frequency(x) deltat(x)
rts
or
cts
).
deltat
returns the time interval between observations, and
frequency
returns the number of observations in a sampling cycle.
The values of
deltat
and
frequency
are reciprocals.
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