Its not clear what it means for the sum of the weeks in a month to equal the month since the weeks don't evenly divide a month but if we apportion them pro rata then here is a possibility.
We create the input monthly series z and then produce a series of Date class days d covering the period. Merging the input and d leaves a series with the input values at the first of the month and NAs on each other day. We use ave to distribute that first value among all days of the month and then defining weeks to end in Friday (or the last day of the input even if its not Friday) we use the nextfri function given in the zoo vignette and aggregate over the days in each week. library(zoo) # input z <- zoo(1:12, as.yearmon(2000) + 0:11/12) tt <- time(z) # calculate sequence of Dates rng <- c(as.Date(tt[1]), as.Date(tt[length(z)], frac = 1)) d <- seq(rng[1], rng[2], by = "day") # place input into 1st of each month with NAs for other days m <- merge(aggregate(z, as.Date, force), zoo(, d)) # distribute 1st of month across entire month m0 <- ave(m, as.yearmon(time(m)), FUN = function(x) x[1]/length(x)) # calculate the next fri for each day # This one line function can be found in the zoo-quickref vignette. nextfri <- function(x) 7 * ceiling(as.numeric(x - 5 + 4)/7) + as.Date(5 - 4) w <- pmin(nextfri(time(m0)), rng[2]) # sum all days in each week aggregate(m0, w, sum) On Sun, Mar 29, 2009 at 9:28 AM, Pele <drdi...@yahoo.com> wrote: > > Hi R users, > > I have a time series variable that is only available at a monthly level for > 1 years that I need to decompose to a weekly time series level - can > anyone recommend a R function that I can use to decompose this series? > > eg. if month1 = 1200 I would to decompose so that the sum of the weeks for > month1 equals 1200, etc.. > > Many thanks in advance for any help. > -- > View this message in context: > http://www.nabble.com/Data-decomposition-tp22767614p22767614.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
