estimate.time.scale: Intervals between dates

In michelletran/bsts: Bayesian Structural Time Series

Description

Estimate the time scale used in time series data.

Usage

EstimateTimeScale(dates)

Arguments

dates

A sorted vector of class Date.

Value

A character string. Either "daily", "weekly", "yearly", "monthly", "quarterly", or "other". The value is determined based on counting the number of days between successive observations in dates.

Author(s)

Steven L. Scott [e-mail]

Examples

weekly.data <- as.Date(c("2011-10-01",
                         "2011-10-08",
                         "2011-10-15",
                         "2011-10-22",
                         "2011-10-29",
                         "2011-11-05"))

EstimateTimeScale(weekly.data) # "weekly"

almost.weekly.data <- as.Date(c("2011-10-01",
                                "2011-10-08",
                                "2011-10-15",
                                "2011-10-22",
                                "2011-10-29",
                                "2011-11-06"))  # last day is one later

EstimateTimeScale(weekly.data) # "other"

michelletran/bsts documentation built on March 29, 2020, 12:58 a.m.