An Index Class for Monthly Data

Description

“yearmon” is a class for representing monthly data.

Usage

yearmon(x)

Arguments

x numeric (interpreted as being “in years”).

Details

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.

Value

Returns its argument converted to class yearmon.

See Also

yearqtr, zoo, zooreg, ts

Examples

library("zoo")

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"
 [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 
             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