periodicity | R Documentation |

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

```
periodicity(x, ...)
```

`x` |
A time-series-like object. |

`...` |
Unused. |

A simple wrapper to quickly estimate the periodicity of a given data.
Returning an object of type `periodicity`

.

This calculates the median time difference between observations as a difftime object, the numerical difference, the units of measurement, and the derived scale of the data as a string.

The time index currently must be of either a 'Date' or 'POSIXct' class, or or coercible to one of them.

The 'scale' component of the result is an estimate of the periodicity of the data in common terms - e.g. 7 day daily data is best described as 'weekly', and would be returned as such.

A 'periodicity' object with the following elements:

the

`difftime`

object,frequency: the median time difference between observations

start: the first observation

end: the last observation

units: one of secs, mins, hours, or days

scale: one of seconds, minute, hourly, daily, weekly, monthly, quarterly, or yearly

label: one of second, minute, hour, day, week, month, quarter, year

Possible `scale`

values are: ‘minute’, ‘hourly’, ‘daily’,
‘weekly’, ‘monthly’, ‘quarterly’, and ‘yearly’.

This function only attempts to be a *good estimate* for the underlying
periodicity. If the series is too short, or has highly irregular periodicity,
the return values will not be accurate. That said, it is quite robust and
used internally within xts.

Jeffrey A. Ryan

`difftime()`

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

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