i have an xts object
It's a daily time series.
With endpoints(prices, 'months') i can have the position of the start and the end of every months
What i want is an xts object where every data is the sum of the daily data in every month
Which is the most efficient way to do this?
Related
i have a WEEKLY dataset that start on 1986.01.03 and end on 2022-10-07.
The problem is when I forecast the time series with Arima +garch, because the date in T0 is wrong, i.e. 1975 enter image description here.
The function that I used to convert the dataset into time series is here, but I think that the problem is here, since it doesn't take on the right date.
FutureWeekly= ts(WeeklyFuture$FutureWeekly, start= c(1986,1), end = c(2022,10), frequency = 52)
does anyone know how to convert a weekly dataset to time series other than this?
There are the first rows of my dataset and then I have to transform that into returns (diff(log(FutureWeekly) to do the ARMA+GARCH
enter image description here
Try this:
futures<-c(WeeklyFuture$FutureWeekly) #convert to vector
FutureWeekly= ts(futures, start= c(1986,1,10), end = c(1986,3,7), frequency = 52) #add day of week ending on
One of the things ts() demands is a vector of values. I think it might also be easier for ts() to convert the data if it was able to see the 7-day increments.
Assuming you have full un-broken weekly data for the entire period, I think these two things will solve the problem.
I have a dataset with 3 variables:
the first is date (example"01/01/2019" )
the second is hour (example:"01:00"), and
the third is a numeric.
I want to construct an object ts, but I don't know how I can do this.The first and second variables are characters.
I want an hour time series
I have a multivariate xts object containing daily time series for different marketing channels (about 4 years worth), and want to aggregate this into weekly data starting on Sunday.
I know I can use the following to get aggregate by weekly
sp_weekly_input <-apply.weekly(sp_xts, function(x){ c(ppc= sum(x$ppc_brand),
tv= sum(x$tv),
radio= sum(x$radio),
display= sum(x$display),
social= sum(x$social))})
But this will default to a Monday start, how can I override this and get a new multivariate xts for weekly channel spends starting on Sundays?
When converting a daily XTS object in R to weekly using to.weekly() function, The weekly XTS object has week-endings on "Sunday". How is it possible to set the week-endings to be on "Saturday" instead?
I am trying to merge a daily XTS object (indexed by POSIXCT, format = "%d/%m/%Y") with an intraday XTS object (indexed by POSIXCT, format = "%d/%m/%Y %H:%M").
The intra day object doesn't have a midnight (00:00) index, but by default the merge creates one and adds the daily variable to that observation.
How can I merge the daily into the intraday, but merge to the nearest index, so I do not create a bunch of 00:00 observations in my data?
Not sure if its the best solution, but I ended up filtering out any indexes that matched in both data
x <- x[!(index(x) %in% index(y))]