intradayFrequencies: R support for Intraday frequencies

Description Usage Arguments Details Value See Also


create tif (TimeIndexFrequency) codes for hourly, minutely, and secondly ti's.


  hourly(n = 0)
minutely(n = 0)
secondly(n = 0)



number of base periods to skip. That is, hourly(2) gives a tif code for a series observed every 2nd hour, while both minutely() and minutely(1) are for a series observed once per minute, secondly(30) means every 30 seconds, and so on.


The current implementation has hourly(n) –> 2000 + n, minutely(n) –> 3000 + n, and secondly(n) –> 4000 + n. If n divides evenly into 3600 for secondly(n), the return code will be the same as hourly(n/3600). For secondly(n) and minutely(n), if n divides evenly into 60, the return code will be as if minutely(n/60) or hourly(n/60) had been called, respectively.

For hourly(n), n must evenly divide into 24 and be less than 24, i.e., n is one of 1, 2, 3, 4, 6, 8, 12. For minutely(n), n must be an even divisor of 1440, and less than 720. For secondly(n), n must divide evenly into 86400, and be no larger than 960.


An integer tif code.

See Also


tis documentation built on Sept. 29, 2021, 1:06 a.m.