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da2m

transformation of daily data into monthly ones

CALLING SEQUENCE

ts=da2m(ts,ind,dropna)

PARAMETERS

Input

* ts = a daily timeseries

* ind =

  .  -1 if the monthly data is to be the sum of the corresponding days

  .  0 if the  monthly data is to be the mean of the corresponding days

  .  n between 1 and 28 if the monthly data is to be the value of the n-th day of the month

  .  n > 29 if the monthly data is to be the value of the last day of the month

* 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)

 

Output

* ts = the corresponding monthly time series

DESCRIPTION

Transforms daily data into monthly ones.

EXAMPLE

load(GROCERDIR+'/data\tsd.dat')
// tsd is a daily ts from 95/01/02 to 96/02/16 with all week-end values lacking
tsm=da2m(tsd,0)
//you obtain a monthly series from 2002m3 to 2007m7 with only NA values
 
tsm=da2m(tsd,0,'dropna')
//you obtain a monthly series from 2002m3 to 2007m7 with values equal for each month to the mean of all non NA daily values in the month
 
tsm=da2m(tsd,1)
//you obtain a monthly series from 2002m3 to 2007m8 with values equal to the values of each first day in the month, which can be eventually NA
 
sm=da2m(tsd,1,'dropna')
//you obtain a monthly series from 2002m3 to 2007m8 with values equal to the values of each first day in the month ('dropna' does not change anything on this case)
 
tsm=da2m(tsd,31)
//you obtain a monthly series from 2002m2 to 2007m7 with values equal to the values of each last day in the month
 
tsm=da2m(tsd,31,'dropna')
//you obtain a monthly series from 2002m2 to 2007m7 with values equal to last non NA value in the month

AUTHOR

Eric Dubois (2007)

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