ts.union
Union and Intersection of Time Series
Description
Binds several time series together into a single multivariate time series
whose time domain is the union or intersection
of the time domains of the component series.
Usage
ts.union(..., dframe = FALSE)
ts.intersect(..., dframe = FALSE)
## S3 method for class 'ts':
cbind(..., deparse.level = 1)
Arguments
| ... |
Multiple ts objects, vectors, or matrices,
of which at least one is of class ts.
All time series must have the same frequency.
|
| dframe |
a logical flag. If TRUE, the resulting time series is a data frame.
If FALSE (the default), returns a matrix time series object
of class c("mts", "ts", "matrix").
|
| deparse.level |
This argument is currently ignored.
|
Details
The multivariate time series is returned as a matrix or data frame
with a time domain that is the union or intersection of the time domains
of all the series input.
Missing values (NAs) are used
to represent time values at which there are no observations.
Any non-time-series arguments must have the same number of rows
(or elements) as implied by the time series arguments: they are
not padded with missing values.
cbind.ts does the same thing as ts.union:
cbind(ts1, ts2, ts3) and ts.union(ts1, ts2, ts3)
give identical results.
Value
returns a multivariate time series of class c("mts", "ts", "matrix").
See Also
Examples
ts1 <- ts(101:106, freq=4, start=2012.75)
ts.intersect(ts1, lag(ts1, -1))
ts.union(ts1, lag(ts1, -1))
cbind(ts1, lag(ts1, -1))