Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : > class(zc) [1] "xts" "zoo" > str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00) containing: Data: num [1:366, 1] 252 253 253 253 253 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "Close" Indexed by objects of class: [chron,dates,times] TZ: xts Attributes: List of 2 $ tclass: chr [1:3] "chron" "dates" "times" $ tzone : chr "" head(zc) > head(zc) Close (10/15/12 09:00:00) 252.40 (10/15/12 09:01:00) 253.10 (10/15/12 09:02:00) 253.15 (10/15/12 09:03:00) 253.30 (10/15/12 09:04:00) 253.25 (10/15/12 09:05:00) 253.45 Thanks in advance, SK Park [[alternative HTML version deleted]]
Joshua Ulrich
2012-Dec-18 16:44 UTC
[R] How to draw frequency domain plot with xts time series data
Cross-posted on Stackoverflow: http://stackoverflow.com/q/13935782/271616 -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Tue, Dec 18, 2012 at 7:59 AM, ??? <birdfire94 at naver.com> wrote:> Hello, > > > I'd like to convert the below time-series data with fft or wavelet related function and plot it. > Could you let me know > 1. How to convert xts data frame format to list format ? > 2. How to plot fft or wavelet diagram ? > > > Here is the data : > > > > > class(zc) > [1] "xts" "zoo" > > > > str(zc) > An ?xts? object from (10/15/12 09:00:00) to (10/15/12 15:15:00) containing: > Data: num [1:366, 1] 252 253 253 253 253 ... > - attr(*, "dimnames")=List of 2 > ..$ : NULL > ..$ : chr "Close" > Indexed by objects of class: [chron,dates,times] TZ: > xts Attributes: > List of 2 > $ tclass: chr [1:3] "chron" "dates" "times" > $ tzone : chr "" > > > > head(zc) > > > head(zc) > Close > (10/15/12 09:00:00) 252.40 > (10/15/12 09:01:00) 253.10 > (10/15/12 09:02:00) 253.15 > (10/15/12 09:03:00) 253.30 > (10/15/12 09:04:00) 253.25 > (10/15/12 09:05:00) 253.45 > > > Thanks in advance, > SK Park > > > > > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >