Time series in R (rtadfr) frequency of 5 minutes

[tomasnr]

Time series in R (rtadfr)
Hello.
I'm new to R.
I need to develop my master's dissertation on rational bubbles. Your code "rtadfr" is being of fundamental help. Thanks!
I will perform gsadf test on dataset with 5 minutes interval.
In this command: dateStampDf <- ts(cbind(testStat$testSeq, cvs$datestampCVs[,2]), start = c(1870,1), frequency = 12)
How do I enter a 5 minute frequency?

Thanks in advance for your attention!

[itamarcaspi]

Hi. Thank you for your email! Unfortunately, rtadfr does not support such high frequency data. I'd recommend checking ou the exuber r package that might accommodate that. Best, Itamar

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On Thu, Aug 25, 2022 at 10:44 PM tomasnr ***@***.***> wrote: Time series in R (rtadfr) Hello. I'm new to R. I need to develop my master's dissertation on rational bubbles. Your code "rtadfr" is being of fundamental help. Thanks! I will perform gsadf test on dataset with 5 minutes interval. In this command: dateStampDf <- ts(cbind(testStat$testSeq, cvs$datestampCVs[,2]), start = c(1870,1), frequency = 12) How do I enter a 5 minute frequency? Thanks in advance for your attention! — Reply to this email directly, view it on GitHub <#2>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ABJIZ4JOM2SSC3UI4IT6C5DV27EKFANCNFSM57UKJJPQ> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>