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stef salvez | 17 Jun 2012 00:25

Temporal disaggregation

Dear R users,
I have a panel data set (in MS excel)  on prices across countries and time

country    time                 price
 1         "23/11/08"            2
1   "28/12/08"                   3
1    "25/01/09"                   4
1   "22/02/09"                   5
1    "29/03/09"                  6
1  "26/04/09"                   32
1  "24/05/09"                   23
1  "28/06/09"                   32
2   "26/10/08"                45
2  "23/11/08"                 46
2  "21/12/08"               90
2  "18/01/09"                54
2  "15/02/09"                 65
2   "16/03/09"               77
2  "12/04/09"                    7
2   "10/05/09"                   6

As you can see,

1)the start and end date of the time series for countries 1 and 2 are
different. For example, for country 1 the time series begins on
"23/11/08" while for country 2 the time series begins on "26-10-2008”.

2)My data on prices are available every 28 days (or equivalently every 4
weeks). So, each observation is a 4-week average. But in some cases I
have jumps (35 days or 29 days instead of
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Jeff Newmiller | 17 Jun 2012 03:56
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Re: Temporal disaggregation

stop repeating yourself. and stop asking us to do your work.

Try reading the posting guide. Give us an example of the output you DO want. Show us the code you already have.
Use the dput function to give us example data to work with. Learn to use the str function so you know what data
you are really working with. Ask specific questions.
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Sent from my phone. Please excuse my brevity.

stef salvez <loggyedy <at> googlemail.com> wrote:

>Dear R users,
>I have a panel data set (in MS excel)  on prices across countries and
>time
>
>country    time                 price
> 1         "23/11/08"            2
>1   "28/12/08"                   3
>1    "25/01/09"                   4
>1   "22/02/09"                   5
>1    "29/03/09"                  6
>1  "26/04/09"                   32
>1  "24/05/09"                   23
>1  "28/06/09"                   32
>2   "26/10/08"                45
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stef salvez | 17 Jun 2012 13:54

Re: Temporal disaggregation

you are right Jeff and sorry for this

I will try to explain what I want.

I have the following dataset

dat <- data.frame("country" = c(rep(1,4)),
                "date" = c("23/11/08","28/12/08","25/01/09","22/02/09"),
                "price" = c(2,3,4,5))

Normally,  prices are observed every  4 weeks (28 days). Each
observation that it is published is a 4-week average. In some cases,
though, I have jumps (35 days-see from "23/11/08" to "28/12/08").  So
some prices that are published are 5-week average

I want to interpolate the 4-week average prices to monthly prices
so as to have

dat <- data.frame("country" = c(rep(1,4)),
                "date" = c("11/08","12/08","01/09","02/09"),
                "price" = c(3,2,1,4))

where the "new" "price" = c(3,2,1,4) will contain the interpolated
prices. So by starting what I have , that is,  - "price" = c(2,3,4,5))
-I want to calculate monthly average prices via interpolation.

I hope to have been more explicit.

thank you and apologies for one more time,
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stef salvez | 17 Jun 2012 14:56

Re: Temporal disaggregation

or put differently, I want to change the data frequency of the time
series to monthly

thanks

On 6/17/12, stef salvez <loggyedy <at> googlemail.com> wrote:
> you are right Jeff and sorry for this
>
> I will try to explain what I want.
>
> I have the following dataset
>
> dat <- data.frame("country" = c(rep(1,4)),
>                 "date" = c("23/11/08","28/12/08","25/01/09","22/02/09"),
>                 "price" = c(2,3,4,5))
>
> Normally,  prices are observed every  4 weeks (28 days). Each
> observation that it is published is a 4-week average. In some cases,
> though, I have jumps (35 days-see from "23/11/08" to "28/12/08").  So
> some prices that are published are 5-week average
>
> I want to interpolate the 4-week average prices to monthly prices
> so as to have
>
> dat <- data.frame("country" = c(rep(1,4)),
>                 "date" = c("11/08","12/08","01/09","02/09"),
>                 "price" = c(3,2,1,4))
>
> where the "new" "price" = c(3,2,1,4) will contain the interpolated
> prices. So by starting what I have , that is,  - "price" = c(2,3,4,5))
(Continue reading)

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