        1 Jan 2009         4    1
>4        1 Feb 2009         5    1
>5        1 Mar 2009         6    1
>6        1 Apr 2009        32    1
>7        1 May 2009        23    1
>8        1 Jun 2009        32    1
>9        2 Oct 2008        45    1
>10       2 Nov 2008        46    1
>11       2 Dec 2008        90    1
>12       2 Jan 2009        54    1
>13       2 Feb 2009        65    1
>14       2 Mar 2009        77    1
>15       2 Apr 2009         7    1
>16       2 May 2009         6    1
>
>
>Please, I would be grateful to you if you could provide the exact code
>for doing this
>
>thank you
>
>______________________________________________
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>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.



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