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.
>>
>>
>
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