da2q — transformation of daily data into quarterly ones
ts=da2q(ts,ind,dropna)
ts = a daily timeseries
ind =
* -1 if the quarterly data is to be the sum of the corresponding days
* 0 if the quarterly data is to be the mean of the corresponding days
* n between 1 and 90 if the quarterly data is to be the value of the n-th day of the quarter
* n > 90 if the quarterly data is to be the value of the last day of the quarter
dropna = 'dropna' if the user wants to withdraw all NA values from the calculations (case ind=0 or -1) or to take the last non NA value of the quarter (case ind > 90)
if not entered then all NA values are considered
ts = the corresponding quarterly time series
Let tsd be a daily ts from 2000/02/15 to 20007/08/18 with all week-end values set to %nan then if you run: 1)tsq=da2q(tsd,0) 2)tsq=da2q(tsd,0,'dropna') 3)tsq=da2q(tsd,1) 4)tsq=da2q(tsd,1,'dropna') 5)tsq=da2q(tsd,91) 6)tsq=da2q(tsd,91,'dropna') you obtain a quarterly time series - in case 1): from 2002q2 to 2007q2 with only NA values - in case 2): from 2002q2 to 2007q2 with values equal for each quarter to the mean of all non NA daily values in the quarter - in case 3): from 2002q2 to 2007q3 with values equal to the values of each first day in the quarter, which can be eventually NA - in case 4): from 2002q2 to 2007q3 with values equal to the values of each first day in the quarter ('dropna' does not change anything on this case) - in case 5): from 2002q2 to 2007q2 with values equal to the values of each last day in the quarter - in case 6): from 2002q2 to 2007q2 with values equal to last non NA value in the quarter