关于ts做时间序列数据

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在进行时间序列arima『stata』进行分析时，要求输入变量是 “time series”，通常我们用ts做 t时间序列数据，但是ts命令中
只能做年数据（frequency = 1）、季度数据（frequency = 3）、年数据（frequency = 12）；不能做日数据、星期数据，或交易日数据。请问对于日数据、星期数据，或交易日数据怎么办？谢谢


ts(data = NA, start = 1, end = numeric(), frequency = 1,
   deltat = 1, ts.eps = getOption("ts.eps"), class = , names = )

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关键词：时间序列数据 序列数据 时间序列 Time Series Frequency 时间

of course frequency can help you,"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." now you know frequency can choose more than c(1,3,12)

水天一色DIY 发表于 2013-5-5 21:10
of course frequency can help you,"The value of argument frequency is used when the series is sampled ...

Thanks very much!

水天一色DIY 发表于 2013-5-5 21:10
of course frequency can help you,"The value of argument frequency is used when the series is sampled ...

Thanks very much!

哈，我最近也是在做这个，原始数据是minute-rate~~