xts (version 0.14.1)

periodicity: Approximate Series Periodicity

Description

Estimate the periodicity of a time-series-like object by calculating the median time between observations in days.

Usage

periodicity(x, ...)

Value

A 'periodicity' object with the following elements:

• the difftime object,

• frequency: the median time difference between observations

• start: the first observation

• end: the last observation

• units: one of secs, mins, hours, or days

• scale: one of seconds, minute, hourly, daily, weekly, monthly, quarterly, or yearly

• label: one of second, minute, hour, day, week, month, quarter, year

Possible scale values are: ‘minute’, ‘hourly’, ‘daily’, ‘weekly’, ‘monthly’, ‘quarterly’, and ‘yearly’.

Arguments

x

A time-series-like object.

...

Unused.

Author

Jeffrey A. Ryan

Details

A simple wrapper to quickly estimate the periodicity of a given data. Returning an object of type periodicity.

This calculates the median time difference between observations as a difftime object, the numerical difference, the units of measurement, and the derived scale of the data as a string.

The time index currently must be of either a 'Date' or 'POSIXct' class, or or coercible to one of them.

The 'scale' component of the result is an estimate of the periodicity of the data in common terms - e.g. 7 day daily data is best described as 'weekly', and would be returned as such.

See Also

difftime()

Examples

zoo.ts <- zoo(rnorm(231),as.Date(13514:13744,origin="1970-01-01"))
periodicity(zoo.ts)