An Index Class for Monthly Data
"yearmon" is a class for representing monthly data.
yearmon(x)
x |
numeric (interpreted as being “in years”). |
The "yearmon" class is used to represent monthly data. Internally it holds
the data as year plus 0 for January, 1/12 for February, 2/12 for March
and so on in order that its internal representation is the same as
ts class with frequency = 12. If x is not in this
format it is rounded via floor(12*x + .0001)/12.
There are coercion methods available for various classes including:
default coercion to "yearmon" (which coerces to "numeric" first)
and coercions to and from "yearmon" to "Date" (see below),
"POSIXct",
"POSIXlt", "numeric", "character" and "jul".
The last one is from the "tis" package available on CRAN.
In the case of as.yearmon.POSIXt the conversion is with respect to
GMT. (Use as.yearmon(format(...)) for other time zones.)
In the case of
as.yearmon.character the format argument uses the same
percent code as
"Date". These are described in strptime. Unlike
"Date" one can specify a year and month with no day.
Default formats of "%Y-%m", "%Y-%m-%d" and "%b %Y".
There is an is.numeric method which returns FALSE.
as.Date.yearmon and as.yearmon.yearqtr
each has an optional
second argument of "frac" which is a number between 0 and 1 inclusive
that indicates the fraction of the way through the period that the result
represents. The default is 0 which means the beginning of the period.
There is also a date method for as.yearmon usable with objects
created with package date.
Sys.yearmon() returns the current year/month and methods for
min, max and range are defined (by defining
a method for Summary).
A yearmon mean method is also defined.
Returns its argument converted to class yearmon.
Sys.setenv(TZ = "GMT")
x <- as.yearmon(2000 + seq(0, 23)/12)
x
as.yearmon("mar07", "%b%y")
as.yearmon("2007-03-01")
as.yearmon("2007-12")
# returned Date is the fraction of the way through
# the period given by frac (= 0 by default)
as.Date(x)
as.Date(x, frac = 1)
as.POSIXct(x)
# given a Date, x, return the Date of the next Friday
nextfri <- function(x) 7 * ceiling(as.numeric(x - 1)/7) + as.Date(1)
# given a Date, d, return the same Date in the following month
# Note that as.Date.yearmon gives first Date of the month.
d <- as.Date("2005-1-1") + seq(0,90,30)
next.month <- function(d) as.Date(as.yearmon(d) + 1/12) +
as.numeric(d - as.Date(as.yearmon(d)))
next.month(d)
# 3rd Friday in last month of the quarter of Date x
as.Date(as.yearmon(as.yearqtr(x)) + 2/12) + 14
suppressWarnings(RNGversion("3.5.0"))
set.seed(1)
z <- zoo(rnorm(24), x, frequency = 12)
z
as.ts(z)
## convert data fram to multivariate monthly "ts" series
## 1.read raw data
Lines.raw <- "ID Date Count
123 20 May 1999 1
123 21 May 1999 3
222 1 Feb 2000 2
222 3 Feb 2000 4
"
DF <- read.table(text = Lines.raw, skip = 1,
col.names = c("ID", "d", "b", "Y", "Count"))
## 2. fix raw date
DF$yearmon <- as.yearmon(paste(DF$b, DF$Y), "%b %Y")
## 3. aggregate counts over months, convert to zoo and merge over IDs
ag <- function(DF) aggregate(zoo(DF$Count), DF$yearmon, sum)
z <- do.call("merge.zoo", lapply(split(DF, DF$ID), ag))
## 4. convert to "zooreg" and then to "ts"
frequency(z) <- 12
as.ts(z)
xx <- zoo(seq_along(x), x)
## aggregating over year
as.year <- function(x) as.numeric(floor(as.yearmon(x)))
aggregate(xx, as.year, mean)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.