Probably a stupid question, but I can't find an answer. I'm using R with xts/zoo package and have some quarterly time series data. I'm reading in the data from Excel files (I know, not ideal, but not having any problems here) and storing it in an array. I then make my time series object, essentially like this: "
tsthis = xts(tmp$data, tmp$date)
Make your index with:
?yearqtr as.yearqtr(tmp$date) # will automagically try "%Y Q%q", "%Y q%q" or "%Y-%q"