timeSeries (version 3010.97)

monthly: Special Monthly Series

Description

Functions and methods dealing with special monthly 'timeSeries' objects. ll{ countMonthlyRecords Returns a series with monthly counts of records, rollMonthlyWindows Returns start and end dates for rolling time windows, rollMonthlySeries Rolls monthly a 'timeSeries' on a given period. }

Usage

countMonthlyRecords(x)
rollMonthlyWindows(x, period = "12m", by = "1m") 
rollMonthlySeries(x, period = "12m", by = "1m", FUN, ...)

Arguments

by

a character string specifying the rolling shift composed by the length of the shift and its unit, e.g. "3m" represents quarterly shifts.

FUN

the function to be applied. [applySeries] - a function to use for aggregation, by default colAvgs.

period

[rollMonthlySeries] - a character string specifying the rollling period composed by the length of the period and its unit, e.g. "12m" represents one year.

x

an object of class timeSeries.

...

arguments passed to other methods.

Value

• NA

Examples

## Load Microsoft Daily Data Set:
   data(MSFT) 
   
## Count Monthly Records -
   MSFT.CTS <- countMonthlyRecords(MSFT)
   MSFT.CTS