R: Change Frequencies

frequency.convert {fts} | R Documentation

## Change Frequencies

### Description

convert a time series from a higher frequency to a lower frequency or from an irregular frequency to a regular frequency

### Usage

    to.weekly(x)
    to.monthly(x)
    to.quarterly(x)
    to.day.of.week(x,day.of.week,beginning.of.period=TRUE)

### Arguments

`x` | An Fts object.
`day.of.week` | a numerical value indicating the day of week following POSIXlt conventions.
`beginning.of.period` | whether to shift the sampling dates to the beginning of period dates.

### Value

an Fts object

### Author(s)

Whit Armstrong

### Examples

    x <- fts(index=seq(from=Sys.Date(),by="days",length.out=500),data=1:500)

    to.weekly(x)
    to.monthly(x)
    to.quarterly(x)

[Package fts version 0.9.9.2 Index]