yearmon.Rd"yearmon" is a class for representing monthly data.
yearmon(x)The "yearmon" class is used to represent monthly data. Internally it holds
the data as year plus 0 for January, 1/12 for February, 2/12 for March
and so on in order that its internal representation is the same as
ts class with frequency = 12. If x is not in this
format it is rounded via floor(12*x + .0001)/12.
There are coercion methods available for various classes including:
default coercion to "yearmon" (which coerces to "numeric" first)
and coercions to and from "yearmon" to "Date" (see below),
"POSIXct",
"POSIXlt", "numeric", "character" and "jul".
The last one is from the "tis" package available on CRAN.
In the case of as.yearmon.POSIXt the conversion is with respect to
GMT. (Use as.yearmon(format(...)) for other time zones.)
In the case of
as.yearmon.character the format argument uses the same
percent code as
"Date". These are described in strptime. Unlike
"Date" one can specify a year and month with no day.
Default formats of "%Y-%m", "%Y-%m-%d" and "%b %Y".
There is an is.numeric method which returns FALSE.
as.Date.yearmon and as.yearmon.yearqtr
each has an optional
second argument of "frac" which is a number between 0 and 1 inclusive
that indicates the fraction of the way through the period that the result
represents. The default is 0 which means the beginning of the period.
There is also a date method for as.yearmon usable with objects
created with package date.
Sys.yearmon() returns the current year/month and methods for
min, max and range are defined (by defining
a method for Summary).
A yearmon mean method is also defined.
Returns its argument converted to class yearmon.
Sys.setenv(TZ = "GMT")
x <- as.yearmon(2000 + seq(0, 23)/12)
x
#> [1] "Jan 2000" "Feb 2000" "Mar 2000" "Apr 2000" "May 2000" "Jun 2000"
#> [7] "Jul 2000" "Aug 2000" "Sep 2000" "Oct 2000" "Nov 2000" "Dec 2000"
#> [13] "Jan 2001" "Feb 2001" "Mar 2001" "Apr 2001" "May 2001" "Jun 2001"
#> [19] "Jul 2001" "Aug 2001" "Sep 2001" "Oct 2001" "Nov 2001" "Dec 2001"
as.yearmon("mar07", "%b%y")
#> [1] "Mar 2007"
as.yearmon("2007-03-01")
#> [1] "Mar 2007"
as.yearmon("2007-12")
#> [1] "Dec 2007"
# returned Date is the fraction of the way through
# the period given by frac (= 0 by default)
as.Date(x)
#> [1] "2000-01-01" "2000-02-01" "2000-03-01" "2000-04-01" "2000-05-01"
#> [6] "2000-06-01" "2000-07-01" "2000-08-01" "2000-09-01" "2000-10-01"
#> [11] "2000-11-01" "2000-12-01" "2001-01-01" "2001-02-01" "2001-03-01"
#> [16] "2001-04-01" "2001-05-01" "2001-06-01" "2001-07-01" "2001-08-01"
#> [21] "2001-09-01" "2001-10-01" "2001-11-01" "2001-12-01"
as.Date(x, frac = 1)
#> [1] "2000-01-31" "2000-02-29" "2000-03-31" "2000-04-30" "2000-05-31"
#> [6] "2000-06-30" "2000-07-31" "2000-08-31" "2000-09-30" "2000-10-31"
#> [11] "2000-11-30" "2000-12-31" "2001-01-31" "2001-02-28" "2001-03-31"
#> [16] "2001-04-30" "2001-05-31" "2001-06-30" "2001-07-31" "2001-08-31"
#> [21] "2001-09-30" "2001-10-31" "2001-11-30" "2001-12-31"
as.POSIXct(x)
#> [1] "2000-01-01 GMT" "2000-02-01 GMT" "2000-03-01 GMT" "2000-04-01 GMT"
#> [5] "2000-05-01 GMT" "2000-06-01 GMT" "2000-07-01 GMT" "2000-08-01 GMT"
#> [9] "2000-09-01 GMT" "2000-10-01 GMT" "2000-11-01 GMT" "2000-12-01 GMT"
#> [13] "2001-01-01 GMT" "2001-02-01 GMT" "2001-03-01 GMT" "2001-04-01 GMT"
#> [17] "2001-05-01 GMT" "2001-06-01 GMT" "2001-07-01 GMT" "2001-08-01 GMT"
#> [21] "2001-09-01 GMT" "2001-10-01 GMT" "2001-11-01 GMT" "2001-12-01 GMT"
# given a Date, x, return the Date of the next Friday
nextfri <- function(x) 7 * ceiling(as.numeric(x - 1)/7) + as.Date(1)
