monthly {timeSeries}R Documentation

Special Monthly Series

Description

Functions and methods dealing with special monthly 'timeSeries' objects.

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

Usage

   
countMonthlyRecords(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

Examples

## Load Microsoft Daily Data Set:
   data(MSFT) 
   
## Count Monthly Records -
   MSFT.CTS <- countMonthlyRecords(MSFT)
   MSFT.CTS
[Package timeSeries version 2110.87 Index]