[R] Reg: Frequency in declaring time series data

[Rui Barradas]

Às 16:39 de 16/01/2023, Upananda Pani escreveu:
> Dear All,
> 
> I have a time series daily data with date are stored ( %dd-%mm-%yy format )
> from 22-01-20 to 03-08-21. In total I have 560 observations. I am using the
> following command to declare as a time series object. Here the the data set
> is 7 days a week.
> oil <- read_xlsx("crudefinal.xlsx")
> pricet=ts(oil$price, start = c(2020, 22), freq = 365)
> roilt=ts(diff(log(oil$price))*100,start=c(2020,22), freq=365)
> 
> Shall I have to declare the dates here?  I want to know also if it is a 5
> day trading a week, how to declare the frequency.
> 
> Looking forward to your reply
> 
> Regards,
> Upananda Pani
> 
> Looking forward to your suggestions.
> 
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> 
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Hello,

Package zoo is the best way of having dates in a time series. The 
package comes with several vignettes that can get you started quickly.
See the difference between classes ts and zoo below.

# make up some test data
oil <- data.frame(price = cumsum(rnorm(560)))
oil$date <- seq(as.Date("2020-01-22"), by = "1 day", length.out = 560)

# base R
pricet <- ts(oil$price, start = c(2020, 22), freq = 365)
time(pricet)
index(pricet)
plot(pricet)

#---

library(zoo)
library(ggplot2)

pricez <- zoo(oil$price, order.by = oil$date)
time(pricez)
index(pricez)
autoplot(pricez)

vignette(package = "zoo")


Hope this helps,

Rui Barradas