[R-SIG-Finance] Conversion of xts to ts object

[Nikos Rachmanis]

Hi all,

I am trying to convert a xts to ts object in order to use with 
decompose() and forecast() functions.

I am currently using the following command which works:

tsdata<-ts(tradedata$dif,frequency=252)

where tradedata is the xts object.

I would feel more comfortable if i did not have to set the trading days 
in advance cause I am dealing with many years of daily data. I have 
search the internet but most people suggest similar ways.

Has anyone come across this problem?

Thank you,

Nikos