# given a Date, d, return the same Date in the following month
# Note that as.Date.yearmon gives first Date of the month.
d <- as.Date("2005-1-1") + seq(0,90,30)
next.month <- function(d) as.Date(as.yearmon(d) + 1/12) +
as.numeric(d - as.Date(as.yearmon(d)))
next.month(d)
#> [1] "2005-02-01" "2005-03-03" "2005-04-02" "2005-05-01"
# 3rd Friday in last month of the quarter of Date x
## first day of last month of quarter
y <- as.Date(zoo::as.yearmon(zoo::as.yearqtr(x), frac = 1))
## number of days to first Friday
n <- sapply(y, function(z) which(format(z + 0:6, "%w") == "5")) - 1
## add number of days to third Friday
y + n + 14
#> [1] "2000-03-17" "2000-03-17" "2000-03-17" "2000-06-16" "2000-06-16"
#> [6] "2000-06-16" "2000-09-15" "2000-09-15" "2000-09-15" "2000-12-15"
#> [11] "2000-12-15" "2000-12-15" "2001-03-16" "2001-03-16" "2001-03-16"
#> [16] "2001-06-15" "2001-06-15" "2001-06-15" "2001-09-21" "2001-09-21"
#> [21] "2001-09-21" "2001-12-21" "2001-12-21" "2001-12-21"
suppressWarnings(RNGversion("3.5.0"))
set.seed(1)
z <- zoo(rnorm(24), x, frequency = 12)
z
#> Jan 2000 Feb 2000 Mar 2000 Apr 2000 May 2000 Jun 2000
#> -0.62645381 0.18364332 -0.83562861 1.59528080 0.32950777 -0.82046838
#> Jul 2000 Aug 2000 Sep 2000 Oct 2000 Nov 2000 Dec 2000
#> 0.48742905 0.73832471 0.57578135 -0.30538839 1.51178117 0.38984324
#> Jan 2001 Feb 2001 Mar 2001 Apr 2001 May 2001 Jun 2001
#> -0.62124058 -2.21469989 1.12493092 -0.04493361 -0.01619026 0.94383621
#> Jul 2001 Aug 2001 Sep 2001 Oct 2001 Nov 2001 Dec 2001
#> 0.82122120 0.59390132 0.91897737 0.78213630 0.07456498 -1.98935170
as.ts(z)
#> Jan Feb Mar Apr May Jun
#> 2000 -0.62645381 0.18364332 -0.83562861 1.59528080 0.32950777 -0.82046838
#> 2001 -0.62124058 -2.21469989 1.12493092 -0.04493361 -0.01619026 0.94383621
#> Jul Aug Sep Oct Nov Dec
#> 2000 0.48742905 0.73832471 0.57578135 -0.30538839 1.51178117 0.38984324
#> 2001 0.82122120 0.59390132 0.91897737 0.78213630 0.07456498 -1.98935170
## convert data fram to multivariate monthly "ts" series
## 1.read raw data
Lines.raw <- "ID Date Count
123 20 May 1999 1
123 21 May 1999 3
222 1 Feb 2000 2
222 3 Feb 2000 4
"
DF <- read.table(text = Lines.raw, skip = 1,
col.names = c("ID", "d", "b", "Y", "Count"))
## 2. fix raw date
DF$yearmon <- as.yearmon(paste(DF$b, DF$Y), "%b %Y")
## 3. aggregate counts over months, convert to zoo and merge over IDs
ag <- function(DF) aggregate(zoo(DF$Count), DF$yearmon, sum)
z <- do.call("merge.zoo", lapply(split(DF, DF$ID), ag))
## 4. convert to "zooreg" and then to "ts"
frequency(z) <- 12
as.ts(z)
#> 123 222
#> May 1999 4 NA
#> Jun 1999 NA NA
#> Jul 1999 NA NA
#> Aug 1999 NA NA
#> Sep 1999 NA NA
#> Oct 1999 NA NA
#> Nov 1999 NA NA
#> Dec 1999 NA NA
#> Jan 2000 NA NA
#> Feb 2000 NA 6
xx <- zoo(seq_along(x), x)
## aggregating over year
as.year <- function(x) as.numeric(floor(as.yearmon(x)))
aggregate(xx, as.year, mean)
#> 2000 2001
#> 6.5 18.5