[R] How to set frequncy?

Rui Barradas ruipbarradas at sapo.pt
Mon Apr 22 13:22:11 CEST 2013


Hello,

You've not Cc'ed the list
If you keep the discussion on the list, you'll have more and better
answers. See the post by Michael Weylandt for a more complete answer to
your question.

Rui Barradas

Em 22-04-2013 12:16, Lizhu Ren escreveu:
> thanks for u replying,
> i think in setting frequency,1means year and 4 means quarter,so daily needs exact number of market days
> 
> 发自我的 iPhone
> 
> 在 22 Apr 2013,10:00,"Rui Barradas" <ruipbarradas at sapo.pt> 写道:
> 
>> Hello,
>>
>> If stock prices are daily data, use frequency = 1.
>>
>>
>> Hope this helps,
>>
>> Rui Barradas
>>
>> Em 21-04-2013 14:22, Lizhu Ren escreveu:
>>> Hi Boss,
>>>
>>> i have data of one stock price from 2 January 2006 to 31 December 2012.But each year had different markert day,
>>>
>>> I want to calculate daily returns and display the series,so how to set about the frequency? If I set frequency=260,is that OK?
>>>
>>>     [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> 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.
>>



More information about the R-help mailing list