Last data update: 2014.03.03
|
R: Change Frequencies
frequency.convert | R Documentation |
Change Frequencies
Description
convert a time series from a higher frequency to a lower frequency
or from an irregular frequency to a regular frequency
Usage
to.weekly(x)
to.monthly(x)
to.quarterly(x)
to.day.of.week(x,day.of.week,beginning.of.period=TRUE)
Arguments
x |
An Fts object.
|
day.of.week |
a numerical value indicating the day of week
following POSIXlt conventions.
|
beginning.of.period |
whether to shift the sampling dates to the
beginning of period dates.
|
Value
an Fts object
Author(s)
Whit Armstrong
Examples
x <- fts(index=seq(from=Sys.Date(),by="days",length.out=500),data=1:500)
to.weekly(x)
to.monthly(x)
to.quarterly(x)
Results
|