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constructing a daily time series
3 messages · shanxiao, Pascal Oettli, R. Michael Weylandt
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2 days later
On Mon, Jul 22, 2013 at 11:17 PM, Pascal Oettli <kridox at ymail.com> wrote:
Hello, ?zoo Regards, Pascal 2013/7/23 shanxiao <shanxiao at umail.iu.edu>
Dear all, I have a vector of observations through day, and based on it, I try to construct a daily time series with the R function ts(), but it seems that it only enables to construct a weekly, monthly, quarterly and yearly time series, does anyone know whether there is an option to build a daily time series? Thanks.
Like Pascal said, you probably want to use the zoo/xts time series classes, but if you have reason to stick to ts() you can set the frequency to 365. I've written on this list before that "frequency" is a slightly subtle idea with time series (and you can find that post if you're interested), but it's not hard-coded to anything in particular. MW