periodicity             package:quantmod             R Documentation

_A_p_p_r_o_x_i_m_a_t_e _S_e_r_i_e_s _P_e_r_i_o_d_i_c_i_t_y

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     periodicity(x, ...)

_A_r_g_u_m_e_n_t_s:

       x: a zoo-like object with a Date based index 

     ...: unused 

_D_e_t_a_i_l_s:

     A simple wrapper to quickly estimate the periodicity of a given
     data. Returning a statement of the median number of days between
     observations.

_V_a_l_u_e:

     An object of class 'difftime'

_N_o_t_e:

     This should be extended to handle non-zoo objects, though that
     hasn't happened : $

_A_u_t_h_o_r(_s):

     Jeffrey A. Ryan

_S_e_e _A_l_s_o:

     'difftime'

_E_x_a_m_p_l_e_s:

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

