expandWeekly: Generate Weekly Time Series
In tfMiscDevel: Time Frame Extensions (in Development)

Description Usage Arguments Details Value See Also

Generate weekly time series by expanding or extracting from a series of a different frequency.

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expandMtoW(x, fromStart=start(x), notreleased=NA, na=NA)
expandQtoW(x, fromStart, notreleased=NA, na=NA)
extractWeekly.daily(x, fromStart, day=5, notreleased=NA, na=NA)

`x`	a time series object.
`fromStart`	start date for the new series.
`notreleased`	value to be used for not yet released data.
`na`	value to be used for data points that will never be available.
`day`	extraction day to use converting daily to weekly data.

expandMtoW assigns monthly data into the last Friday of a month to give a weekly Friday series with na inserted where there is no data.

expandQtoW assigns quarterly data into the last Friday of a quarter to give a weekly Friday series with na inserted where there is no data.

extractWeekly.daily extracts data from day of the week, 1=Monday, default 5=Friday to give a weekly series with na inserted where there is no data.

notreleased is for values which will eventually be available. Values of notreleased = -7000, na = -99999 are used in some programs

a weekly time series object.

as.quarterly

tfMiscDevel documentation built on May 2, 2019, 4:46 p.m.