monthly {fSeries}R Documentation

Special Monthly Series

Description

A collection and description of functions and methods dealing with special monthly 'timeSeries' objects.

countMonthlyRecords Returns a series with monthly counts of records,
isMonthly Decides if the series consists of monthly records,
rollMonthlyWindows Returns start and end dates for rolling time windows,
rollMonthlySeries Rolls monthly a 'timeSeries' on a given period.

Usage

   
countMonthlyRecords(x)
isMonthly(x)

rollMonthlyWindows(x, period = "12m", by = "1m") 
rollMonthlySeries(x, period = "12m", by = "1m", FUN, ...)

Arguments

by a character string specifying the rolling shift composed by the length of the shift and its unit, e.g. "3m" represents quarterly shifts.
FUN the function to be applied.
[applySeries] -
a function to use for aggregation, by default colAvgs.
period [rollMonthlySeries] -
a character string specifying the rollling period composed by the length of the period and its unit, e.g. "12m" represents one year.
x an object of class timeSeries.
... arguments passed to other methods.

Value

NA

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## data - 
   # Microsoft Daily Data Set:
   x = as.timeSeries(data(msft.dat))
   countMonthlyRecords(x)
   isMonthly(x)
   
## data -   
   # EDHEC Hedge Funds Monthly Data Set
   x = as.timeSeries(data(edhec.tS))
   isMonthly(x)   

[Package fSeries version 260.73 Index]