fromXTStoTS: Convert XTS to TS

In bimets: Time Series and Econometric Modeling

Convert XTS to TS

Description

This function transforms a BIMETS compliant xts() time series (as defined in is.bimets) into a time series of class ts(). The core R function as.ts() does not satisfy all the compliance control check requirements, so it has been extended. Attributes and description of the input time series will be copied to the output time series (see TIMESERIES).

Usage

fromXTStoTS(x = NULL, avoidCompliance = FALSE, ...)

Arguments

x	Input xts() time series that must satisfy the compliance control check defined in is.bimets.
avoidCompliance	If TRUE, compliance control check of input time series will be skipped. See is.bimets.
...	Backward compatibility.

Value

This function returns a time series of class ts() that has the same observations of the input xts() time series.

See Also

fromTStoXTS
as.bimets
is.bimets
BIMETS indexing
BIMETS configuration

Examples

	#day and month names can change depending on locale
	Sys.setlocale('LC_ALL','C')
	Sys.setlocale('LC_TIME','C')
  
	#set configuration BIMETS_CONF_DIP on FIRST
	setBIMETSconf('BIMETS_CONF_DIP','FIRST')
	
	#set configuration BIMETS_CONF_CCT on XTS
	setBIMETSconf('BIMETS_CONF_CCT','XTS')
	
	#semiannual with Date()
	n<-10
	xArr<-rnorm(n)
	dateArr<-seq(as.Date('2000/07/01'),by='6 months',length=n) 
	dataF<-data.frame(dateArr,xArr)
	xt<-xts(dataF[,2],order.by=dataF[,1])
	print(fromXTStoTS(xt))
	
	#set configuration BIMETS_CONF_DIP on LAST
	setBIMETSconf('BIMETS_CONF_DIP','LAST')
	
	#yearly with Date()
	n<-10
	xArr<-rnorm(n)
	dateArr<-seq(as.Date('2000/12/31'),by='year',length=n)
	dataF<-data.frame(dateArr,xArr)
	xt<-xts(dataF[,2],order.by=dataF[,1])
	print(fromXTStoTS(xt))
	
	#quarterly with yearqtr()
	n<-10
	xArr<-rnorm(n+1)
	dateArr<-as.yearqtr('2000 Q2') + 0:n/4
	dataF<-data.frame(dateArr,xArr)
	xt<-xts(dataF[,2],order.by=dataF[,1])
	print(fromXTStoTS(xt))
	
	#monthly with yearmon()
	n<-10
	xArr<-rnorm(n+1)
	dateArr<-as.yearmon('Jul 2000') + 0:n/12
	dataF<-data.frame(dateArr,xArr)
	xt<-xts(dataF[,2],order.by=dataF[,1])
	print(fromXTStoTS(xt))
	
	#daily with Date()
	n<-10
	xArr<-rnorm(n)
	dateArr<-seq(as.Date('2000/07/14'),by='day',length=n) 
	dataF<-data.frame(dateArr,xArr)
	xt<-xts(dataF[,2],order.by=dataF[,1])
	print(fromXTStoTS(xt))
	
	#restore defaults
	setBIMETSconf('BIMETS_CONF_DIP','LAST')
	setBIMETSconf('BIMETS_CONF_CCT','TS')
	
	

bimets documentation built on April 4, 2025, 5:15 a.m.