I have weekly series on financial risk index data as follows:
I want to convert them into a monthly(average of four weeks) series and I tried to use following in r but didnt work.
month.end <- endpoints(MyData, on = "months")
monthly <- period.apply(MyData, INDEX = month.end, FUN = mean)
Could anyone please help me if any other ways I can try either in r or in Julia. Thanks and appreciating your response.