Converting zoo time series from daily to monthly means

0
votes

I have created a time series using zoo. It has daily values for a long period of time (40 years). I can easily plot it, but what I want is to create a time series with monthly (mean) values from this original time series and then plot it as monthly values.

I thought the package lubridate could be a good option for this and maybe there is an easy way but I don't see how. I'm a beginner in R. Has somebody a tip here?

2
rtime-serieszoolubridate

2 Answers

1
votes

You can use apply.monthly() from the xts package.

library(xts)
data(sample_matrix)
x <- as.xts(sample_matrix, dateFormat = "Date")
(m <- apply.monthly(x, mean))
#                Open     High      Low    Close
# 2007-01-31 50.21140 50.31528 50.12072 50.22791
# 2007-02-28 50.78427 50.88091 50.69639 50.79533
# 2007-03-31 49.53185 49.61232 49.40435 49.48246
# 2007-04-30 49.62687 49.71287 49.53189 49.62978
# 2007-05-31 48.31942 48.41694 48.18960 48.26699
# 2007-06-30 47.47717 47.57592 47.38255 47.46899

You might also want to convert your index from Date to yearmon, which you can do like this:

index(m) <- as.yearmon(index(m))
m
#              Open     High      Low    Close
# Jan 2007 50.21140 50.31528 50.12072 50.22791
# Feb 2007 50.78427 50.88091 50.69639 50.79533
# Mar 2007 49.53185 49.61232 49.40435 49.48246
# Apr 2007 49.62687 49.71287 49.53189 49.62978
# May 2007 48.31942 48.41694 48.18960 48.26699
# Jun 2007 47.47717 47.57592 47.38255 47.46899
0
votes

You can use aggregate.zoo as shown in the examples:

x2a <- aggregate(x, as.Date(as.yearmon(time(x))), mean)

if you want to stick to zoo.