[R] Changing the frequency of time series

[David Winsemius]

On Mar 4, 2012, at 4:51 AM, Ajay Askoolum wrote:

> I know how to do this when creating the time series variable in one  
> expression, e.g.
>
> valuesTS1<-ts(values,start=2000); # Frequency naturally defaults to 1
>
>
> How can I specify the frequency of a time series?


I do not see a `frequency<-` usage illustrated on the ?frequency page,  
but the method of specifying "frequency" on the ?ts page does seem  
fairly obvious.

It wasn't obvious to me whether ts() could gracefully coerce an  
existing ts-object if only offered the object and a new frequency  
parameter. Testing, however, shows that such coercion does not result  
in keeping the original start parameter. Efforts to alter only  the  
third  tsp() attribute likewise failed for me.

Using the example on the ?ts page in the absece of the requested  
reproducible code. it looks like the effective procedure is to recover  
the start parameter and offer an altered frequency parameter:

 > test.ts <- ts(1:10, frequency = 4, start = c(1959, 2)) # 2nd  
Quarter of 1959

 > test.ts <- ts(test.ts, frequency = 8)
 > test.ts
Time Series:
Start = c(1, 1)
End = c(2, 2)
Frequency = 8
  [1]  1  2  3  4  5  6  7  8  9 10

# Note that the start parameter was removed

# This seems to "work".

 > test.ts <- ts(1:10, frequency = 4, start = c(1959, 2)) # 2nd  
Quarter of 1959

 > ts(test.ts, start=start(test.ts), frequency=12)
      Feb Mar Apr May Jun Jul Aug Sep Oct Nov
1959   1   2   3   4   5   6   7   8   9  10
-- 

>
>> values=c(12,34,65,12);
>> values<-ts(values);
>> frequency(values);
> [1] 1
>> start(values)
> [1] 1 1
>> frequency(values)<-12;
> Error in frequency(values) <- 12 : could not find function  
> "frequency<-"
>>
> 	[[alternative HTML version deleted]]
>
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David Winsemius, MD
West Hartford, CT