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

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Mon, 10 Mar 2008 07:29:33 -0400

names(obs) shows the result has been sorted so use %Y instead of %y in the format statement in the split so that "2000" > "1999"; otherwise, "99" > "00".

On Mon, Mar 10, 2008 at 4:10 AM, Megh Dal <megh700004_at_yahoo.com> wrote:
> 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.
>
>
> ---------------------------------
>
> [[alternative HTML version deleted]]
>
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 10 Mar 2008 - 11:34:03 GMT

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