Description Usage Arguments Details Value Examples

Functions and methods dealing with special monthly 'timeSeries' objects.

1 2 3 4 5 | ```
countMonthlyRecords(x)
rollMonthlyWindows(x, period = "12m", by = "1m")
rollMonthlySeries(x, period = "12m", by = "1m", FUN, ...)
``` |

`x` |
a 'timeSeries' object. |

`period` |
a character string specifying the rollling period composed by
the length of the period and its unit. As examples: |

`by` |
a character string specifying the rolling shift composed by
the length of the shift and its unit. As examples: |

`FUN` |
the function for the statistic to be applied. For example
in the case of aggregation use |

`...` |
arguments passed to the function |

The function `countMonthlyRecords`

computes a 'timeSeries'
that holds the number of monthly counts of the records.

The function `rollMonthlyWindows`

computes start and end
dates for rolling time windows.

The function `rollMonthlySeries`

computes a static over
rolling periods defined by the function `rollMonthlyWindows`

.

The function `countMonthlyRecords`

returns a 'timeSeries'
object.

The function `rollMonthlyWindows`

returns a list with two
named 'tomeDate' entries: `$from`

and `to`

. An attribute
`"control"`

is added which keeps the `start`

and
`end`

dates of the series.

The function `rollMonthlySeries`

computes the statistics
defined by the function `FUN`

over a rolling window
internally computed by the function `rollMonthlyWindows`

.
Note, the periods may be overlapping, may be dense, or even
may have gaps.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
## Load Microsoft Daily Data Set:
x <- MSFT
## Count Monthly Records -
counts <- countMonthlyRecords(x)
counts
## Quaterly Non-Overlapping Time Periods -
windows <- rollMonthlyWindows(counts[-1, ], period = "3m", by = "3m")
windows
## Nicely Reprint Results as a data.frame -
data.frame(cbind(FROM=format(windows$from), TO=format(windows$to)))
## Compute the average number of monthly trading days per quarter -
rollMonthlySeries(counts[-1, ], period = "3m", by = "3m", FUN=mean)
``` |

timeSeries documentation built on Nov. 17, 2017, 2:23 p.m.

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