Hi
I am trying to use split() to split a xts data set into weeks, but the
result seems not right.
original data is as following:
> head(xec)
Open High Low Close mean
2011-02-28 112.34 113.34 111.96 112.87 112.6275
2011-03-01 112.89 113.71 112.75 112.80 113.0375
2011-03-02 112.75 113.56 112.50 113.54 113.0875
2011-03-03 113.50 115.08 113.10 115.05 114.1825
2011-03-04 115.16 115.97 114.85 115.06 115.2600
2011-03-07 115.21 115.26 114.55 114.85 114.9675
...
and I did the split() as following
> head(split(x=xec,f="weeks"))
[[1]]
Open High Low Close mean
2011-02-28 112.34 113.34 111.96 112.87 112.6275
[[2]]
Open High Low Close mean
2011-03-01 112.89 113.71 112.75 112.80 113.0375
2011-03-02 112.75 113.56 112.50 113.54 113.0875
2011-03-03 113.50 115.08 113.10 115.05 114.1825
2011-03-04 115.16 115.97 114.85 115.06 115.2600
2011-03-07 115.21 115.26 114.55 114.85 114.9675
...
the "2011-02-28" is the Monday but not being grouped with the other
days in that week,
which makes the second groups begin from Tuesday ("2011-03-01").
I want it to be as following
[[1]]
Open High Low Close mean
2011-02-28 112.34 113.34 111.96 112.87 112.6275
2011-03-01 112.89 113.71 112.75 112.80 113.0375
2011-03-02 112.75 113.56 112.50 113.54 113.0875
2011-03-03 113.50 115.08 113.10 115.05 114.1825
2011-03-04 115.16 115.97 114.85 115.06 115.2600
[[2]]
Open High Low Close mean
2011-03-07 115.21 115.26 114.55 114.85 114.9675
...
Could anyone please give some advice?
Thanks in advance.
Seimizu Joukan
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