[R] Temporal disaggregation

[stef salvez]

or put differently, I want to change the data frequency of the time
series to monthly

thanks

On 6/17/12, stef salvez <loggyedy at googlemail.com> wrote:
> 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...
>> DCN:<jdnewmil at dcn.davis.ca.us>        Basics: ##.#.       ##.#.  Live
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>> /Software/Embedded Controllers)               .OO#.       .OO#.
>> rocks...1k
>> ---------------------------------------------------------------------------
>>
>> 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.
>>
>>
>