Convert weekly data frame to daily time series with xts
r, xts
Solution
See this question for a detailed discussion of this issue; the workaround I propose is
hpr$Week <- paste0(hpr$Week, "1")
ind <- as.POSIXct(strptime(hpr[,1], "%Y%W%u"))
#[1] "1995-09-04 MSD" "1995-09-11 MSD" "1995-09-18 MSD" "1995-09-25 MSK" "1995-10-02 MSK" "1995-10-09 MSK"
na.locf(merge(xts(hpr$Hpr, ind),
xts(, seq(start(w), end(w), "days"))))
Problem
I have a data frame that looks like this: ``` > head(hpr) Week Hpr 1 199536 143111.0 2 199537 140721.9 3 199538 140864.9 4 199539 143293.1 5 199540 148913.3 6 199541 149267.6 ``` I would like to convert this weekly data frame to a daily xts object. The answer to this question seem to solve this. The problem here is the non standard date format, YYYYWW. I tried converting the dates with as.POSIXct but that got me nowhere: ``` index <- as.POSIXct(strptime(hpr[,1], "%Y%W")) > head(index) [1] "1995-05-28 CEST" "1995-05-28 CEST" "1995-05-28 CEST" "1995-05-28 CEST" "1995-05-28 CEST" "1995-05-28 CEST" ``` I wish to make an xts object that looks like this: ``` Date Hpr 1995-09-04 143111.0 1995-09-05 143111.0 1995-09-06 143111.0 1995-09-07 143111.0 1995-09-08 143111.0 1995-09-09 143111.0 1995-09-10 143111.0 1995-09-11 140721.9 1995-09-12 140721.9 1995-09-13 140721.9 1995-09-14 140721.9 1995-09-15 140721.9 1995-09-16 140721.9 1995-09-17 140721.9 ``` Suggestions?