frequency() and cycle() of a monthly xts object returns value "1"

Question

I have a monthly xts object, and the function frequency() returns a value of 1, however I would expect 12. The function cycle() also does not return month numbers, but instead a value of 1 for each observation.

library('quantmod')
getSymbols("GS10", src="FRED")
frequency(GS10)
cycle(GS10)

A daily object with one date in each month is not a monthly object. — G. Grothendieck, Mar 16 '15 at 22:32
@G.Grothendieck - I'm not sure why you think it is a daily object. There is one observation per month, hence monthly object. As another example, one observation per year is an annual observation, not a daily observation. — HRC, Mar 17 '15 at 13:03
`"Date"` class times are daily objects. It doesn't matter that there happens to be one date per month. — G. Grothendieck, Mar 17 '15 at 14:31

score 1 · Accepted Answer · answered Mar 17 '15 at 14:34

1

Try this:

time(GS10) <- as.yearmon(time(GS10))

answered Mar 17 '15 at 14:34

G. Grothendieck

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frequency() and cycle() of a monthly xts object returns value "1"

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