[R] Fwd: Reg: Frequency in declaring time series data

[Upananda Pani]

Hi Rui,

Thank you so much for your help. As I have to fit a Markov Switching Model
using  MSwM package.

May I know whether i can convert from zoo object to a time series object.

As I have to use several packages which uses ts so I am not able to decide
how to do it.

Grateful to you for your help and support.

With sincere regards,
Upananda

On Tue, 17 Jan, 2023, 01:40 Rui Barradas, <ruipbarradas using sapo.pt> wrote:

> 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.
> >
> >       [[alternative HTML version deleted]]
> >
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> > and provide commented, minimal, self-contained, reproducible code.
> 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
>
>
>

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