fts: frequency.convert – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

frequency.convert

Change Frequencies

convert a time series from a higher frequency to a lower frequency or from an irregular frequency to a regular frequency

to.weekly(x)
to.monthly(x)
to.quarterly(x)
to.day.of.week(x,day.of.week,beginning.of.period=TRUE)

`x`	An Fts object.
`day.of.week`	a numerical value indicating the day of week following POSIXlt conventions.
`beginning.of.period`	whether to shift the sampling dates to the beginning of period dates.

an Fts object

Whit Armstrong

x <- fts(index=seq(from=Sys.Date(),by="days",length.out=500),data=1:500)

to.weekly(x)
to.monthly(x)
to.quarterly(x)

R Interface to 'tslib' (a Time Series Library in C++)

v0.9.9.2

GPL-3

Authors

Whit Armstrong <armstrong.whit@gmail.com>

Initial release