itsframe: Interval Time Series Frame Objects

In ASSA: Applied Singular Spectrum Analysis (ASSA)

Description

The function itsframe creates a univariate interval time series object to be used in combination with the functions in the package ASSA.

Usage

itsframe(dates, a, b)

Arguments

dates	dates at which observations took place.
a	vector with lower interval time-series values sorted in ascendant way (first element in 'a' corresponds to the oldest value of the interval series and last element in 'a' corresponds to the newest value).
b	vector with upper interval time-series values sorted in ascendant way (first element in 'b' corresponds to the oldest value of the interval series and last element in 'b' corresponds to the newest value).

References

de Carvalho, M. and Martos, G. (2020). Modeling Interval Trendlines: Symbolic Singular Spectrum Analysis for Interval Time Series. Submitted (available on arXiv).

Examples

data(merval)
id.data <-  rev(which(merval[,1]>'2015-12-31' & merval[,1]<'2020-10-01') ) 
y <-  itsframe(date=merval[id.data,1], a=merval[id.data,2], b=merval[id.data,3]); 

plot(y, main = 'MERVAL')

ASSA documentation built on Nov. 20, 2020, 5:10 p.m.