Re: [R] Calculating quarterly statistics for time series object

2008-06-29 Thread Gabor Grothendieck
See ?aggregate.zoo, ?as.yearqtr and vignette("zoo-quickref") and the other zoo vignettes. library(zoo) SD <- 1 date1 <- seq(as.Date("2001-01-01"), as.Date("2002-12-1"), by = "day") len1 <- length(date1) set.seed(1) # to make it reproducible data1 <- zoo(rnorm(len1), date1) plot(data1) # quarterl

[R] Calculating quarterly statistics for time series object

2008-06-29 Thread Megh Dal
I have time series observation on daily frequencies : library(zoo) SD=1 date1 = seq(as.Date("01/01/01", format = "%m/%d/%y"), as.Date("12/31/02", format = "%m/%d/%y"), by = 1) len1 = length(date1); data1 = zoo(matrix(rnorm(len1, mean=0, sd=SD*0.5), nrow = len1),  date1) plot(data1) Now I want