monthly {fSeries} | R Documentation |
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. |
countMonthlyRecords(x) isMonthly(x) rollMonthlyWindows(x, period = "12m", by = "1m") rollMonthlySeries(x, period = "12m", by = "1m", FUN, ...)
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. |
NA
Diethelm Wuertz for the Rmetrics R-port.
## 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)