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Frequency constants

The scikits.timeseries.const module defines the frequency representations available in the scikits.timeseries package.

For any functions or class constructors accepting a freq argument, the frequency can be specified by either:

  • using a valid string representation of the frequency,
  • using the integer frequency constants.

The table of the frequency constants and their valid string aliases is reported below. The information can also be accessed with the freq_constants dictionary.

freq_constants

Dictionary mapping the string representation of frequencies to the integer representation.

>>> ts.const.freq_constants['FR_ANN']
1000
>>> ts.const.freq_constants['FR_QTREJAN']
2001

Frequencies representations

CONSTANT Int String aliases (case insensitive)
Annual Frequencies
For annual frequencies, the year is determined by where the last month of the year falls.
FR_ANN 1000 A, Y, ANNUAL, ANNUALLY, YEAR, YEARLY
FR_ANNDEC 1000 A-DEC, A-December, Y-DEC, ANNUAL-DEC, etc... (annual frequency with December year end, equivalent to FR_ANN)
FR_ANNNOV 1011 A-NOV, A-NOVEMBER, Y-NOVEMBER, ANNUAL-NOV, etc... (annual frequency with November year end)
FR_ANNOCT 1010 A-OCT, A-OCTOBER, Y-OCTOBER, ANNUAL-OCT, etc... (annual frequency with October year end)
FR_ANNSEP 1009 A-SEP, A-SEPTEMBER, Y-SEPTEMBER, ANNUAL-SEP, etc... (annual frequency with September year end)
FR_ANNAUG 1008 A-AUG, A-AUGUST, Y-AUGUST, ANNUAL-AUG, etc... (annual frequency with August year end)
FR_ANNJUL 1007 A-JUL, A-JULY, Y-JULY, ANNUAL-JUL, etc... (annual frequency with July year end)
FR_ANNJUN 1006 A-JUN, A-JUNE, Y-JUNE, ANNUAL-JUN, etc... (annual frequency with June year end)
FR_ANNMAY 1005 A-MAY, Y-MAY, YEARLY-MAY, ANNUAL-MAY, etc... (annual frequency with May year end)
FR_ANNAPR 1004 A-APR, A-APRIL, Y-APRIL, ANNUAL-APR, etc... (annual frequency with April year end)
FR_ANNMAR 1003 A-MAR, A-MARCH, Y-MARCH, ANNUAL-MAR, etc... (annual frequency with March year end)
FR_ANNFEB 1002 A-FEB, A-FEBRUARY, Y-FEBRUARY, ANNUAL-FEB, etc... (annual frequency with February year end)
FR_ANNJAN 1001 A-JAN, A-JANUARY, Y-JANUARY, ANNUAL-JAN, etc... (annual frequency with January year end)
     
Quarterly frequencies
For the following quarterly frequencies, year is determined by where the last
quarter of the current group of quarters ENDS.
FR_QTR 2000 Q, QUARTER, QUARTERLY
FR_QTREDEC 2000 Q-DEC, QTR-December, QUARTERLY-DEC, etc... (quarterly frequency with December year end, equivalent to FR_QTR)
FR_QTRENOV 2011 Q-NOV, QTR-NOVEMBER, QUARTERLY-NOV, etc... (quarterly frequency with November year end)
FR_QTREOCT 2010 Q-OCT, QTR-OCTOBER, QUARTERLY-OCT, etc... (quarterly frequency with October year end)
FR_QTRESEP 2009 Q-SEP, QTR-SEPTEMBER, QUARTERLY-SEP, etc... (quarterly frequency with September year end)
FR_QTREAUG 2008 Q-AUG, QTR-AUGUST, QUARTERLY-AUG, etc... (quarterly frequency with August year end)
FR_QTREJUL 2007 Q-JUL, QTR-JULY, QUARTERLY-JUL, etc... (quarterly frequency with July year end)
FR_QTREJUN 2006 Q-JUN, QTR-JUNE, QUARTERLY-JUN, etc... (quarterly frequency with June year end)
FR_QTREMAY 2005 Q-MAY, QTR-MAY, QUARTERLY-MAY, etc... (quarterly frequency with May year end)
FR_QTREAPR 2004 Q-APR, QTR-APRIL, QUARTERLY-APR, etc... (quarterly frequency with April year end)
FR_QTREMAR 2003 Q-MAR, QTR-MARCH, QUARTERLY-MAR, etc... (quarterly frequency with March year end)
FR_QTREFEB 2002 Q-FEB, QTR-FEBRUARY, QUARTERLY-FEB, etc... (quarterly frequency with February year end)
FR_QTREJAN 2001 Q-JAN, QTR-JANUARY, QUARTERLY-JAN, etc... (quarterly frequency with January year end)
     
