[R] checking frequency in xts and zoo objects

2010-04-12 Thread Erin Hodgess
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

Re: [R] checking frequency in xts and zoo objects

2010-04-12 Thread Gabor Grothendieck
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.hodg...@gmail.com wrote: Dear R People: When I have a time series, I can get the

Re: [R] checking frequency in xts and zoo objects

2010-04-12 Thread Erin Hodgess
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

Re: [R] checking frequency in xts and zoo objects

2010-04-12 Thread Gabor Grothendieck
1 is the correct answer. The difference between successive time values, deltat, is 1 or a multiple of 1 and frequency is the reciprocal of deltat. On Mon, Apr 12, 2010 at 11:46 PM, Erin Hodgess erinm.hodg...@gmail.com wrote: Thank you! Here is something that I just ran into.  I have a