Sampling Frequency of a Time Series

DESCRIPTION:

Returns the frequency of sampling for time series or the time interval between observations.

USAGE:

frequency(x) 
deltat(x) 

REQUIRED ARGUMENTS:

x
a univarite or multivariate regularly spaced time series ( rts or cts).

VALUE:

deltat returns the time interval between observations, and frequency returns the number of observations in a sampling cycle.

DETAILS:

The values of deltat and frequency are reciprocals.

SEE ALSO:

, , , , , .

EXAMPLES:

freeny.rts<- as.rts(freeny.y) 
freeny.rts
# Produces:
#             1       2       3       4
# 1962:         8.79236 8.79137 8.81486
# 1963: 8.81301 8.90751 8.93673 8.96161
# 1964: 8.96044 9.00868 9.03049 9.06906
# 1965: 9.05871 9.10698 9.12685 9.17096
# 1966: 9.18665 9.23823 9.26487 9.28436
# 1967: 9.31378 9.35025 9.35835 9.39767
# 1968: 9.42150 9.44223 9.48721 9.52374
# 1969: 9.53980 9.58123 9.60048 9.64496
# 1970: 9.64390 9.69405 9.69958 9.68683
# 1971: 9.71774 9.74924 9.77536 9.79424
#    start deltat frequency 
#  1962.25   0.25         4
frequency(freeny.rts) 
# Gives:
#  frequency 
#          4
deltat(freeny.rts) 
# Gives:
#  deltat 
#    0.25
data.class(djia)
#[1] "timeSeries"
djia[18799:18803,]
#   Positions    open    high     low   close volume=20
# 12/18/1989 2734.22 2755.55 2679.82 2697.53 184750
# 12/19/1989 2694.33 2720.14 2658.70 2695.61 186060
# 12/20/1989 2701.37 2719.07 2667.02 2687.93 176520
# 12/21/1989 2696.46 2714.16 2671.72 2691.13 175150
# 12/22/1989 2693.26 2721.20 2682.59 2711.39 120980
 
deltat( djia[18799:18803,] )
# [1] 0.002739726

frequency( djia[18799:18803,] )
# [1] 365

djia.bdTS <- as.bdTimeSeries(djia)
deltat( djia.bdTS[18799:18803,] )
# [1] 0.002739726

frequency( djia.bdTS[18799:18803,] )
# [1] 365

1/365
# [1] 0.002739726