[R] Error in extracting monthly observation from a daily time series data

From: Megh Dal <megh700004_at_yahoo.com>
Date: Mon, 10 Mar 2008 01:10:01 -0700 (PDT)


Hi all,    

  Suppose I have following dataset :    

  library(zoo)
  SD = 1
date1 = seq(as.Date("01/01/90", format = "%m/%d/%y"), as.Date("12/31/08", format = "%m/%d/%y"), by = 1) len1 = length(date1); data1 = zoo(matrix(rnorm(len1, mean=0, sd=SD*0.5), nrow = len1), date1)

  Now I want to extract monthly observation.    

  obs = split(as.data.frame(data1), format(index(data1), "%y%m"))

  However surprisingly order of the observation has been changed :
> head(obs, 1)

$`0001`

                 data1
2000-01-01 -0.11638271
2000-01-02 -0.69384682
2000-01-03 -1.20472671
2000-01-04 -0.29262033
2000-01-05 -0.49685794
2000-01-06  0.27514305
2000-01-07 -0.34568013
2000-01-08  0.46075677
2000-01-09 -1.37813508
2000-01-10  0.04960789
2000-01-11  0.42585954
2000-01-12 -0.12685112
2000-01-13  0.24664998
2000-01-14  0.41344957
2000-01-15  0.68487436
2000-01-16 -0.67718350
2000-01-17 -0.39434446
2000-01-18 -0.21775954
2000-01-19  0.10819901
2000-01-20  0.17013283
2000-01-21 -0.49088991
2000-01-22  0.69400376
2000-01-23  0.16209050
2000-01-24  0.03103822
2000-01-25 -0.27605458
2000-01-26  0.01629620
2000-01-27  0.61727694
2000-01-28 -0.55922333
2000-01-29  0.01503502

2000-01-30 0.77450595
2000-01-31 0.11679859

> tail(obs, 1)

$`9912`

                  data1
1999-12-01  0.249002645
1999-12-02 -0.281302740
1999-12-03  0.672597155
1999-12-04  0.486135990
1999-12-05  0.402131711
1999-12-06 -0.754141509
1999-12-07 -0.233711029
1999-12-08 -0.064699202
1999-12-09  0.399164668
1999-12-10 -0.199112521
1999-12-11 -0.422189671
1999-12-12 -0.364795664
1999-12-13  0.175806461
1999-12-14  1.273859234
1999-12-15  0.366671124
1999-12-16 -0.339057003
1999-12-17  0.073700906
1999-12-18  0.009310303
1999-12-19 -0.156223136
1999-12-20  0.177122831
1999-12-21 -0.429045076
1999-12-22  0.207632845
1999-12-23  0.765920096
1999-12-24  0.605439902
1999-12-25 -0.294758511
1999-12-26 -0.481038222
1999-12-27 -0.200035965
1999-12-28 -0.177786043
1999-12-29  0.205357694

1999-12-30 -0.528382812
1999-12-31 -0.398879255

  If you compare this with my actual data then it will be clear :    

> head(data1, 5)
                      

1990-01-01 -0.59800528
1990-01-02  0.84037877
1990-01-03  0.02663068
1990-01-04 -1.38561111
1990-01-05 -0.18783481

  How I can sort 'obs' in proper way? Precisely I want to see 'obs' starts from 1990 only    

  Your help will be highly appreciated.        


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