[R] checking frequency in xts and zoo objects

Gabor Grothendieck ggrothendieck at gmail.com
Tue Apr 13 05:58:46 CEST 2010


1 is the correct answer.  The difference between successive time
values, deltat, is 1 or a multiple of 1 and frequency is the
reciprocal of deltat.

On Mon, Apr 12, 2010 at 11:46 PM, Erin Hodgess <erinm.hodgess at gmail.com> wrote:
> Thank you!
>
> Here is something that I just ran into.  I have a business day series,
> spc, which I obtained using get.hist.quote.
>
> When I tried frequency(spc), I got 1.
>
>
>> str(spc)
> ‘zoo’ series from 1998-01-02 to 2010-04-09
>  Data: num [1:3086, 1] 975 977 967 964 956 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr "Close"
>  Index: Class 'Date'  num [1:3086] 10228 10231 10232 10233 10234 ...
>> frequency(spc)
> [1] 1
>>
>
> Am I doing something wrong(high probability) or maybe frequency does
> not work the same with business day data, please?
>
> Thanks,
> Erin
>
>
>
> On Mon, Apr 12, 2010 at 10:29 PM, Gabor Grothendieck
> <ggrothendieck at gmail.com> wrote:
>> Note that the preferred way of doing this with ts series is to use the
>> frequency() function rather than using tsp.   That function also works
>> for zoo objects.
>>
>> On Mon, Apr 12, 2010 at 11:20 PM, Erin Hodgess <erinm.hodgess at gmail.com> wrote:
>>> Dear R People:
>>>
>>> When I have a time series, I can get the frequency of the series via tsp(x)[3].
>>>
>>> Is there a similar function for xts and zoo objects, please?
>>>
>>> Thanks,
>>> Erin
>>>
>>>
>>> --
>>> Erin Hodgess
>>> Associate Professor
>>> Department of Computer and Mathematical Sciences
>>> University of Houston - Downtown
>>> mailto: erinm.hodgess at gmail.com
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>
>
>
> --
> Erin Hodgess
> Associate Professor
> Department of Computer and Mathematical Sciences
> University of Houston - Downtown
> mailto: erinm.hodgess at gmail.com
>



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