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I have a data set for couple of years for prices wherein the prices are very low over the weekends as compared to weekdays.I want to load this as time series object in R. What could be the best approach so that I can capture the weekly seasonality (weekends price dips) of the data.

Thanks!

Ankit R
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  • Welcome to SO. Please provide a representative example of your data. You should have a look at [how to write a reproducable example](http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example) – loki Aug 26 '16 at 10:51

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Use the ts function with frequency=7.

Rob Hyndman
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