R/m_to_q.R

In tstools: A Time Series Toolbox for Official Statistics

#' Turn monthly series with regular NAs to quarter
#'
#' Monthly series with NAs in non-quarter months are turned to quarterly series.
#' Series without NAs are just returned.
#'
#' @param series an object of class ts with monthly frequency
#' @importFrom stats start
#'
#' @export
m_to_q <- function(series) {
  stopifnot(frequency(series) == 12)
  if (!any(is.na(series))) {
    return(series)
  }
  period <- start(series)[2]
  q_start <- c(start(series)[1], rep(1:4, each = 3)[period])
  no_nas <- na.omit(as.numeric(series))
  ts(no_nas, start = q_start, frequency = 4)
}