Date: Tue, 1 Oct 2002 15:05:51 -0500 (CDT) From: Erin Hodgess <hodgess at uhddx01.dt.uh.edu> Subject: [R] High Frequency Time Series Dear R People: I have a weekly time series. How do I put this into the ts command, please? That is, what do I use for frequency, please? R version 1.5.1 for Windows. Thanks in advance. Sincerely, Erin mailto: hodgess at uhddx01.dt.uh.edu
Dear Erin
From the documentation of ts:
The value of argument `frequency' is used when the series is
sampled an integral number of times in each unit time interval.
For example, one could use a value of `7' for `frequency' when the
data are sampled daily, and the natural time period is a week, or
`12' when the data are sampled monthly and the natural time period
is a year. Values of `4' and `12' are assumed in (e.g.) `print'
methods to imply a quarterly and monthly series respectively.
Hence, the frequency is chosen according to the "natural time period". For a natural time period of one year, frequency = 52:
ts(data,start=c(start.year,start.week),frequency=52)
best
Adrian
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