How to draw frequency domain plot with xts time series data
Cross-posted on Stackoverflow: http://stackoverflow.com/q/13935782/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
On Tue, Dec 18, 2012 at 7:59 AM, ??? <birdfire94 at naver.com> wrote:
Hello,
I'd like to convert the below time-series data with fft or wavelet related function and plot it.
Could you let me know
1. How to convert xts data frame format to list format ?
2. How to plot fft or wavelet diagram ?
Here is the data :
> class(zc)
[1] "xts" "zoo"
> str(zc)
An ?xts? object from (10/15/12 09:00:00) to (10/15/12 15:15:00) containing:
Data: num [1:366, 1] 252 253 253 253 253 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr "Close"
Indexed by objects of class: [chron,dates,times] TZ:
xts Attributes:
List of 2
$ tclass: chr [1:3] "chron" "dates" "times"
$ tzone : chr ""
head(zc)
> head(zc)
Close
(10/15/12 09:00:00) 252.40
(10/15/12 09:01:00) 253.10
(10/15/12 09:02:00) 253.15
(10/15/12 09:03:00) 253.30
(10/15/12 09:04:00) 253.25
(10/15/12 09:05:00) 253.45
Thanks in advance,
SK Park
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