monthly
From timeSeries v3022.101.2
by Tobias Setz
Special Monthly Series
Functions and methods dealing with special monthly 'timeSeries' objects.
 Keywords
 chron
Usage
countMonthlyRecords(x)
rollMonthlyWindows(x, period = "12m", by = "1m")
rollMonthlySeries(x, period = "12m", by = "1m", FUN, ...)
Arguments
 x
 a 'timeSeries' object.
 period

a character string specifying the rollling period composed by
the length of the period and its unit. As examples:
"3m"
represents quarterly shifts, and"6m"
, ]code"12m", and"24m"
semiannual, annual and biannual shifts. To determine the proper start of the series is in the responsibility of the user.  by

a character string specifying the rolling shift composed by
the length of the shift and its unit. As examples:
"1m"
represents monthly shifts,"3m"
represents quarterly shifts, and"6m"
semiannual shifts. To determine the proper start of the series is in the responsibility of the user.  FUN

the function for the statistic to be applied. For example
in the case of aggregation use
colAvgs
.  ...

arguments passed to the function
FUN
.
Details
The function countMonthlyRecords
computes a 'timeSeries'
that holds the number of monthly counts of the records.
The function rollMonthlyWindows
computes start and end
dates for rolling time windows.
The function rollMonthlySeries
computes a static over
rolling periods defined by the function rollMonthlyWindows
.
Value
 The function
countMonthlyRecords
returns a 'timeSeries'
object.The function rollMonthlyWindows
returns a list with two
named 'tomeDate' entries: $from
and to
. An attribute
"control"
is added which keeps the start
and
end
dates of the series.The function rollMonthlySeries
computes the statistics
defined by the function FUN
over a rolling window
internally computed by the function rollMonthlyWindows
.
Note, the periods may be overlapping, may be dense, or even
may have gaps.Examples
library(timeSeries)
## Load Microsoft Daily Data Set:
x < MSFT
## Count Monthly Records 
counts < countMonthlyRecords(x)
counts
## Quaterly NonOverlapping Time Periods 
windows < rollMonthlyWindows(counts[1, ], period = "3m", by = "3m")
windows
## Nicely Reprint Results as a data.frame 
data.frame(cbind(FROM=format(windows$from), TO=format(windows$to)))
## Compute the average number of monthly trading days per quarter 
rollMonthlySeries(counts[1, ], period = "3m", by = "3m", FUN=mean)
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