Time Series

A number of string aliases are given to useful common time series frequencies. We will refer to these aliases as offset aliases.

Alias	Description
B	business day frequency
C	custom business day frequency
D	calendar day frequency
W	weekly frequency
M	month end frequency
SM	semi-month end frequency (15th and end of month)
BM	business month end frequency
CBM	custom business month end frequency
MS	month start frequency
SMS	semi-month start frequency (1st and 15th)
BMS	business month start frequency
CBMS	custom business month start frequency
Q	quarter end frequency
BQ	business quarter end frequency
QS	quarter start frequency
BQS	business quarter start frequency
A, Y	year end frequency
BA, BY	business year end frequency
AS, YS	year start frequency
BAS, BYS	business year start frequency
BH	business hour frequency
H	hourly frequency
T, min	minutely frequency
S	secondly frequency
L, ms	milliseconds
U, us	microseconds
N	nanoseconds

# Use pandas grouper to group values using annual frequency
year_groups = nyse.groupby(pd.Grouper(freq ='A'))