How do I convert a daily time-series to a monthly download in R?
To change the sample frequency of your data to monthly, please use the following command:
data <- Quandl("FRED/GDP", collapse="monthly")
Please note: Collapse can be "weekly", "monthly", "quarterly" or "annual".
The above call, if applied to a daily or weekly time-series, will return end-of-month values for that time-series. It will have not affect a quarterly or annual time-series.