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  1. Date          Value
  2. 2012-05-28    101
  3. 2012-05-25     99
  4. 2012-05-24    102
  5. ....
  6. 2012-04-30     78
  7. 2012-04-27     82
  8. 2012-04-26     77
  9. 2012-04-25     75
  10. 2012-04-24     76
  11.      
  12. 1. 2012-05-28 to 2012-04-30
  13. 2. 2012-05-25 to 2012-04-26
  14. 3. 2012-05-24 to 2012-04-25
  15.      
  16. #function for extracting month is in the lubridate package
  17. install.packages(c("plyr", "lubridate"))
  18. require(plyr); require(lubridate)
  19.  
  20. #read the daily data
  21. daily = read.csv("daily_lumber_prices.csv")
  22. price = daily$Open
  23. date = daily$Date
  24.  
  25. #convert date to a usable format
  26. date = strptime(date, "%d-%b-%y")
  27. mon = month(date)
  28. T = length(price)
  29.  
  30. #need to know when months change
  31. change_month = rep(0,T)
  32.  
  33. for(t in 2:T){
  34.   if(mon[t] != mon[t-1]){
  35.     change_month[t-1] = 1
  36.   }
  37. }
  38.  
  39. month_avg = rep(0,T)
  40. total = 0
  41. days = 0
  42.  
  43. for(t in 1:T){
  44.   if(change_month[t] == 0){
  45.     #cumulative sums for each variable
  46.     total = total + price[t]
  47.     days = days + 1
  48.   }
  49.  
  50.   else{
  51.     #need to include the current month in the calculation
  52.     month_avg[t] = (total + price[t]) / (days + 1)
  53.     #reset the variables
  54.     total = 0
  55.     days = 0
  56.   }
  57. }
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