[R] checking frequency in xts and zoo objects
Erin Hodgess
erinm.hodgess at gmail.com
Tue Apr 13 05:46:24 CEST 2010
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
>>
>> ______________________________________________
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>>
>
--
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess at gmail.com
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