[R] How does "apply.monthly" function works (xts package)

R. Michael Weylandt michael.weylandt at gmail.com
Sat Sep 29 17:30:33 CEST 2012


On Thu, Sep 27, 2012 at 4:03 AM, CALEF ALEJANDRO RODRIGUEZ CUEVAS
<alejandro.rodriguez.cuevas at gmail.com> wrote:
> Hi everybody.
>
> I use to work with monthly data, however this is my first time working with
> weekly data.
>
> I have 4 data bases with monthly data and 1 with weekly data, so I want to
> convert my weekly to monthly data in order to have the same periodicity in
> all of them.
>
> I've read that package xts can help me with this issue, so I have done the
> following script:
>
> *ini_week<-as.Date("2010-09-19")
>
> final_week<-seq(ini_week, length.out=104, by = "1 week")
>
> vts<-read.csv("C:/DATA.csv",header = TRUE)
> vts<-vts[,2]
>
> wvts<-xts(vts, order.by=final_week)
> mes<-apply.monthly(wvts,sum)
>
> *A portion of the result is this one:
>
>            [,1]
> 2010-09-26  2.9
> 2010-10-31  8.5
> 2010-11-28  5.8
> 2010-12-26  5.5
> 2011-01-30  7.5
> ....
>
> It seem to be quite well however I have still the question about how does
> it work...I mean, for example the last week of September 2010 goes from *
> "2010-09-26"* to *"2010-10-03"* with a total number of sales of that week
> of 1.5 USD millions...so, how does R assign the portion of those 1.5 USD
> millions to the last days of September and the first 2 days of October?

It doesn't. The vector is divided into non-overlapping intervals by
the endpoints() function and they are summed separately. Read through
?endpoints

Michael

>
> Thanks a lot in advance.
>
> Regards.
>
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>
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