frequency.convert: Change Frequencies

In armstrtw/fts: R interface to tslib (a time series library in c++)

Description

convert a time series from a higher frequency to a lower frequency or from an irregular frequency to a regular frequency

Usage

to.weekly(x)
to.monthly(x)
to.quarterly(x)
to.day.of.week(x,day.of.week,beginning.of.period=TRUE)

Arguments

x	An Fts object.
day.of.week	a numerical value indicating the day of week following POSIXlt conventions.
beginning.of.period	whether to shift the sampling dates to the beginning of period dates.

Value

an Fts object

Author(s)

Whit Armstrong

Examples

x <- fts(index=seq(from=Sys.Date(),by="days",length.out=500),data=1:500)

to.weekly(x)
to.monthly(x)
to.quarterly(x)

armstrtw/fts documentation built on May 10, 2019, 1:42 p.m.