yearmon                 package:zoo                 R Documentation

_A_n _I_n_d_e_x _C_l_a_s_s _f_o_r _M_o_n_t_h_l_y _D_a_t_a

_D_e_s_c_r_i_p_t_i_o_n:

     '"yearmon"' is a class for representing monthly data.

_U_s_a_g_e:

     yearmon(x)

_A_r_g_u_m_e_n_t_s:

       x: numeric (interpreted as being "in years").

_D_e_t_a_i_l_s:

     The yearmon class is used to represent monthly data. Internally it
     holds the data as year plus 0 for January, 1/12 for February, 2/12
     for March and so on in order that its internal representation is
     the same as  'ts' class with 'frequency = 12'. If 'x' is not in
     this format it is rounded via 'floor(12*x + .0001)/12'.

     There are coercion methods available for various classes
     including: default coercion to '"yearmon"' (which coerces to
     '"numeric"' first) and coercion from '"yearmon"' to '"Date"' (see
     below),  '"POSIXct"', '"POSIXlt"', '"numeric"', '"character"'.  In
     the case of 'as.yearmon.character' the 'format' argument is the
     same as for '"Date"'.   One can specify a year and month with no
     day.  

     'as.Date.yearmon' and 'as.yearmon.yearqtr' both have an optional
     second argument of '"frac"' which is a number between 0 and 1
     inclusive that indicates the fraction of the way through the
     period that the result represents.  The default is 0 which means
     the beginning of the period.

_V_a_l_u_e:

     Returns its argument converted to class 'yearmon'.

_S_e_e _A_l_s_o:

     'yearqtr', 'zoo', 'zooreg', 'ts'

_E_x_a_m_p_l_e_s:

     x <- yearmon(2000 + seq(0, 23)/12)
     x

     as.yearmon("mar07", "%b%y")
     as.yearmon("2007-03-01")
     as.yearmon("2007-12")

     # returned Date is the fraction of the way through
     # the period given by frac (= 0 by default)
     as.Date(x)
     as.Date(x, frac = 1)
     as.POSIXct(x)

     # given a Date, x, return the Date of the next Friday
     nextfri <- function(x) 7 * ceiling(as.numeric(x - 1)/7) + as.Date(1)

     # 3rd Friday in last month of the quarter of Date x
     as.Date(as.yearmon(as.yearqtr(x)) + 2/12) + 14

     z <- zoo(rnorm(24), x, frequency = 12)
     z
     as.ts(z)

     ## convert data fram to multivariate monthly "ts" series
     ## 1.read raw data
     Lines.raw <- "ID Date Count
     123 20 May 1999 1
     123 21 May 1999 3
     222 1 Feb 2000 2
     222 3 Feb 2000 4
     "
     DF <- read.table(textConnection(Lines.raw), skip = 1,
      col.names = c("ID", "d", "b", "Y", "Count"))
     ## 2. fix raw date
     DF$yearmon <- as.yearmon(paste(DF$b, DF$Y), "%b %Y")
     ## 3. aggregate counts over months, convert to zoo and merge over IDs
     ag <- function(DF) aggregate(zoo(DF$Count), DF$yearmon, sum)
     z <- do.call("merge.zoo", lapply(split(DF, DF$ID), ag))
     ## 4. convert to "zooreg" and then to "ts"
     frequency(z) <- 12
     as.ts(z)

