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\name{monthly}
\alias{monthly}
\alias{countMonthlyRecords}
\alias{rollMonthlyWindows}
\alias{rollMonthlySeries}
\title{Special monthly series}
\description{
Functions and methods dealing with special monthly
\code{"timeSeries"} objects.
}
\usage{
rollMonthlyWindows(x, period = "12m", by = "1m")
rollMonthlySeries(x, period = "12m", by = "1m", FUN, \dots)
countMonthlyRecords(x)
}
\arguments{
\item{x}{
a \code{"timeSeries"} object.
}
\item{period,by}{
character strings specifying the rollling period composed by the
length of the period and its unit. Examples: \code{"3m"},
\code{"6m"}, \code{"12m"}, and \code{"24m"} represent quarterly,
semi-annual, annual and bi-annual shifts, respectively. It is the
responsibility of the user to determine proper start of the series.
}
\item{FUN}{
the function for the statistic to be applied. For example,
\code{colMean} in the case of aggregation.
}
\item{\dots}{
arguments passed to the function \code{FUN}.
}
}
\details{
\code{rollMonthlySeries} computes the statistics defined by the
function \code{FUN} over rolling windows, internally computed by the
function \code{rollMonthlyWindows}. Note, the periods may be
overlapping, may be dense, or even may have gaps.
\code{countMonthlyRecords} computes a \code{"timeSeries"} that holds
the number of records for each month, see examples. The dates are set
to the end of the month.
\code{rollMonthlyWindows} computes start and end dates for rolling
time windows. Argument \code{period} specifies the length of the
periods over which \code{FUN} is applied, while \code{by} gives the
amount by which the window is shifted. Non-overlapping windows
correspond to \code{by >= period}.
}
\value{
for \code{countMonthlyRecords} and \code{rollMonthlySeries},
a \code{"timeSeries"} object.
for \code{rollMonthlyWindows}, a list with attribute \code{"control"} keeping
the \code{start} and \code{end} dates of the series.
The components of the list are:
\item{from}{an object from class \code{"timeDate"}.}
\item{to}{an object from class \code{"timeDate"}.}
}
\seealso{
\code{\link{isMonthly}},
\code{\link{isRegular}}
}
\examples{
## load Microsoft daily dataset
x <- MSFT
## count monthly records
head(x) # 3 obs. for Sep 2000
counts <- countMonthlyRecords(x)
counts
## diy computation of the counts
diy <- rollMonthlySeries(x[ , 1], period = "1m", by = "1m", FUN = NROW)
## difference is only in some attributes (e.g. column names)
all.equal(diy, counts)
## quaterly non-overlapping time periods
windows <- rollMonthlyWindows(counts[-1, ], period = "3m", by = "3m")
windows
## nicely print results as a data.frame, each row is a time window
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)
}
\keyword{chron}
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