[R] How to draw frequency domain plot with xts time series data

[Joshua Ulrich]

Cross-posted on Stackoverflow:
http://stackoverflow.com/q/13935782/271616
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Tue, Dec 18, 2012 at 7:59 AM, 박상규 <birdfire94 at naver.com> wrote:
> Hello,
>
>
> I'd like to convert the below time-series data with fft or wavelet related function and plot it.
> Could you let me know
> 1. How to convert xts data frame format to list format ?
> 2. How to plot fft or wavelet diagram ?
>
>
> Here is the data :
>
>
>
> > class(zc)
> [1] "xts" "zoo"
>
>
> > str(zc)
> An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00) containing:
>   Data: num [1:366, 1] 252 253 253 253 253 ...
>  - attr(*, "dimnames")=List of 2
>   ..$ : NULL
>   ..$ : chr "Close"
>   Indexed by objects of class: [chron,dates,times] TZ:
>   xts Attributes:
> List of 2
>  $ tclass: chr [1:3] "chron" "dates" "times"
>  $ tzone : chr ""
>
>
>
> head(zc)
>
> > head(zc)
>                      Close
> (10/15/12 09:00:00) 252.40
> (10/15/12 09:01:00) 253.10
> (10/15/12 09:02:00) 253.15
> (10/15/12 09:03:00) 253.30
> (10/15/12 09:04:00) 253.25
> (10/15/12 09:05:00) 253.45
>
>
> Thanks in advance,
> SK Park
>
>
>
>
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