estimate.time.scale {bsts}R Documentation

Intervals between dates

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 steve.the.bayesian@gmail.com

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"

[Package bsts version 0.9.6 Index]