Description Usage Arguments Details Value See Also Examples

Aggregate time series using a rolling window.

1 | ```
rollAggregate(x, FUN=sum, na.rm=FALSE, aggPeriods=4, ...)
``` |

`x` |
a time series object. |

`FUN` |
the function to use for aggregating. |

`na.rm` |
Logical indicating if |

`aggPeriods` |
the number of observations to use in the rolling window. |

`...` |
additional arguments passed to |

Functions `rollAggregate`

uses apply with `FUN`

on a rolling
window set by `aggPeriods`

.
Partial windows may result in `NA`

,
depending on `FUN`

. `NA`

in the beginning or end are
dropped if `na.rm=TRUE`

.
The frequency of the resulting series remains the same as the original, but
the result will be `aggPeriods`

shorter (i.e. have NAs).
The default will be a four period moving sum (which roughly converts weekly
data to something approximating monthly, but at a weekly frequency).

time series

`as.annually`

,
`as.quarterly`

,
`as.weekly`

,
`apply`

1 2 3 4 5 6 7 8 9 10 11 | ```
rollAggregate(ts(1:20, start = c(1999,1), frequency=1))
rollAggregate(ts(1:20, start = c(1999,1), frequency=12), aggPeriods=3)
if(require("zoo")) {
z <- zoo(rnorm(100), order.by = Sys.Date() + 1:100)
rollAggregate(as.weekly(z), aggPeriods=4, FUN=mean)
require("tfplot")
tfplot(as.weekly(z),rollAggregate(as.weekly(z), aggPeriods=4,
FUN=mean, na.rm=TRUE))
tfplot(z,rollAggregate(z, aggPeriods=28, FUN=mean))
}
``` |

```
Loading required package: tframe
Time Series:
Start = 1999
End = 2018
Frequency = 1
Series 1
[1,] NA
[2,] NA
[3,] NA
[4,] 10
[5,] 14
[6,] 18
[7,] 22
[8,] 26
[9,] 30
[10,] 34
[11,] 38
[12,] 42
[13,] 46
[14,] 50
[15,] 54
[16,] 58
[17,] 62
[18,] 66
[19,] 70
[20,] 74
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1999 NA NA 6 9 12 15 18 21 24 27 30 33
2000 36 39 42 45 48 51 54 57
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Loading required package: tfplot
```

tframePlus documentation built on May 29, 2017, 9:18 p.m.

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