periods {timeDate}R Documentation

Rolling periods

Description

Returns start and end dates for a rolling periods

Usage

periods(x, period = "12m", by = "1m", offset = "0d")
periodicallyRolling(x, period = "52w", by = "4w", offset = "0d")
monthlyRolling(x, period = "12m", by = "1m")

Arguments

x an object of class timeDate.
period a span string, consisting of a length integer and a unit value, e.g. "52w" for 52 weeks.
by a span string, consisting of a length integer and a unit value, e.g. "4w" for 4 weeks.
offset a span string, consisting of a length integer and a unit value, e.g. "0d" for no offset.

Details

Periodically Rolling - Allowed unit values are "m" for 4 weeks, "w" for weeks, "d" for days, "H" for hours, "M" for minutes, and "S" for seconds.

Monthly Calendar Rolling - The only allowed allowed unit value is "m" for monthly periods. Express a quarterly period by "3m", a semester by "6m", a year by "12m" etc.

Examples

## Create Time Sequence - 
   x <- timeSequence(from = "2001-01-01", to = "2009-01-01", by = "day") 

## Generate Periods - 
   periods(x, "12m", "1m")
   periods(x, "52w", "4w")

## Roll Periodically -  
   periodicallyRolling(x)
   
## Roll Monthly -  
   monthlyRolling(x)
[Package timeDate version 2110.87 Index]