Re: [R] Converting monthly data to quarterly data

t; or to use calendar quarters its just: > > aggregate(z, as.yearqtr, mean) > > In the zoo package see ?zoo, ?aggregate.zoo, ?yearqtr, ?yearmon > and the three zoo vignettes. > > On Mon, Aug 18, 2008 at 2:38 PM, Gavin <[EMAIL PROTECTED]> wrote: > > On Mon, 2008-

Re: [R] Converting monthly data to quarterly dataMonday, August 18, 2008 11:38 AM

Dear Gavin, This is really great, thank you! I created some long loops to get rid of extra months at the beginning and the end of my data but your code is great for putting it then together quarterly. thanks again, Denise On Mon, 2008-08-18 at 14:31 +0100, Denise Xifara wrote: > Thank you v

Re: [R] Converting monthly data to quarterly data

Thank you very much Stephen, but how will aggregate deal with months that fall outside annual quarters? eg, one extra month at the end of the dataset? 2008/8/18 stephen sefick <[EMAIL PROTECTED]> > ?aggregate > may do what you want > > On Mon, Aug 18, 2008 at 8:19 AM, Denis

[R] Converting monthly data to quarterly data

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 wou

[R] unexpected problem

Dear R users, I have run into a very unexpected problem and I was hoping someone could explain it to me. I have a 650 000 by 12 matrix and I want to perform a rolling regression on it, width 36 or 48, using the package performanceAnalytics. ie: rol.lm<-rollingRegression(lm(y~x1+x2+x3+x4+x5),data

[R] speeding up loop and dealing wtih memory problems

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[R] loop for multiple regressions

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[R] fama-macbeth

Hi all, I was wondering whether there is a standard method to carry out fama-macbeth regressions in R. I have spent the last few hours looking around the help pages but nothing seems to be written about this. Thanks a lot! [[alternative HTML version deleted]]

[R] fama-macbeth

Hi all, I was wondering whether there is a standard method to carry out fama-macbeth regressions in R. I have spent the last few hours looking around the help pages but nothing seems to be written about this. Thanks a lot! [[alternative HTML version deleted]]