# An Index Class for Monthly Data `"yearmon"` is a class for representing monthly data. ```r 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. ## Returns Returns its argument converted to class `yearmon`. ## See Also `yearqtr`, `zoo`, `zooreg`, `ts` ## Examples ```r Sys.setenv(TZ = "GMT") x <- as.yearmon(2000 + seq(0, 23)/12) x as.yearmon("mar07", "%b%y") as.yearmon("2007-03-01") as.yearmon("2007-12") # returned Date is the fraction of the way through # the period given by frac (= 0 by default) as.Date(x) as.Date(x, frac = 1) as.POSIXct(x) # 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) # 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 suppressWarnings(RNGversion("3.5.0")) set.seed(1) z <- zoo(rnorm(24), x, frequency = 12) z as.ts(z) ## 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) xx <- zoo(seq_along(x), x) ## aggregating over year as.year <- function(x) as.numeric(floor(as.yearmon(x))) aggregate(xx, as.year, mean) ```

yearmon function