Paul,
thanks for the feedback. Concerning the zoo side:
> >Currently, the "zoo" implementation allows this: Coercing back and forth
> >gives:
> > library("zoo")
> > z1 <- as.ts(aggregate(as.zoo(x1), as.yearqtr, sum))
> > z2 <- as.ts(aggregate(as.zoo(x2), as.yearqtr, sum))
> >
> >
> This is better, but still potentially misleading. I would prefer a
> default NA when only some of the observations are available for a
> quarter
In such situations, I either extend the series first to a completely
regular time grid, or modify the function that I use for aggregation to do
exactly what I want it to do.
> (and the syntax is a bit cumbersome for something one needs to
> do fairly often).
I don't think
aggregate(z, as.yearqtr, sum)
is really cumbersome. And the rest is just coercion back and forth between
"ts" and "zoo"/"zooreg" (which can't be much easier, I guess).
Z
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