periodicity

0th

Percentile

Approximate Series Periodicity

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

Keywords
utilities
Usage
periodicity(x, ...)
Arguments
x
time-series-like object
...
unused
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, or coercible to such.

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.

Value

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

Note

This function is only a good estimate for the underlying periodicity. If the series is too short, or has no real periodicity, the return values will obviously be wrong. That said, it is quite robust and used internally within xts.

See Also

difftime

Aliases
  • periodicity
Examples
zoo.ts <- zoo(rnorm(231),as.Date(13514:13744,origin="1970-01-01"))
periodicity(zoo.ts)
Documentation reproduced from package xts, version 0.0-10, License: GPL-3

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