bimets: DAILY – R documentation

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DAILY

Daily Time Series (Dis)Aggregation

Description

This function returns a daily disaggregated time series, by using as input an annual, semiannual, quarterly or monthly time series.

Usage

DAILY(x = NULL, fun = NULL, avoidCompliance = FALSE, ...)

Arguments

`x`	Input time series, that must satisfy the compliance control check defined in `is.bimets`.
`fun`	NULL: (default) the output value of each daily observation is set equal to the value of the input observation the date belongs to (i.e. duplicated values over the period) INTERP_END: the value of the input time series in a period is copied into the last day of the output time series that lies in the same period. Other values are calculated by linear interpolation. INTERP_CENTER: the value of the input time series in a period is copied into the median day of the output time series that lies in the same period. Other values are calculated by linear interpolation. INTERP_BEGIN: the value of the input time series in a period is copied into the first day of the output time series that lies in the same period. Other values are calculated by linear interpolation.
`avoidCompliance`	If `TRUE`, compliance control check of input time series will be skipped. See `is.bimets`
`...`	Backward compatibility.

Value

This function returns a daily BIMETS time series.

Examples

#TS quarterly
	ts1=TSERIES((1:2),START=c(2000,1),FREQ='Q')
	TABIT(DAILY(ts1,fun='INTERP_CENTER'))	
	
	#TS monthly
	ts1=TSERIES((1:4),START=c(2000,1),FREQ=12)
	TABIT(DAILY(ts1))

bimets

Time Series and Econometric Modeling

v1.5.3

GPL-3

Authors

Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

Initial release

2021-02-04