calendar-periods: Rolling periods

In timeDate: Rmetrics - Chronological and Calendar Objects

Rolling periods

Description

Returns start and end dates for rolling periods.

Usage

periods(x, period = "12m", by = "1m", offset = "0d")
periodicallyRolling(x, period = "52w", by = "4w", offset = "0d")
monthlyRolling(x, period = "12m", by = "1m")

Arguments

x	an object of class timeDate.
period	a span string, consisting of a length integer and a unit value, e.g. "52w" for 52 weeks.
by	a span string, consisting of a length integer and a unit value, e.g. "4w" for 4 weeks.
offset	a span string, consisting of a length integer and a unit value, e.g. "0d" for no offset.

Details

Periodically Rolling - Allowed unit values are "m" for 4 weeks, "w" for weeks, "d" for days, "H" for hours, "M" for minutes, and "S" for seconds.

Monthly Calendar Rolling - The only allowed allowed unit value is "m" for monthly periods. Express a quarterly period by "3m", a semester by "6m", a year by "12m" etc.

Examples

## create time sequence
x <- timeSequence(from = "2001-01-01", to = "2009-01-01", by = "day")

## generate periods
periods(x, "12m", "1m")
periods(x, "52w", "4w")

## roll periodically
periodicallyRolling(x)

## roll monthly
monthlyRolling(x)

timeDate documentation built on Sept. 22, 2024, 5:07 p.m.