Re: [R] Aggregating 15 minute xts sequence to hourly

2014-06-18 Thread Joshua Ulrich
On Mon, Jun 16, 2014 at 7:04 AM, Costas Vorlow costas.vor...@gmail.com wrote: Dear Joshua, Thanks for your reply. As I see, the solution you suggest aligns the time stamps as required but leaves the aggregation results as is. Hence, the last quarter data of every hour are not aggregated

Re: [R] Aggregating 15 minute xts sequence to hourly

2014-06-18 Thread Costas Vorlow
Thanks Joshua. Your time and input is much appreciated as always. What will happen if I pick up manually the 00' hour. I.e., I count ever n'th (=4 quarters in my case) and pick up this observation, forming a new XTS object. I should not have any alignment problems then, should I? Example:

[R] Aggregating 15 minute xts sequence to hourly

2014-06-16 Thread Costas Vorlow
Dear all, Why aggregation of 15 minute xts data happens on the 45th (3rd quarter) and not the exact hour close (i.e., 00) time? For example, temp below is an xts sequence with 15-minute frequency: quarters - ISOdatetime(2012,05,02,9,0,0) + seq(0:39)*15*60; set.seed(42); observation -

Re: [R] Aggregating 15 minute xts sequence to hourly

2014-06-16 Thread Joshua Ulrich
On Mon, Jun 16, 2014 at 3:41 AM, Costas Vorlow costas.vor...@gmail.com wrote: Dear all, Why aggregation of 15 minute xts data happens on the 45th (3rd quarter) and not the exact hour close (i.e., 00) time? The 00 time is the beginning of the hour, not the end. E.g., 10:00:00 is the beginning

Re: [R] Aggregating 15 minute xts sequence to hourly

2014-06-16 Thread Costas Vorlow
Dear Joshua, Thanks for your reply. As I see, the solution you suggest aligns the time stamps as required but leaves the aggregation results as is. Hence, the last quarter data of every hour are not aggregated still... Am I right or am I understanding something wrongly? I tried to move ahead