timeSeries (version 280.75)

aggregate-methods: timeSeries Class, Functions and Methods

Description

Aggregates a 'timeSeries' Object.

Usage

## S3 method for class 'timeSeries':
aggregate(x, by, FUN, \dots)

Arguments

by

[aggregate] - a character string denoting the aggregation period

FUN

the function to be applied.

x

an object of class timeSeries.

...

arguments passed to other methods.

Value

• returns an aggregated S4 object of class timeSeries.

Examples

## data -
   x <- as.timeSeries(data(msft.dat))

## aggregate by weeks
   by <- timeSequence(from = start(x),  to = end(x), by = "week")
   aggregate(x, by, mean)


## aggregate to last Friday of month -
   by <- unique(timeLastNdayInMonth(time(x), 5))
   aggregate(x, by, mean)   


## aggregate to last day of quarter -
   by <- unique(timeLastDayInQuarter(time(x)))
   aggregate(x, by, mean)