TimeSeriesAggregate—reformatting the date

Question

Compute Aggregated Statistics for a Time Series

The article linked to above provides a sample of aggregating time series data.

ts = FinancialData["NYSE:GS", "Price", {{2012, 1, 1}, {2013, 1, 1}}];
total = TimeSeriesAggregate[data, "Quarter", Total];

Interrogating total returns the following absolute time format for the aggregated date field.

{3538468800, 6738.89}

Is it possible to reformat the absolute time back into a mmm-yy format, which is representative of the month or quarter that the date relates to?

Answer 1

ts = FinancialData["NYSE:GS", "Price", {{2012, 1, 1}, {2013, 1, 1}}];

total = TimeSeriesAggregate[ts, "Quarter", Total]; 

Note that you need ts rather than data in definition of total

(total2 = 
   MapAt[DateString[#, {"MonthNameShort", "-", "YearShort"}] &@*
     DateList, total, {All, 1}]) // Grid

Answer 2

You can reformat the absolute very easily and you have almost any format that you want. Look at DateString for the large range of date and time element formats available.

Here is a function that will handle your data.

toDateString[{arg1_, arg2_}, fmt_] := {DateString[arg1, fmt], arg2}

Examples

With[{
    item = {3538468800, 6738.89},
    fmt = {"MonthNameShort", "-", "YearShort"}}, 
  toDateString[item, fmt]]

{"Feb-12", 6738.89}

ts = FinancialData["NYSE:GS", "Price", {{2012, 1, 1}, {2013, 1, 1}}];
total = TimeSeriesAggregate[ts, "Quarter", Total];
With[{fmt = {"QuarterNameShort", "-", "Year"}},
  toDateString[#, fmt] & /@ total]

{{"Q1-2012", 6738.89}, {"Q2-2012", 6141.51}, {"Q3-2012", 6392.01}, {"Q4-2012", 6893.01}}