bimets: SEMIANNUAL – R documentation

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SEMIANNUAL

Semiannual (Dis)Aggregation

Description

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

Usage

SEMIANNUAL(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 or quarterly input time series: STOCK: the value of the input time series in the last observation of a half-year is assigned to the same half-year of the output time series. NSTOCK: the value of the input time series in the last non-missing observation of a half-year is assigned to the same half-year of the output time series. SUM: the sum of input observations in a half-year is assigned to the same half-year of the output time series. NSUM: the sum of input non-missing observations in a half-year is assigned to the same half-year of the output time series. AVE: the average of input observations in a half-year is assigned to the same half-year of the output time series. NAVE: the average of input non-missing observations in a half-year is assigned to the same half-year of the output time series. Only for annual input time series: NULL: (default) the output value of each half-year observation is set equal to the value of the input observation the half-year 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 half-year 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 half-year 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 half-year 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 semiannual BIMETS time series.

Examples

#TS QUARTERLY TO SEMIANNUAL
	n=14
	xArr=(n:0)
	ts1=TSERIES(xArr,START=c(2000,1),FREQ='Q')
	print(SEMIANNUAL(ts1,fun='NAVE'))
	
	#TS ANNUAL TO SEMIANNUAL
	ts1=TSERIES((1:10),START=c(2000,1),FREQ=1)
	print(SEMIANNUAL(ts1,fun='INTERP_END'))

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