CODEWITHSUNDEEP
rtime-seriesxtszoo
Lorenzo Rigamonti
Lorenzo Rigamonti

Reputation: 1775

From daily time series to weekly time series in R xts object

I'm using the zoo and xts package for analysing financial data. ts package is not very suitable since financial series have weekend with no data available.

I read about the apply function availbale in the xts package

apply.daily(x, FUN, ...)
apply.weekly(x, FUN, ...)
apply.monthly(x, FUN, ...)
apply.quarterly(x, FUN, ...)
apply.yearly(x, FUN, ...)

this apply function over calendar periods and thought that something like that will work in order to get the end of week value but it seems not to work.

apply.weekly(x, tail)

Upvotes: 3

Views: 3949

Answers (1)

Joshua Ulrich
Joshua Ulrich

Reputation: 176728

apply.weekly(x, tail) doesn't work because tail returns the last 6 observations by default. Use apply.weekly(x, tail, 1) instead.

Upvotes: 2

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