I have time series observation on daily frequencies :
library(zoo)
SD=1
date1 = seq(as.Date("01/01/01", format = "%m/%d/%y"), as.Date("12/31/02",
format = "%m/%d/%y"), by = 1)
len1 = length(date1); data1 = zoo(matrix(rnorm(len1, mean=0, sd=SD*0.5), nrow =
len1), date1)
plot(data1)
Now I want to calculate 1. Quarterly statistics like mean, variance etc and 2.
Weekly statistics, where as per my definition week starts from Wednesday and
ends on Tuesday.
I can define some 'for' loop for doing those. However it takes considerably
amount of time. Is there any advance methods in R to do the same?
Regards,
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