quantmod (version 0.3-1)

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, ...)

Arguments

x

a zoo-like object with a time based index

...

unused

Value

• An object containing a list containing the difftime object, frequency, units, and suitable scale.

Details

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

This calculates the median number of days 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 Date or POSIX class.

The only list item of note is the scale. This is an estimate of the periodicity of the data in common terms - e.g. 7 day dialy data is best described as weekly, and would be returned as such.

Possible scale values are:

minute,hourly, daily,weekly, monthly,quarterly, and yearly.

See Also

difftime

Examples

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