ts
Time Series Objects
Description
Defines a univariate or multivariate time series.
Usage
ts(data = NA, start = 1, end = numeric(0), frequency = 1,
deltat = 1, ts.eps = getOption("ts.eps"),
class = if(nseries > 1) c("mts", "ts", "matrix") else "ts",
names = if(!is.null(dimnames(data))) colnames(data)
else paste("Series", seq(nseries)))
is.ts(x)
is.mts(x)
as.ts(x)
Arguments
| x |
any TIBCO Enterprise Runtime for R object.
|
| data |
a vector or a matrix giving the data values for the time series.
If a matrix, each column represents one series of a multivariate time series.
Missing values (NA) are allowed.
data must have one or more observations.
|
| start |
starting date for the series. For example, in years, February, 1970
is 1970+(1/12) or 1970.083. If start is a vector
with at least two data values, the first is interpreted as
the time unit (for example, the year), and the second as the number of
positions into the sampling period. For example, February, 1970 could be c(1970,2).
If both start and end are missing, then start defaults to 1.
|
| frequency |
observations frequency; that is, how many observations per sampling period.
For example, monthly data have frequency=12.
|
| end |
ending date for the series.
If this is given, it and the length of data are used to compute start.
if both end and start are given, end must be bigger than start.
|
| deltat |
argument to be provided instead of frequency.
This represents the fraction of the sampling period
between successive observations;
e.g., monthly data has deltat=1/12. Only one of
frequency or deltat should be provided.
|
| names |
used only when data is a matrix.
A vector containing character strings to be used as
names for the component series of the multivariate series.
By default, the strings "Series i" i=1,2,…, ncol(data) are used as
series names (columns of data) unless data has an associated
dimnames attribute which is retained by the resulting time series.
|
| ts.eps |
time series comparison tolerance. This small number is used throughout
the time series functions for comparison of their frequencies. It defaults
to .Options\$ts.eps=1e-5 which means
that frequencies will be considered equal if they correspond up to their 5th
decimal, if a fraction.
|
| class |
a character vector. Specifies the class name.
By default, if the number of columns in data is greater than 1, then the class of time series is c("mts","ts","matrix").
Otherwise, the class of the time series is "ts".
|
Details
Any periodic data can be organized as a time series.
Hourly data might use days for start and end with frequency=24 or
deltat=1/24;
daily data could use weeks with frequency=7 or deltat=1/7.
There is special printing for
the cases of frequency=4 or 12 (see print.ts).
Time series objects are those that have an attribute tsp,
which must be numeric of length 3.
Multivariate time series objects also have
attributes dim and (possibly) dimnames.
Multivariate time series are printed by default like a matrix with the
tsp attribute printed last.
Calling print.ts directly provides an alternative.
Value
| ts | returns a time series containing the given data.
Time series attributes are assigned consistently with whichever of
start, end, and frequency are supplied.
If frequency is supplied, then only one of start or end
is needed, because the other parameter is computed based on the given values
and length(data) (or nrow(data)).
If both start and end are omitted, the series is started at 1.
ts checks that the arguments supplied are consistent. |
| is.ts | returns TRUE if x is a time series object (that is, if it has a tsp
attribute). Otherwise, returns FALSE. |
| as.ts | returns a time series. |
| is.mts | returns TRUE if x inherits from "mts". |
See Also
tsp gives the start and end times and the frequency.
window is used for subsetting, as the
"[" operator
drops all time series attributes from its result.
Examples
# Monthly univariate data starting October 1066:
ts(101:125, start=c(1066, 10), frequency=12)
# Another way to create the same thing
ts(101:125, end=1068+9/12, frequency=12)
# Quarterly numbers for three regions
ts(cbind(North=11:17, South=21:27, West=14:20), start=2012.25, frequency=4)