According to the scikits.timeseries module the following frequencies are available when defining a time_series object:
- Annual Frequencies, Quarterly frequencies, Monthly, Weekly, Daily etc. A full list is shown on the documentation link: http://pytseries.sourceforge.net/core.constants.html#scikits.timeseries.const.freq_constants
The frequencies exclude semi-annual (twice a year).
How would one define a semi-annual frequency for a scikits.timeseries.time_series object? Does a work-around exist?
Define quaterly frequency and fill it to 50%: