# Re: [R] Daily time series

From: Vincent Goulet <vincent.goulet_at_act.ulaval.ca>
Date: Wed 07 Jul 2004 - 23:56:27 EST

Hi Vito,

Short answer: argument 'start' can take any value you want. For monthly observations (the case 'ts()' handles most nicely, with quarterly observations), 'start' will be used to specify the year and month (or quarter) of the first observation.

>From what I can gather from the help page, something like, say,

ts(x, freq=7, start=c(35, 1))

would mean that the first observation is on the first day of week 35.

Bear in mind that, to the best of my knowledge, the value of 'start' has absolutely no impact on calculations. It is merely there for labeling purposes.

Hope this helps!

On Wednesday 07 July 2004 03:30, Vito Ricci wrote:
> Hi,
>
> I'm dealing with time series with 1 observaton for day
> (data sampled daily). I will create a ts object using
> that time series and the function ts().
> In ts() help is written:
>
> The value of argument 'frequency' is used when the
> series is sampled an integral number of times in each
> unit time interval. For example, one could use a value
> of '7' for 'frequency' when the data are sampled
> daily, and the natural time period is a week, or '12'
> when the data are sampled monthly and the natural time
> period
> is a year. Values of '4' and '12' are assumed in
> (e.g.) 'print' methods to imply a quarterly and
> monthly series respectively.
>
> But what value should assume start in ts function?
>
> Here is a time series:
>
> 1/1 10
> 2/1 20
> 3/1 30
> 4/1 40
> 5/1 50
> 6/1 60
>
> x<-c(10,20,30,40,50,60) ## observation
> serie<-ts(dati, start=c(1,1),frequency=7) ##creating
> ts object
>
> serie ## printing ts output
>
> Time Series:
> Start = c(1, 1)
> End = c(1, 6)
> Frequency = 7
> [1] 10 20 30 40 50 60
>
> Could someone help me?
>
> Thanks in advance.
>
> Sincerely.
> Vito Ricci
>
>
> =====
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>
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>
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--
Vincent Goulet, Associate Professor
École d'actuariat
Université Laval, Québec
Vincent.Goulet_at_act.ulaval.ca   http://vgoulet.act.ulaval.ca

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Received on Thu Jul 08 00:02:05 2004

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