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