or put differently, I want to change the data frequency of the time series to monthly
thanks On 6/17/12, stef salvez <loggy...@googlemail.com> wrote: > you are right Jeff and sorry for this > > I will try to explain what I want. > > I have the following dataset > > dat <- data.frame("country" = c(rep(1,4)), > "date" = c("23/11/08","28/12/08","25/01/09","22/02/09"), > "price" = c(2,3,4,5)) > > Normally, prices are observed every 4 weeks (28 days). Each > observation that it is published is a 4-week average. In some cases, > though, I have jumps (35 days-see from "23/11/08" to "28/12/08"). So > some prices that are published are 5-week average > > I want to interpolate the 4-week average prices to monthly prices > so as to have > > dat <- data.frame("country" = c(rep(1,4)), > "date" = c("11/08","12/08","01/09","02/09"), > "price" = c(3,2,1,4)) > > where the "new" "price" = c(3,2,1,4) will contain the interpolated > prices. So by starting what I have , that is, - "price" = c(2,3,4,5)) > -I want to calculate monthly average prices via interpolation. > > I hope to have been more explicit. > > thank you and apologies for one more time, > > > > > > On 6/17/12, Jeff Newmiller <jdnew...@dcn.davis.ca.us> wrote: >> stop repeating yourself. and stop asking us to do your work. >> >> Try reading the posting guide. Give us an example of the output you DO >> want. >> Show us the code you already have. Use the dput function to give us >> example >> data to work with. Learn to use the str function so you know what data >> you >> are really working with. Ask specific questions. >> --------------------------------------------------------------------------- >> Jeff Newmiller The ..... ..... Go >> Live... >> DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live >> Go... >> Live: OO#.. Dead: OO#.. Playing >> Research Engineer (Solar/Batteries O.O#. #.O#. with >> /Software/Embedded Controllers) .OO#. .OO#. >> rocks...1k >> --------------------------------------------------------------------------- >> >> Sent from my phone. Please excuse my brevity. >> >> >> >> stef salvez <loggy...@googlemail.com> wrote: >> >>>Dear R users, >>>I have a panel data set (in MS excel) on prices across countries and >>>time >>> >>>country time price >>> 1 "23/11/08" 2 >>>1 "28/12/08" 3 >>>1 "25/01/09" 4 >>>1 "22/02/09" 5 >>>1 "29/03/09" 6 >>>1 "26/04/09" 32 >>>1 "24/05/09" 23 >>>1 "28/06/09" 32 >>>2 "26/10/08" 45 >>>2 "23/11/08" 46 >>>2 "21/12/08" 90 >>>2 "18/01/09" 54 >>>2 "15/02/09" 65 >>>2 "16/03/09" 77 >>>2 "12/04/09" 7 >>>2 "10/05/09" 6 >>> >>> >>>As you can see, >>> >>>1)the start and end date of the time series for countries 1 and 2 are >>>different. For example, for country 1 the time series begins on >>>"23/11/08" while for country 2 the time series begins on "26-10-2008”. >>> >>>2)My data on prices are available every 28 days (or equivalently every >>>4 >>>weeks). So, each observation is a 4-week average. But in some cases I >>>have jumps (35 days or 29 days instead of >>>28 days). For example from the above table we have such jumps: from >>>"28/12/08" to "28/12/08" , from 22/02/09" to "29/03/09", etc >>> >>>My goal is to have a unified sequence of dates across countries. >>>Otherwise I will not be able to do further data/econometric analysis, >>>Unless you have different suggestion, I want to take what I have and >>>calculate monthly average prices and also report how many prices those >>>averages are based on. I suppose that I will still have gaps and may >>>well need to interpolate. >>> >>>Put differently, I want to interpolate the 4-week average prices to >>>monthly average prices. >>>The problem is also the jumps where I have 5 weeks in some cases and I >>>want to find the monthly average of it. >>> I do not want something like >>> >>> country yearmon avg.price freq >>>1 1 Nov 2008 2 1 >>>2 1 Dec 2008 3 1 >>>3 1 Jan 2009 4 1 >>>4 1 Feb 2009 5 1 >>>5 1 Mar 2009 6 1 >>>6 1 Apr 2009 32 1 >>>7 1 May 2009 23 1 >>>8 1 Jun 2009 32 1 >>>9 2 Oct 2008 45 1 >>>10 2 Nov 2008 46 1 >>>11 2 Dec 2008 90 1 >>>12 2 Jan 2009 54 1 >>>13 2 Feb 2009 65 1 >>>14 2 Mar 2009 77 1 >>>15 2 Apr 2009 7 1 >>>16 2 May 2009 6 1 >>> >>> >>>Please, I would be grateful to you if you could provide the exact code >>>for doing this >>> >>>thank you >>> >>>______________________________________________ >>>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.