[R] Converting monthly data to quarterly data

Denise Xifara dionysia-kiara.xifaras at st-hildas.ox.ac.uk
Mon Aug 18 14:19:59 CEST 2008

Dear R users,

I have a dataframe where column is has countries, column 2 is dates
(monthly) for each countrly, the next 10 columns are my factors where I have
measurements for each country and  for each date.  I have attached a sample
of the data in csv format with the data for 3 countries.

I would like to convert my monthly data into quarterly data, finding the
mean over 3 month periods for factors a-i, and the sum for factor j.  My
problem is that not all countries have starting date at the beginning of a
quarter for a particular year, ie some countries start in May or September,
and also some countries have one extra month, some have two extra months so
there's no way of deleting some rows with a simple command (I want to get
rid of all extra data that does not fall into the quarters for each
country), since the amount of data to get rid of for each country varies.

I tried for example:
denise[,2]<- as.Date(denise$date, "%Y-%m-%d")

This finds the mean every 3 rows but this doesnt consider the data quarterly
in a calendar sense.  ie if the data starts in november, it doesnt discard
the data for november, december and start calculating the means from january
onwards, until the month where the last quarter finishes, discarding any
extra month, or two months at the end.

I tried converting my data frame/matrix to a time series but the dates are
not kept.  I got:

Warning message:
In data.matrix(data) : class information lost from one or more columns

and column 2 has become a list of numbers rather than dates.

I tried:

> library(fCalendar)
> den.tseries<-as.timeSeries(denise)
Warning messages:
1: In .whichFormat(charvec, ...) : Could not determine time(date) format
2: In .whichFormat(charvec, ...) : Could not determine time(date) format
> is.timeSeries(den.tseries)
[1] TRUE
> apply.quarterly(den.tseries,FUN="mean")
1970-01-01 -2.425000000
1970-04-01 -0.557961111
1970-04-28  0.009814815

Here, it calculates things quarterly but the the as.timeSeries command has
assigned its own daily dates to the data, instead of keeping my monthly
dates.  Also, I don't understand how it deals with the extra dates.

Sorry for the long email,
Any help would be very much appreciated,
Kind regards,

More information about the R-help mailing list