mtsframe: Multivariate Time Series Frame Objects

Description Usage Arguments Examples

View source: R/mtsframe.R

Description

The function mtsframe is used to create mutivariate time series objects to be used in combination with the functions in the package ASSA.

Usage

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mtsframe(dates, Y)

Arguments

dates

dates at which observations took place (in case of using an index, the format of this field will be taken as numeric.)

Y

matrix with time-series in columns and observations in rows.

Examples

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data(brexit)
attach(brexit)
y <- mtsframe(date, Y = brexit[, 1:3])
print(y)
# Ploting the time series under study (blue = Leave, red = Stay, black = Undecided)
plot(y, col = c('blue', 'red', 'black'), time.format = '%m-%y')
# When 'date' is a time index, the time.format specification is omitted.

ASSA documentation built on May 14, 2018, 5:07 p.m.