[R] Temporal disaggregation

[stef salvez]

you are right Jeff and sorry for this

I will try to explain what I want.

I have the following dataset

dat <- data.frame("country" = c(rep(1,4)),
                "date" = c("23/11/08","28/12/08","25/01/09","22/02/09"),
                "price" = c(2,3,4,5))

Normally,  prices are observed every  4 weeks (28 days). Each
observation that it is published is a 4-week average. In some cases,
though, I have jumps (35 days-see from "23/11/08" to "28/12/08").  So
some prices that are published are 5-week average

I want to interpolate the 4-week average prices to monthly prices
so as to have

dat <- data.frame("country" = c(rep(1,4)),
                "date" = c("11/08","12/08","01/09","02/09"),
                "price" = c(3,2,1,4))

where the "new" "price" = c(3,2,1,4) will contain the interpolated
prices. So by starting what I have , that is,  - "price" = c(2,3,4,5))
-I want to calculate monthly average prices via interpolation.

I hope to have been more explicit.

thank you and apologies for one more time,





On 6/17/12, Jeff Newmiller <jdnewmil at dcn.davis.ca.us> wrote:
> 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.
> ---------------------------------------------------------------------------
> Jeff Newmiller                        The     .....       .....  Go Live...
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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
>>
>>______________________________________________
>>R-help at r-project.org mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide
>>http://www.R-project.org/posting-guide.html
>>and provide commented, minimal, self-contained, reproducible code.
>
>