bimets: QUARTERLY – R documentation

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QUARTERLY

Quarterly (Dis)Aggregation

Description

This function returns a quarterly (dis)aggregated time series, using as input an annual, semiannual, monthly or daily time series.

Usage

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

Arguments

`x`	Input time series that must satisfy the compliance control check defined in `is.bimets`.
`fun`	Only for daily or monthly input time series: STOCK: the value of the input time series in the last observation of a quarter is assigned to the same quarter of the output time series. NSTOCK: the value of the input time series in the last non-missing observation of a quarter is assigned to the same quarter of the output time series. SUM: the sum of input observations in a quarter is assigned to the same quarter of the output time series. NSUM: the sum of input non-missing observations in a quarter is assigned to the same quarter of the output time series. AVE: the average of input observations in a quarter is assigned to the same quarter of the output time series. NAVE: the average of input non-missing observations in a quarter is assigned to the same quarter of the output time series. Only for semiannual or annual input time series: NULL: (default) the output value of each quarterly observation is set equal to the value of the input observation the quarter 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 quarter 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 quarter 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 quarter 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 quarterly BIMETS time series.

Examples

#TS YEARLY TO QUARTERLY
	n=10
	ts1=TSERIES(1:n,START=c(2000,1),FREQ=1)
	ts1[5]=NA
	TABIT(QUARTERLY(ts1,fun='INTERP_CENTER'));
	
	#TS DAILY TO QUARTERLY
	n=600
	ts1=TSERIES(1:n,START=c(2000,1),FREQ='D')
	ts1[25]=NA
	TABIT(QUARTERLY(ts1,fun='SUM'))

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