For the following quarterly frequencies, year is determined by where the last
quarter of the current group of quarters STARTS.
FR_QTRSDEC 2012 Q-S-DEC, QTR-S-December, etc... (quarterly frequency with December year end)
FR_QTRSNOV 2023 Q-S-NOV, QTR-S-NOVEMBER, etc... (quarterly frequency with November year end)
FR_QTRSOCT 2022 Q-S-OCT, QTR-S-OCTOBER, etc... (quarterly frequency with October year end)
FR_QTRSSEP 2021 Q-S-SEP, QTR-S-SEPTEMBER, etc... (quarterly frequency with September year end)
FR_QTRSAUG 2020 Q-S-AUG, QTR-S-AUGUST, etc... (quarterly frequency with August year end)
FR_QTRSJUL 2019 Q-S-JUL, QTR-S-JULY, etc... (quarterly frequency with July year end)
FR_QTRSJUN 2018 Q-S-JUN, QTR-S-JUNE, etc... (quarterly frequency with June year end)
FR_QTRSMAY 2017 Q-S-MAY, QTR-S-MAY, etc... (quarterly frequency with May year end)
FR_QTRSAPR 2016 Q-S-APR, QTR-S-APRIL, etc... (quarterly frequency with April year end)
FR_QTRSMAR 2015 Q-S-MAR, QTR-S-MARCH, etc... (quarterly frequency with March year end)
FR_QTRSFEB 2014 Q-S-FEB, QTR-S-FEBRUARY, etc... (quarterly frequency with February year end)
FR_QTRSJAN 2013 Q-S-JAN, QTR-S-JANUARY, etc... (quarterly frequency with January year end)
     
FR_MTH 3000 M, MONTH, MONTHLY
     
FR_WK 4000 W, WEEK, WEEKLY
FR_WKSUN 4000 W-SUN, WEEK-SUNDAY, WEEKLY-SUN, etc... (weekly frequency with Sunday being the last day of the week) (equivalent to FR_WK)
FR_WKSAT 4006 W-SAT, WEEK-SATURDAY, WEEKLY-SUN, etc... (weekly frequency with Saturday being the last day of the week)
FR_WKFRI 4005 W-FRI, WEEK-FRIDAY, WEEKLY-FRI, etc... (weekly frequency with Friday being the last day of the week)
FR_WKTHU 4004 W-THU, WEEK-THURSDAY, WEEKLY-THU, etc... (weekly frequency with Thursday being the last day of the week)
FR_WKWED 4003 W-WED, WEEK-WEDNESDAY, WEEKLY-WED, etc... (weekly frequency with Wednesday being the last day of the week)
FR_WKTUE 4002 W-TUE, WEEK-TUESDAY, WEEKLY-TUE, etc... (weekly frequency with Tuesday being the last day of the week)
FR_WKMON 4001 W-MON, WEEK-MONDAY, WEEKLY-MON, etc... (weekly frequency with Monday being the last day of the week)
FR_BUS 5000 B, BUSINESS, BUSINESSLY
FR_DAY 6000 D, DAY, DAILY
FR_HR 7000 H, HOUR, HOURLY
FR_MIN 8000 T, MINUTE, MINUTELY
FR_SEC 9000 S, SECOND, SECONDLY
FR_UND -10000 U, UNDEF, UNDEFINED