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
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 | ![]() | ![]() |