在R中将xts转换为ts对象时了解频率参数

Question

What is the meaning of frequency below; when I have converted my xts object to ts object and tried printing ts object I got below information. My data is hourly data. But I could not understand how this below frequency is calculated. I want to make sure my ts object is treating my data as hourly data.

Time Series:
Start = 1 
End = 15548401 
Frequency = 0.000277777777777778 (how this is equivalent to hourly frequency?)

So, My dataframe looks like below intitally:

                   y
1484337600  19.22819            
1484341200  19.28906            
1484344800  19.28228            
1484348400  19.21669            
1484352000  19.32759            
1484355600  19.21833            
1484359200  19.20626            
1484362800  19.28737            
1484366400  19.20651            
1484370000  19.18424 

It has epoch times and values. Epoch times are row.names in this dataframe.

Now, I converted into xts object using --

xts_dataframe <- xts(x = dataframe$y,
  order.by = as.POSIXct(as.numeric(row.names(dataframe)), origin="1970-01-01")) 

ts_dataframe <- as.ts(xts_dataframe)

Please suggest what I'm doing wrong? Basically I want to convert my initial dataframe to ts() object as I need to apply ARIMA on it. This data is per hour data. I'm really facing hard time to work with it.

Answer 1

The frequency is equivalent to 1/deltat , where deltat is the fraction of the sampling period between successive observations. ?frequency gives the example that deltat would be "1/12 for monthly data".

In the case of hourly data, deltat is 3600, since there are 3600 seconds in an hour. Since frequency = 1 / deltat , that means frequency = 1 / 3600 , or 0.0002777778 .