[R] creation of an high frequency series

billycorg candilav at gmail.com
Sun Nov 25 16:49:05 CET 2012


Hi R Users!

I would like to create an high frequency series but I am experiencing some
difficulties.

My series should start at 09.30 a.m. each day and end at 16.00 for, let's
say, 2 years. I don't care on how many observations are for each day. It's
ok also one observation each minute. In this case, I would have 390
observations each day.

I have tried the following:

start <- ISOdatetime(year=2001, month=1, day=1, hour=9, min=0, sec=0,
tz="GMT")
end   <- ISOdatetime(year=2001, month=1, day=1, hour=16, min=0, sec=0,
tz="GMT") 

z <- zooreg(NA, start = start, end = end, frequency=390) 

but the result is a poor, single "NA". And I am not considering multiple
days.. 

How could I solve this problem??

Thank you so much!!



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