frequency.convert {fts} | R Documentation |
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)