Ok, I'll try to explain my issue. I have a monthly series (CPI index) and I want to interpolate it using a specific lagged harmonized formula to get the corresponding daily series. The formula is the following CPI^=CPI(t-3)+(d-1)/D*(CPI(t-2)-CPI(t-3)) where
CPI^ is the CPI for the day we are calculating the reference CPI CPI(t-i) is the CPI for the month i months prior d is the day of the month for which we are calculating the reference CPI D is the number of days in the month we are calculating Then, the interpolation will give me 7 observations a week, but I need only the observations from Monday to Friday. Therefore, I will have also to discarde those estimates for Saturdays and Sundays. Hope you can help. Thanks. Marco Gabor Grothendieck wrote: > > You can remove missing values with: > > zm <- aggregate(cambio, as.yearmon, mean, na.rm = TRUE) > > Its not clear what your second question is asking. > -- View this message in context: http://www.nabble.com/From-daily-series-to-monthly-and-viceversa-tp23064454p23077695.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.
