I'm trying to aggregate my data using the apply.weekly()
function in xts. However, when I do so, one week has 8 days rather than 7 days. Here is the output of apply.weekly()
function:
2013-06-01 0.0000000
2013-06-08 0.5718182
2013-06-15 0.3365385
2013-06-22 0.7534615
2013-06-30 0.7467568
2013-07-07 0.7996000
2013-07-13 0.2811111
2013-07-21 0.3743750
2013-07-28 0.2142857
2013-08-04 0.5664516
2013-08-11 0.5790000
2013-08-18 0.3404255
2013-08-24 0.5240625
2013-08-31 1.1986207
2013-09-06 4.8233333
As you can see, in above output the week between "2013-06-22" and "2013-06-30" has 8 days and it changes all the consecutive indexes in my program. Interestingly, the week between "2013-08-18" and "2013-08-24" has only 6 days.
Any idea how can I fix this?
EDIT: here is a glimpse of the data
index price
2013-06-01 0.000
2013-06-06 5.290
2013-06-08 1.000
2013-06-13 6.750
2013-06-15 1.000
2013-06-15 1.000
2013-06-17 1.000
2013-06-19 1.000
2013-06-20 1.000
2013-06-21 16.590
2013-06-24 5.990
2013-06-25 4.650
2013-06-26 1.000
2013-06-26 11.990
2013-06-27 1.000
2013-06-29 1.000
2013-06-29 1.000
2013-06-30 1.000
After loading this data, I'm just trying to use the following command:
price_weekly <- apply.weekly(dt$price,mean)