fts (version 0.9.9.2)

frequency.convert: 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

Examples

# NOT RUN {
x <- fts(index=seq(from=Sys.Date(),by="days",length.out=500),data=1:500)

to.weekly(x)
to.monthly(x)
to.quarterly(x)
# }