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da2q

transformation of daily data into quarterly ones

CALLING SEQUENCE

ts=da2q(ts,ind,dropna)

PARAMETERS

Input

* 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)

 

Output

* ts = the corresponding quarterly time series

DESCRIPTION

Transforms daily data into quarterly 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
tsq=da2q(tsd,0)
//you obtain a quarterly time series from 2002q2 to 2007q2 with only NA values
 
tsq=da2q(tsd,0,'dropna')
//you obtain a quarterly time series from 2002q2 to 2007q2 with values equal for each quarter to the mean of all non NA daily values in the quarter
 
tsq=da2q(tsd,1)
//you obtain a quarterly time series from 2002q2 to 2007q3 with values equal to the values of each first day in the quarter, which can be eventually NA
 
tsq=da2q(tsd,1,'dropna')
//you obtain a quarterly time series 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)
 
sq=da2q(tsd,91)
//you obtain a quarterly time series from 2002q2 to 2007q2 with values equal to the values of each last day in the quarter
 
tsq=da2q(tsd,91,'dropna')
//you obtain a quarterly time series from 2002q2 to 2007q2 with values equal to last non NA value in the quarter

AUTHOR

Eric Dubois (2007)

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